这两个东西对我帮助很大；

一个是算法，一个是数据分析，我们可以参考；

请回复见详情，俺发贴从来都没人顶太伤心，难道是抓不住战友们需求？试试这样发贴，谢谢战友们：

本帖隐藏的内容

请使用链接为 http://finance.bi.no/~bernt/gcc_prog/

c++ class for financial numerical recipes
In finance, there are areas where formulas tend to get involved.  Sometimes it may be easier to follow anexact computer routine.  I have made some C++ subroutines that implements common algoritms in finance.Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis.These routines are presented together with a good deal of explanations and examples of use, but it is byno means a complete "book" with all the answers and explanations. I'm hoping to turn it into a book, buteven in its incomplete state is should provide a good deal of useful algorithms for people working withinthe field of finance. The manuscript and codes will be added to as I get the time.  All the code shouldconform to the current ANSI C++ standard.
C++ class fof empirical financial data

I am using C++ for most of my econometric work, and have made a number of general utilities for that purpose, mainly for dealing with timeseries observations. The classes for empirical financial data is documented and collected.  The classes for financial data contains the following components:

• Date class: Useful in a number of contexts to abstractly define a  date as an object.  This is a very crude date class, and is by no means  general. I use it for empirical financial data, and it works fine for that  purpose. Other purposes needs some work.  There are some more general date  classes in public domain which I would recommend if your purpose is anything  else than keeping track of dated observations.
• Dated observations class: Work with time series data in a general  way. Link a date with an observation, and then write general routines that work on this.  This is a fully templated version
• Dated observations: spesifically for financial time series.A specialization of the previous, where we use the particular example of dated  observations of double (dated), with additional functions related to this. I use it for empirical financial data.
• Security Price History :  Similar to the dated observations class, but now the data is assumed to be histories of security prices, where the data can be all ofbid/trade/ask.
• Stock Price History :   A specialization of the above to stocks.  The difference is the need to keep track of dividends and   price adjustments.