• C++ Programming for Financial Engineering
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    Python for Finance with Intro to Data Science
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    An Intuition-Based Options Primer for FE
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  1. Chris Matei

    C++ binomial tree float versus double preformance

    Check this, it might have some valid explanation: http://www.gamedev.net/community/forums/topic.asp?topic_id=506100
  2. Chris Matei

    Help!!! Java business/trading days calendar library

    Google has a Calendar API; even though I never used it, it's worth taking a look at. It seems to have a way to retrieve holidays: http://code.google.com/apis/calendar/data/2.0/developers_guide.html
  3. Chris Matei

    The Master Happy Birthday thread

    Happy birthday Alain.
  4. Chris Matei

    Database access in C++

    Plain ODBC API, just found it: Dr. Dobb's | A Lightweight C++ Wrapper for Microsoft's ODBC API | January 1, 2002 C# is definitly the easiest way, but I don't know the requirements. As far as COM/ADo goes you just have to follow the pattern described in the samples, no need to learn COM
  5. Chris Matei

    Database access in C++

    Those are for the COM layer - component object model. OLE and ADO are based on COM. ADO is a convenient way to acess dbs. If COM/ADO is not an option for your project then maybe MFC is a better candidate: http://msdn.microsoft.com/en-us/library/aa232553.aspx
  6. Chris Matei

    Database access in C++

    Doug, try this: http://msdn.microsoft.com/en-us/library/ms681557(VS.85).aspx MS Access connect string example: Provider=Microsoft.ACE.OLEDB.12.0;Data Source=C:\myFolder\myAccess2007file.accdb;Persist Security Info=False; Let me know if you still have problems
  7. Chris Matei

    How do you do this in VBA ?

    Welcome Andy, glad to help. I don't remember where I got it from; I used it some time ago.
  8. Chris Matei

    Integrate C++ program into VBA

    There is a free add-in download for VS.Net, similar to VBA and it offers the benefits of the .NET environment. Debugging could be easily done in Visual Studio.net IDE. http://www.microsoft.com/downloads/details.aspx?familyid=5e86cab3-6fd6-4955-b979-e1676db6b3cb&displaylang=en
  9. Chris Matei

    C++: Inheritance and Overloading

    That is very true. I missed that
  10. Chris Matei

    C++: Inheritance and Overloading

    Adam, regarding the Matrix& operator= ... This definitly works on an abstract Matrix class Matrix& operator=(const Matrix& rhs); and the cpp contains the implementation for the operator. Let me know if you need the rest of code
  11. Chris Matei

    New 'kid' on the block

    BofA has quants, or related, in Charlotte. I will check their internal career site and let you guys know
  12. Chris Matei

    New 'kid' on the block

    Thanks for the warm welcome guys! My work experience is in IT, with some occasional interactions with quants and traders. I have contemplated the idea of getting into a FE program, but didn't do more than just read some books and articles,too busy writing code. Past year and a half, since I...
  13. Chris Matei

    New 'kid' on the block

    Hi everybody, I have been reading the postings on the site for a while and I look forward to put my two cents in. My background is in CS and Math, working for a number of years in equities and derivatives, and currently preparing to get into a MSFE program.
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