STL for Derivatives Programming

  • Carlos Oliveira
Chapter

Abstract

Modern financial programming in C++ makes heavy use of template-based algorithms. Many of the basic algorithms related to trading options and their derivatives are implemented in terms of function and class templates. This is done due to the superior advantages of templates in performance as well as their ability to improve code reuse.

Keywords

Sorting Volatility 

Copyright information

© Carlos Oliveira 2016

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.Monmouth JunctionUSA

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