FE-522: C++ Programming in Finance

Main page for FE-522, C++ Programming in Finance.

Course Materials

Labs

• lab0: Setting up the environment
• lab1: Output formatting & Makefile
• lab2: Makefile
• lab3: CMake
• lab4: CMake2
• lab5: Practice with Classes
• lab6: CMake & third-party libraries
• Lab7: The rule of three
• lab10: VCPKG & Eigen
• lab11: Tests

Lectures

• lecture1: Introduction to C++
• lecture2: Data types
• lecture3: Control flow
• lecture4: Function1 & Arrays
• lecture5: Structures, Unions, and Enums
• lecture6: Pointer & Reference
• lecture7: Class
• lecture8: Function2 & Class2
• lecture9: Class with dynamic memory
• lecture10: Inheritance
• lecture11: Miscellaneous
• lecture12: Templates
• lecture13: Advanced functions