C++ design patterns and derivatives pricing
Auteur :
Joshi, M. S.
Éditeur :
Cambridge University Press
ISBN :
9780521721622
Date de publication :
22 mai 2008
Dimensions :
24,7 x 17,4 x 1,6 cm
Poids :
640 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design with decoupling. Complete ANSI/ISO compatible C++ source code is hosted on an accompanying web site.