Daniel J. Duffy, Andrea Germani's C# for Financial Markets (The Wiley Finance Series) PDF

By Daniel J. Duffy, Andrea Germani

ISBN-10: 1118502833

ISBN-13: 9781118502839

A practice-oriented consultant to utilizing C# to layout and application pricing and buying and selling models
In this step by step consultant to software program improvement for monetary analysts, investors, builders and quants, the authors exhibit either amateur and skilled practitioners the best way to enhance strong and actual pricing types and hire them in genuine environments.

Traders will layout and enforce functions for curve and floor modeling, fastened source of revenue items, hedging ideas, simple and unique alternative modeling, rate of interest ideas, dependent bonds, unfunded based items, and extra. a different mixture of smooth software program expertise and quantitative finance, this e-book is either well timed and sensible. The strategy is thorough and finished and the authors use a mix of C# language good points, layout styles, arithmetic and finance to supply effective and maintainable software.

Designed for quant builders, investors and MSc/MFE scholars, each one bankruptcy has a number of routines and the e-book is observed via a committed better half web site, www.datasimfinancial.com, supplying all resource code, along audio, help and dialogue boards for readers to touch upon the code and procure new types of the software program.

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Additional info for C# for Financial Markets (The Wiley Finance Series)

Example text

This is a common situation in which financial products can be modelled as collections of data with read/write operations for that data. To this end, we have a choice: A1) make the member data public, thus giving clients direct access to the data without any restrictions. A2) make the member data private and provide set/get methods to access this data. A3) use C# properties. Which of these options to use depends on the context. Option A1 demands the least amount of work but it breaks encapsulation because clients have direct access to the member data whose format may change.

C# Fundamentals 13 The C# built-in string class has many methods for creating, editing, modifying and accessing strings. 12; however, we give a summary of the main methods: s Creating strings and copying strings to other strings. s Comparing strings. s Remove leading or trailing blanks from a string. s Methods returning a bool; for example, does a string contain a substring, does a string start or end with a given sequence of characters? s Remove or replace characters in a string. s Convert the characters in a string to upper case or to lower case.

The final example in this section creates two int variables. The first variable has the largest value (2147483647) possible. We compute the sum of these integers. 5 CHARACTER AND STRING TYPES The char data type can contain Unicode characters and the Unicode character set is able to hold 65536 different characters. The ASCII characters (range 0x00 to 0xFF) have the same values as the Unicode character range, namely u0000 to u00FF. Finally, it is possible to represent escape characters by prepending them with the backslash character ‘\’.

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C# for Financial Markets (The Wiley Finance Series) by Daniel J. Duffy, Andrea Germani

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