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It solves many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds.

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thederickff/cpp-financial-algorithms

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C++ Financial Algorithms

This contains programs which solves many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds.

It also uses aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries.

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It solves many of the important problems in financial engineering that are part of the day-to-day work of financial programmers in large investment banks and hedge funds.

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