C++ for finance course materials

Materials for C++ For Finance

Copyright 2020 Laurence Alexander Hurst

Originally delivered at University of Birmingham

Based upon (but not directly derived from) work by Matthew Collins, which was in turn based upon work by Nick Webber.

About this course

This course uses C++14 as the standard it presents. Concepts from C and older standards are presented at the end but modern practices and containers, such as references and std::array, are presented in place of out moded concepts such as pointers and C arrays.

This a re-design of the delivery of the module, begun in week 14 of the 20-week course in academic year 2019/2020.

The original 3 hours slot format of 1hr lecture/2hr lab session wasn’t working too well for me or the students so I started this as a trial alternative approach.

Running locally

Using bundler

Install the pre-requisites with bundle install

(You may need to install zlib1g-dev on Debian to build some of the native extensions.)

Then run with bundle exec jekyll serve

Licence

Content

The content of this course and the intellectual property contained there-in are licensed under the Creative Commons CC BY-SA 4.0 licence, unless clearly indicated otherwise (for example non-original content, such as an images, which may be included under another licence - these will be clearly attributed and the licence stated):

Attribution-ShareAlike 4.0 International (CC BY-SA 4.0)

This is a human-readable summary of (and not a substitute for) the license.

You are free to:

for any purpose, even commercially.

The licensor cannot revoke these freedoms as long as you follow the license terms.

Under the following terms:

Notices:

You do not have to comply with the license for elements of the material in the public domain or where your use is permitted by an applicable exception or limitation.

No warranties are given. The license may not give you all of the permissions necessary for your intended use. For example, other rights such as publicity, privacy, or moral rights may limit how you use the material.

Source code

The code, including (but not limited to) the document mark-up, source code samples and templates for this course are licensed under the GPLv3 (or later) and the following terms apply:

This file is part of C++ for Finance.

C++ for Finance is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

C++ for Finance is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with C++ for Finance.  If not, see <https://www.gnu.org/licenses/>.

See the file LICENCE in the original source code repository for the full licence.