Common Libraries for Financial Applications

Abstract

Financial code implemented in C++ uses programming libraries designed to simplify the creation of fast, standard-conformant classes. The best example of such libraries is the STL (standard template library) itself, a convenient library that is included with standard-compliant C++ compilers. The STL offers a set of generic, commonly used containers that may be applied to almost any situation. Knowing how to employ well the STL is one of the main skills necessary for effective C++ programming, especially in the context of high-performance software development—a common requirement for financial applications. In this chapter, you will learn programming recipes that clarify some of the most common uses of the STL for financial programming, including containers and algorithms.