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DesignCPP

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  • Update : 2008-10-13
  • Size : 74.14kb
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  • Author :LL
  • About : LL
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C++ design pattern in finance. Must know for QF engineers
Packet file list
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Packet : 39709588designcpp.zip filelist
include/AntiThetic.h
include/Arrays.h
include/BinomialTree.h
include/Bisection.h
include/BlackScholesFormulas.h
include/BSCallClass.h
include/BSCallTwo.h
include/ConvergenceTable.h
include/DoubleDigital.h
include/DoubleDigital2.h
include/ExoticBSEngine.h
include/ExoticEngine.h
include/MCStatistics.h
include/minmax.h
include/NewtonRaphson.h
include/Normals.h
include/Parameters.h
include/ParkMiller.h
include/PathDependent.h
include/PathDependentAsian.h
include/PayOff1.h
include/PayOff2.h
include/PayOff3.h
include/PayOffBridge.h
include/PayOffConstructible.h
include/PayOffFactory.h
include/PayOffForward.h
include/Random1.h
include/Random2.h
include/Random3.h
include/SimpleMC.h
include/SimpleMC2.h
include/SimpleMC3.h
include/SimpleMC4.h
include/SimpleMC5.h
include/SimpleMC6.h
include/SimpleMC7.h
include/SimpleMC8.h
include/TreeAmerican.h
include/TreeEuropean.h
include/TreeProducts.h
include/Vanilla1.h
include/Vanilla2.h
include/Vanilla3.h
include/wrapper.h
mains/EquityFXMain.cpp
mains/PayFactoryMain.cpp
mains/RandomMain1.cpp
mains/RandomMain2.cpp
mains/RandomMain3.cpp
mains/SimpleMCMain1.cpp
mains/SimpleMCMain2.cpp
mains/SimpleMCMain3.cpp
mains/SimpleMCMain4.cpp
mains/SimpleMCMain5.cpp
mains/SolveMain1.cpp
mains/SolveMain2.cpp
mains/StatsMain1.cpp
mains/StatsMain2.cpp
mains/TreeMain.cpp
mains/VanillaMain1.cpp
mains/VanillaMain2.cpp
mains/VanillaMain3.cpp
mains/VanillaMain4.cpp
source/AntiThetic.cpp
source/Arrays.cpp
source/BinomialTree.cpp
source/BlackScholesFormulas.cpp
source/BSCallClass.cpp
source/BSCallTwo.cpp
source/ConvergenceTable.cpp
source/DoubleDigital.cpp
source/DoubleDigital2.cpp
source/ExoticBSEngine.cpp
source/ExoticEngine.cpp
source/MCStatistics.cpp
source/Normals.cpp
source/Parameters.cpp
source/ParkMiller.cpp
source/PathDependent.cpp
source/PathDependentAsian.cpp
source/PayOff1.cpp
source/PayOff2.cpp
source/PayOff3.cpp
source/PayOffBridge.cpp
source/PayOffFactory.cpp
source/PayOffForward.cpp
source/PayOffRegistration.cpp
source/Random1.cpp
source/Random2.cpp
source/Random3.cpp
source/SimpleMC.cpp
source/SimpleMC2.cpp
source/SimpleMC3.cpp
source/SimpleMC4.cpp
source/SimpleMC5.cpp
source/SimpleMC6.cpp
source/SimpleMC7.cpp
source/SimpleMC8.cpp
source/TreeAmerican.cpp
source/TreeEuropean.cpp
source/TreeProducts.cpp
source/Vanilla1.cpp
source/Vanilla2.cpp
source/Vanilla3.cpp
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