Dates and Locations

09/10 Jun

London, UK

London Chamber of Commerce >>

Course Outline: Market Technology - Introduction to C/C++

A. Course Description
This course reviews the ISO C/C++ programming language with applications of its use in quantative finance and automated trading. Students who master the content will be able to create and implement complex financial models using C++ in a real-world environment. Students will study program design, including functions, arrays and strings, pointers, dynamic memory management, data structures and the Standard Template Library. Object-oriented design will be discussed, including the design and use of classes, overloading, inheritance and polymorphism. The focus will be to understand OOP concepts as they are applied to financial modeling.

B. Method of Instruction
This course consists of two, seven hour days of lecture and classroom discussion, including sample text questions. All course materials will be provided by the instructor

C. Course Outline

DAY 1
Review of C++ types and basic programming structures
- Variables
- References
- Pointers
- Arrays
- Decision and loop structures

Functions and libraries

Review of classes and objects
- Encapsulation
- Inheritance
- Polymorphism

File processing, error handling, friends, templates

DAY 2
Review of the Standard Template Library classes and algorithms

Review of commonly used design patterns in financial markets
- Factory
- Singleton
- Observer

Financial modeling, numerical methods, and finite difference methods

Sample test questions and review