One of the best languages for the development of financialengineering and instrument pricing applications is C++. This bookhas several features that allow developers to write robust,flexible and extensible software systems. The book is an ANSI/ISOstandard, fully object-oriented and interfaces with manythird-party applications. It has support for templates and genericprogramming, massive reusability using templates (?write once?) andsupport for legacy C applications.In this book, author Daniel J. Duffy brings C++ to the nextlevel by applying it to the design and implementation of classes,libraries and applications for option and derivative pricingmodels. He employs modern software engineering techniques toproduce industrial-strength applications:* Using the Standard Template Library (STL) in finance* Creating your own template classes and functions* Reusable data structures for vectors, matrices and tensors* Classes for numerical analysis (numerical linear algebra?)* Solving the Black Scholes equations, exact and approximatesolutions* Implementing the Finite Difference Method in C++* Integration with the ?Gang of Four? Design Patterns* Interfacing with Excel (output and Add-Ins)* Financial engineering and XML* Cash flow and yield curvesIncluded with the book is a CD containing the source code in theDatasim Financial Toolkit. You can use this to get up to speed withyour C++ applications by reusing existing classes andlibraries.'Unique... Let's all give a warm welcome to modern pricingtools.'-- Paul Wilmott, mathematician, author and fund manager