This course is a practical introduction to C++ programming for financial applications. The course will focus on developing basic object oriented programming skills in C++ to implement computational finance solutions. Course coverage will also include integrating C++ applications with R and Excel. Course topics include:
- C++ language, syntax, and control
- Object-oriented programming
- The C++ Standard library
- Rcpp interface from R to C++
- Rinside interface from C++ to R
- xlw interface from Excel to C++
- COM interface with C++ .