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Book Cover
E-book
Author Armstrong, John, 1972- author.

Title C++ for financial mathematics / John Armstrong
Published Boca Raton, FL : CRC Press, [2017]

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Description 1 online resource
Series Chapman and Hall/CRC financial mathematics series
Chapman & Hall/CRC financial mathematics series.
Contents Cover; Half Title; Title Page; Copyright Page; Contents; Introduction; 1 Getting Started; 1.1 Installing your development environment; 1.1.1 For Windows; 1.1.2 For Unix; 1.1.3 For MacOS X; 1.2 Running an example program; 1.3 Compiling and running the code; 1.3.1 Compiling on Windows; 1.3.2 Compiling on Unix; 1.4 Understanding the example code; 1.5 Configuring the compiler; 1.6 Making decisions; 1.7 Exercises; 1.8 Summary; 2 Basic Data Types and Operators; 2.1 Memory terminology; 2.2 Basic data types; 2.2.1 Integers; 2.2.2 Floating point numbers; 2.2.3 Booleans; 2.2.4 Characters; 2.3 Casting
2.4 Memory addresses2.5 Operators; 2.5.1 The sizeof operator; 2.5.2 Mathematical operations; 2.5.3 Comparison operators; 2.5.4 Logical operators; 2.5.5 Bitwise operators; 2.5.6 Combining operators; 2.5.7 Assignment operators; 2.5.8 If statements revisited; 2.6 Summary; 3 Functions; 3.1 The C++ function syntax; 3.2 Recursion; 3.3 Libraries; 3.4 Declaring and defining functions; 3.5 Functions that don't return a value; 3.6 Specifying default values; 3.7 Overloading functions; 3.8 Global and local variables; 3.9 Namespaces; 3.10 Summary; 4 Flow of Control; 4.1 while loops; 4.2 do-while loops
4.3 for loops4.4 break, continue, return; 4.5 throw statements; 4.6 switch statements; 4.7 Scope; 4.8 Flow of control in operators; 4.8.1 Short circuit evaluation; 4.8.2 The ternary operator; 4.8.3 The comma operator; 4.9 Summary; 5 Working with Multiple Files; 5.1 The project FMLib; 5.2 Header files; 5.3 Creating our project; 5.3.1 Creating the first header file; 5.3.2 Some code that uses the functions; 5.3.3 Write the definitions; 5.4 How header files work; 5.4.1 The meaning of include; 5.4.2 Pragma once; 5.4.3 Information hiding; 5.4.4 Inline; 5.5 A complete example; 5.6 Summary
6 Unit Testing6.1 A testing framework for C++; 6.2 Macros; 6.3 The macros in testing.h; 6.3.1 The ASSERT macro; 6.3.2 The ASSERT_APPROX_EQUAL macro; 6.3.3 The INFO macro; 6.3.4 The DEBUG_PRINT macro; 6.3.5 The TEST macro; 6.4 Using testing.h; 6.5 What have we gained?; 6.6 Testing normcdf; 6.7 Summary; 7 Using C++ Classes; 7.1 Vectors; 7.2 Pass by reference and const; 7.2.1 Pass by reference; 7.2.2 The const keyword; 7.2.3 Pass by reference without const; 7.3 Using ofstream; 7.4 Working with string; 7.5 Building strings efficiently; 7.6 Writing a pie chart; 7.6.1 A web-based chart
7.6.2 Create a header file7.6.3 Write a source file; 7.6.4 Enable testing in your files; 7.6.5 Write functions to generate the boiler plate; 7.6.6 Write a simple version of the chart data; 7.6.7 Write a test of what we've done so far; 7.6.8 Write the interesting code; 7.6.9 Testing the interesting code; 7.6.10 Wrap it all up into a single function; 7.7 The architecture of the World Wide Web; 7.8 Summary; 8 User-Defined Types; 8.1 Terminology; 8.2 Writing your own class; 8.2.1 Writing the declaration; 8.2.2 Using a class; 8.2.3 Passing objects between functions; 8.2.4 How have classes helped?
Bibliography Includes bibliographical references and index
Subject Finance -- Mathematical models.
Finance -- Mathematical models -- Data processing
C++ (Computer program language)
C++ (Computer program language)
Finance -- Mathematical models
Finance -- Mathematical models -- Data processing
Form Electronic book
ISBN 9781498750066
1498750060
9781498750073
1498750079
9781498750080
1498750087