One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features  that allow developers to write robust, flexible and extensible software  systems. The book is an ANSI/ISO standard, fully object-oriented and  interfaces with many third-party applications. It has support for  templates and generic programming, massive reusability using templates  (write once) and support for legacy C applications. In this book, author  Daniel J. Duffy brings C++ to the next level by applying it to the design  and implementation of classes, libraries and applications for option and  derivative pricing models. He employs modern software engineering  techniques to produce industrial-strength applications: Using the Standard Template Library (STL) in finance Creating your own template classes and  functions Reusable data structures for vectors, matrices and tensors  Classes for numerical analysis (numerical linear algebra ) Solving the  Black Scholes equations, exact and approximate solutions Implementing the  Finite Difference Method in C++ Integration with the Gang of Four Design  Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included with the book is a CD  containing the source code in the Datasim Financial Toolkit. You can use  this to get up to speed with your C++ applications by reusing existing  classes and libraries. 'Unique... Let's all give a warm welcome to modern  pricing tools.'