!!! DO NOT DISTRIBUTE THESE CODES !!!
A collection of self-made solotions to exercises of the online course C++ Programming for Financial Engineering
The source of the exercises is C++ Programming for Financial Engineering on www.quantnet.com
Course copy right statement: "A joint project by the Baruch MFE program, Datasim Education BV and Quant Network LLC © Datasim Education BV 2011. Unauthorized distribution is prohibited."
This repository displays my own homework solutions to the course and is not for distribution purpose.
There might be unreasonable designs in the codes. Generally the quality of codes improves as level goes up. It is often the case that files in following levels are refined and updated versions of files in preceding levels.
Level 1 C Basics I
Level 2 C Basics II
Level 3 Introduction to Classes
Level 4 Function and Operator Overloading, Dynamic Memory Management and Namespaces
Level 5 Inheritance, Polymorphism and Exception Handling with Self-Made Classes
Level 6 Templates and Generic Programming
Level 7 Overview of the Standard Template Library
Level 8 Introduction to Boost C++ Libraries
Level 9 Introductory Computational Finance -- BSM Option Pricing Model: Exact Solutions, Monte Carlo Method and Finite Difference Method