CHAPTER 4
Common Libraries for Financial Applications
Financial code implemented in C++ uses programming libraries designed to simplify the creation of fast, standard-conformant classes. The best example of such libraries is the STL (standard template library) itself, a convenient library that is included with standard-compliant C++ compilers. The STL offers a set of generic, commonly used containers that may be applied to almost any situation. Knowing how to employ well the STL is one of the main skills necessary for effective C++ programming, especially in the context of high-performance software development—a common requirement for financial ...
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