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Course Outline
Module 1(C++ Phase 1)
- Intro + References
- Basics
- Workshop Basics
- Overloading
- What can we overload, and how.
- Extra C++ Types (bool & reference)
- Workshop overloading
- OOP
- Quick introduction to Oop
- Classes
- Structs
- Access Modifiers
- Constructor
- default/delete functions
- initializer syntax / constructor initialization list
- Workshop classes
- Memory
- Classical memory interaction
- Workshop Memory
Module 2
- Introduction to quantitative finance
- Discrete Time Models
- Continuous Time Models
- Interest rate models
- Options on bonds
- Short rate Models
- Forward Rate Models
- Market Models
Module3 (C++ Phase2 & Quantitative final phase)
- Inheritance
- Construction
- Polymorphism
- Virtual, pure virtual, abstract, interface
- Access modifiers
- Workshop Inheritance (Shapes)
- Exceptions
- What are they
- How do they work
- What to throw and what to catch
- Workshop exceptions
- Memory exhaustion
- How it’s notified
- How to handle
- Modern Memory Management
- RAII
- Templates applied to Modern Memory Management (SmartPointer)
- Standardized C++11 SmartPointers
- Nullptr
- Workshop SmartPointers
- Namespaces
- Workshop Namespaces
- Vasicek Bond Prices in C++
- Black-Scholes Modeling in C++ put &call
- Introduction to Monte carlo Simulation
- How to price options using Simulation
- Monte carlo Simulation in C++
- Geometric Brownian Motion
- American Vs European Options
- Slice based valuation :Lattice Method
- Slice based valuation :PDE Method
- Slice based valuation :PDE Method
- Valuation of American (dates Predetermined) Bermudan Option
Module 4 -C++ Final phase
- auto
- The new auto keyword
- The new auto return syntax
- enum
- New style enums
- constexpr
- New constant expressions
- About constness
- Const and Mutable explained
- Lambdas & function objects
- Classes that act like functions
- Introduction lambda functions
- Chrono
- An introduction to the new Chrono library
Module 5
- Casting
- Standard library
- String
- Containers
- Vector (vs)
- List
- Map
- Array
- Tuple
- Initializer lists
- Iterators
- range-for syntax
- Std Algorithms
- Streams
- Miscellaneous Keywords
- static
- explicit
Module 6
- Move semantics
- Introduction to L/R values
- R-value-references applied to move semantics
- Type Traits
- Obtaining information on compile time
- Concurrency
- Introduction to C++11’s Threading, async/future and atomic types implementation
- Variadic templates - An introduction to C++11’s variadic templates
Requirements
General Programming Knowledge
49 Hours
