C++ code
Code from Schlögl, E. (2013) Quantitative Finance: An Object-oriented Approach in C++, 1st edition, Chapman & Hall/CRC Financial Mathematics Series. Taylor and Francis, Florida, USA.
This page gives an overview of and download links for the C++ code discussed in the book Quantitative Finance: An Object-Oriented Approach in C++, including additional C++ source files and examples. Please note that the code made available on this site is provided under a Modified BSD License (other licenses may apply for code on external sites).