Recent content by rloz

Accelerated C++ by Koenig and Moo - although it says accelerated this book starts from the very basics and the presentation of pointers is great. Also, it gets you used to using STL containers and algorithms. It is also a relatively thin book but you will learn a LOT! It is also really useful...

hello, just my two cents, the Accelerated C++ book by Koenig and Moo is one of the best introductory C++ books out there. Gets u familiar and comfy with generic programming, pointers, memory allocation and smart pointers.

hi featips, the easiest way to do this is to use the tokenizer function in boost, since it allows u to parse lines using the "," character. I would post my code, but I lost it when my computer got infected by malware. anyway, its a very easy function to use.

Hi, One good source is the book "Implementing Derivative Security Models" by Clewlow and Strickland. Has pseudocode for implementing binomial/tri-nomial lattices for most popular short rate models such as BDT, Hull-White, Black Karasinski calibrated to yield curve or yield-curve/ vol term...