Thank you for sending your enquiry! One of our team members will contact you shortly.
Thank you for sending your booking! One of our team members will contact you shortly.
Course Outline
Module 1 (C++ Phase 1)
- Introduction and References
- Core Basics
- Workshop on Basics
- Function Overloading
- What can be overloaded and how
- Additional C++ Types (bool & references)
- Workshop on Overloading
- Object-Oriented Programming (OOP)
- Quick introduction to OOP
- Classes
- Structs
- Access Modifiers
- Constructors
- Default and deleted functions
- Initializer syntax and constructor initialization lists
- Workshop on Classes
- Memory Management
- 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 in Inheritance
- Polymorphism
- Virtual, pure virtual, abstract classes, and interfaces
- Access Modifiers
- Workshop on Inheritance (Shapes)
- Exceptions
- Understanding Exceptions
- How Exceptions Work
- What to throw and what to catch
- Workshop on Exceptions
- Memory Exhaustion
- How It Is Notified
- How to Handle It
- Modern Memory Management
- RAII (Resource Acquisition Is Initialization)
- Applying Templates to Modern Memory Management (SmartPointers)
- Standardized C++11 SmartPointers
- nullptr
- Workshop on SmartPointers
- Namespaces
- Workshop on Namespaces
- Vasicek Bond Prices in C++
- Black-Scholes Modeling in C++ for put & call options
- Introduction to Monte Carlo Simulation
- Pricing 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 (predetermined dates) Bermudan Options
Module 4 - C++ Final Phase
- auto
- The new auto keyword
- The new auto return syntax
- enum
- New style enums
- constexpr
- New constant expressions
- Understanding constness
- Explaining const and mutable
- Lambdas and function objects
- Classes that act like functions
- Introduction to lambda functions
- Chrono Library
- An introduction to the new Chrono library
Module 5
- Casting
- Standard Library
- String
- Containers
- Vector (std::vector)
- List
- Map
- Array
- Tuple
- Initializer Lists
- Iterators
- Range-for syntax
- Standard Algorithms
- Streams
- Miscellaneous Keywords
- static
- explicit
Module 6
- Move Semantics
- Introduction to L-values and R-values
- R-value References applied to Move Semantics
- Type Traits
- Obtaining Information at 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
49 Hours
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 live coding
