Second Edition of C++ book

[Cuchulainn]

I am working on the second edition of my 2004 book. The focus on on using standardised C++ 11, STL, Boost and other de-facto libraries for a range of numerical methods in computational finance. The book also reflects a number of developments in C++ that show how the language has matured in recent years. e.g. smart pointers, concurrency, higher-order functions.



One of the goals is to use as much software as possible from standard libraries. The code will be tested for both Windows and linux (and source code + makefiles provided).



The C++/Excel interop remains important and this has become much easier in recent years.



A work-in-progress breakdown is (approx 30 chapters in total)



I. C++ 11 and STL A-Z

II. Building and using numerical libraries as building blocks

III. PDE (1d, 2d, 3d) models, the usual suspects

IV. Monte Carlo

V. Interpolation, bootstrapping, optimisation, calibration

VI. Parallel Programming applications

VII. C++/Excel and C++/C# interop

VIII. What about design and Maintainability?



The publisher is John Wiley and Sons, Chichester.



Thanks



Daniel J. Duffy

[tonyvola]

Dear Daniel,

You have done an amazing work with the second edition.
I really like your effort to use templates instead of the classic polymorphic approach.
Code is cleaner and more sophisticated C++.

Where can we get the source code of your second edition?

Best regards,
Antonio