Installing Quantlib and Boost on your PC
Mar 14, 2015 in C++ Programming
Great tips here! http://quantlib.org/install/vc10.shtml
Archive for the 'C++ Programming' Category
Basic tutorial to get up and running with Borland C++Builder 2009/2010
Nov 20, 2009 in C++ Programming
If you are using Borland C++ Builder (get a free 30 day trial here), it’s not easy to find information on how to get up and running quickly. I found this tutorial by Kjell Gunnar Bleivik, http://www.kjellbleivik.com, March 22. 2009 to be very helpful.Â
Also see these (older) course notes which have some good examples.
A really good book for learning to apply C++ to financial applications is C++ Design Patterns and Derivatives Pricing by Mark Joshi. I think he has a new edition out but this book is just what is needed to start writing real financial applications in C++, covering virtual functions, patterns, factories and all of the other constructs you’ll need to know, all in the context of derivatives pricing.