Comments on: Boost C++ Libraries and Applications to Computational Finance http://www.quantnet.com/boost-and-computational-finance/ Sat, 04 Feb 2012 23:09:28 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: quantnet » C++ Multithreading in Boost http://www.quantnet.com/boost-and-computational-finance/#comment-1712 quantnet » C++ Multithreading in Boost Tue, 06 Dec 2011 11:59:44 +0000 http://www.quantnet.com/?p=1586#comment-1712 [...] Boost C++ Libraries and Applications to Computational Finance [...] [...] Boost C++ Libraries and Applications to Computational Finance [...]

]]> By: Larry http://www.quantnet.com/boost-and-computational-finance/#comment-1424 Larry Fri, 01 Jul 2011 16:43:00 +0000 http://www.quantnet.com/?p=1586#comment-1424 I should have been more explicit.  I'm interested in code for the ThreeFactorADESolver. I should have been more explicit.  I’m interested in code for
the ThreeFactorADESolver.

]]> By: Larry http://www.quantnet.com/boost-and-computational-finance/#comment-1421 Larry Thu, 30 Jun 2011 16:22:00 +0000 http://www.quantnet.com/?p=1586#comment-1421 Hi Daniel, That link just shows .pdf files.   Figure 5.1 Essential Libraries.pdf   Figure 5.2 Supporting Libraries.pdf and the author is:   Cuchulainnso I must be missing something.Could you please provide another link to the code?TIA.-regardsLarry Hi Daniel,
That link just shows .pdf files.

  Figure 5.1 Essential Libraries.pdf
  Figure 5.2 Supporting Libraries.pdf

and the author is:

  Cuchulainnso I must be missing something.Could you please provide another link to the code?TIA.-regardsLarry

]]> By: Dduffy http://www.quantnet.com/boost-and-computational-finance/#comment-1156 Dduffy Sat, 20 Nov 2010 09:59:00 +0000 http://www.quantnet.com/?p=1586#comment-1156 The Boost book is now shipping Please see www.datasim-press.com The Boost book is now shipping

Please see

http://www.datasim-press.com

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-1079 Daniel Duffy Thu, 23 Sep 2010 16:44:00 +0000 http://www.quantnet.com/?p=1586#comment-1079 www.datasim-press.com Some more articles http://www.datasim-press.com

Some more articles

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-691 Daniel Duffy Sun, 29 Aug 2010 16:59:00 +0000 http://www.quantnet.com/?p=1586#comment-691 I am prepariing some new blogs on boost, Now that we have discussed the fundamentals I will progress to boost Maths (Distributions, Special Functions, numerics) and bond and option pricing using exact and numerical methods. These will be in Volume II of the forthcoming Volume I book with Robert Demmming. We also discuss how to integrate boost with C# using C++/CLI and then use these as worksheet functions in Excel. In this way we can reuse existing code without having to rewrite a complete library in C#. I am prepariing some new blogs on boost, Now that we have discussed the fundamentals I will progress to boost Maths (Distributions, Special Functions, numerics) and bond and option pricing using exact and numerical methods. These will be in Volume II of the forthcoming Volume I book with Robert Demmming.

We also discuss how to integrate boost with C# using C++/CLI and then use these as worksheet functions in Excel. In this way we can reuse existing code without having to rewrite a complete library in C#.

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-616 Daniel Duffy Tue, 20 Jul 2010 17:44:43 +0000 http://www.quantnet.com/?p=1586#comment-616 Some more upcoming developments in boost are found on www.datasimfinancial.com and in particular the forthcoming book http://www.datasimfinancial.com/forum/viewtopic.php?t=338 Some more upcoming developments in boost are found on http://www.datasimfinancial.com and in particular the forthcoming book

http://www.datasimfinancial.com/forum/viewtopic.php?t=338

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-894 Daniel Duffy Tue, 20 Jul 2010 17:44:00 +0000 http://www.quantnet.com/?p=1586#comment-894 Some more upcoming developments in boost are found on www.datasimfinancial.com and in particular the forthcoming book http://www.datasimfinancial.com/forum/viewtopic.php?t=338 Some more upcoming developments in boost are found on http://www.datasimfinancial.com and in particular the forthcoming book

http://www.datasimfinancial.com/forum/viewtopic.php?t=338

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-630 Daniel Duffy Thu, 06 May 2010 23:36:03 +0000 http://www.quantnet.com/?p=1586#comment-630 Just in case you missed the linlk, the full code for multiarray is here<br><br><a href="http://www.datasimfinancial.com/forum/viewtopic.php?t=111" rel="nofollow">http://www.datasimfinancial.com/forum/viewtopic...</a> Just in case you missed the linlk, the full code for multiarray is here

http://www.datasimfinancial.com/forum/viewtopic…

]]> By: Daniel Duffy http://www.quantnet.com/boost-and-computational-finance/#comment-138 Daniel Duffy Thu, 06 May 2010 19:36:03 +0000 http://www.quantnet.com/?p=1586#comment-138 Just in case you missed the linlk, the full code for multiarray is here<br><br><a href="http://www.datasimfinancial.com/forum/viewtopic.php?t=111" rel="nofollow">http://www.datasimfinancial.com/forum/viewtopic...</a> Just in case you missed the linlk, the full code for multiarray is here

http://www.datasimfinancial.com/forum/viewtopic…

]]>