Course Outline
Module 1 (C++ Phase 1)
- Introduction + References
- Basics
- Workshop Basics
- Overloading
- What can be overloaded and how.
- Additional C++ Types (bool & reference)
- Workshop on Overloading
- OOP
- Quick introduction to OOP
- Classes
- Structs
- Access Modifiers
- Constructor
- default/delete functions
- Initializer syntax / constructor initialization list
- Workshop on Classes
- Memory
- Classical memory interaction
- Workshop on 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
Module 3 (C++ Phase 2 & Quantitative Final Phase)
- Inheritance
- Construction
- Polymorphism
- Virtual, pure virtual, abstract, interface
- Access modifiers
- Workshop on Inheritance (Shapes)
- Exceptions
- What are they
- How do they work
- What to throw and what to catch
- Workshop on 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 on SmartPointers
- Namespaces
- Workshop on 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 to 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
Testimonials (3)
Detailed explanation, re-iteration of points in a quite subtle way that really drove the knowledge home very well. Rod's willingness to double-check the odd obscure question that we rasied, to be sure that his answers were 100% right. Also, his interest in discussing the pros & cons of alternate coding styles so that we learnt not only how to use C++ in our intended way, but why it should be done that way.
Nick Dillon - cellxica Ltd
Course - Using C++ in Embedded Systems - Applying C++11/C++14
Experience sharing, it's teacher's know-how and valuable.
Carey Fan - Logitech
Course - C/C++ Secure Coding
The online-ness of it meant that we could save a lot of time. Much appreciated. Also, the fact that the trainer knew both c# and Cpp was a huge help since he could explain everything through knowledge we already possessed.
