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Daniel Duffy's "Financial Instrument Pricing Using C++"

Do you mean the second edition of my Financial Instrument Pricing in C++?

Yes, of course. My son, who works at Wells Fargo, was asking about it and I recommended he buy it. I may buy a copy myself but it would be nice to know something about it.
 
The book is a major update to C++11 etc. and PDE/FDM/MC/lattice models. The code directories are in 1:1 correspondence and available by contacting me.

I think sample chapter 1 gives a good overview of what's on offer.

C++ background level is from let's say the QN C++ course. It is not a beginner's book.

We have a new web site which we are adding stuff to.

 
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