Introduction - If you have any usage issues, please Google them yourself
This book is aimed at a reader who has studied an introductory book on mathemat-
ical fi nance and an introductory book on C++ but does not know how to put the
two together. My objective is to teach the reader not just how to implement models in C++ but more importantly how to think in an object-oriented way. There are already many books on object-oriented programming however, the examples tend not to feel real to the fi nancial mathematician so in this book we work exclusively with examples from derivatives pricing.
Cambridge.Press.C.plus.plus.Design.Patterns.and.Derivatives.Pricing.Jun.2008.pdf