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The following is a tentative syllabus of the course. We expect to add many more applications to Financial Engineering to the course when it's available to the public.The C++ Environment History of C++ What Makes the C++ Program Steps for a C++ Program Compiling a C++ Program Structure of a C++ Source Example Program Placing Comments Lay-Out Source File The Visual Studio IDE explainedC++ for computational finance: an overviewData types Fundamental Data Types Type Magnitudes Type Specifiers and Qualifiers Constants Variables, Operators and Expressions Variables Initialising Variables Concatenating Declarations Arithmetic Operators Special Cases Relational Operators Logical Operators Assignment Operators Increment and Decrement Conditional Operator The Comma Operator Type Conversion The sizeof Operator Bitwise Operators Operator Precedence Decisions and Loops Blocks and Statements If Else Switch For While Do While Break and Continue Goto and Labels Functions and Storage Classes Function Signatures Function Calls Functions and Return Function Arguments Recursive Functions Scope of variables Automatic Variables Global Variables External Variables Static Global Variables Functions and Static Variables Register Variables The Preprocessor Introduction to Directives Include Files Macros Conditional Compilation Header Files and Directives Pointers and Arrays Pointers Call by Reference Arrays Initialising Arrays Strings Using Strings Arrays and Pointers Pointer Arithmetic Multidimensional Arrays Function pointers and their applicationsData Aggregates Intro to Structures Using Structures Arrays of Structures Structures and Pointers Passing Structures Unions Typedef The Class ConceptAbstract Data Types Classes and Objects C++ members Constructors and destructors The C++ header file Access specifiers The C++ source file Creating objects Improving your Classes Function name overloading Call by reference vs. call by value The 'const' specifier The copy constructor Basic Operator Overloading Introduction to operator overloading Binary operators Unary operators Assignment operators The 'this' pointer Returning references The Canonical Header File Memory Management, FundamentalsStack, heap and static memory Who takes care of memory? The new and delete operators Dynamic arrays Classes with dynamic memorySmart pointersSimple InheritanceInheritance and ISA Relationship Specialisation scenarios Inheritance and object creation Using base class constructors Accessibility of base members Overriding functions Polymorphism Pointers to the base class Function visibility Polymorphism Defining an interface Abstract base classes Virtual destructors Operator overloading and inheritance Template Classes in C++ An introduction to generic programming Parameterization Template classes and function templates Creating templates (source & header files) Type template parameter & value template parameter Operations on the generic argument Explicit template instantiation NamespacesWhy using namespaces Using classes in a namespace Placing classes in a namespace Nested namespaces Aliases Name lookupsAn Introduction to STLThe 6 STL components Sequential data containers Iterators Algorithms Function objects Using STL in your applications An Introduction to Boost C++ LibrariesWhat is Boost? OverviewMatrix and Vectors: uBLAS libraryContinuous and Discrete Statistical DistributionsRandom number generationSpecial function in Math ToolkitSolution of nonlinear equationsApplications to Financial Engineering and Test CasesBlack Scholes equation: analytic solutionA simple binomial method in C++A one-factor Monte Carlo simulatorUsing C++ numerical analysis libraries Software design essentials
The following is a tentative syllabus of the course. We expect to add many more applications to Financial Engineering to the course when it's available to the public.
The C++ Environment
Data types
Variables, Operators and Expressions
Decisions and Loops
Functions and Storage Classes
The Preprocessor
Pointers and Arrays
Data Aggregates
The Class Concept
Improving your Classes
Basic Operator Overloading
Memory Management, Fundamentals
Simple Inheritance
Polymorphism
Template Classes in C++
Namespaces
An Introduction to STL
An Introduction to Boost C++ Libraries
Applications to Financial Engineering and Test Cases
