Course Outline
Module 1 (C++ Phase 1)
- Introduction and References
- Core Basics
- Basics Workshop
- Function Overloading
- Overloadable Elements and Techniques
- Additional C++ Types (bool & reference)
- Overloading Workshop
- Object-Oriented Programming (OOP)
- Quick Introduction to OOP
- Classes
- Structs
- Access Modifiers
- Constructors
- Default and Delete Functions
- Initializer Syntax and Constructor Initialization Lists
- Classes Workshop
- Memory Management
- Classical Memory Interaction
- Memory Workshop
Module 2
- Introduction to Quantitative Finance
- Discrete Time Models
- Continuous Time Models
- Interest Rate Models
- Options on Bonds
- Short Rate Models
- Forward Rate Models
- Market Models
Module 3 (C++ Phase 2 & Quantitative Final Phase)
- Inheritance
- Construction in Inheritance
- Polymorphism
- Virtual, Pure Virtual, Abstract Classes, and Interfaces
- Access Modifiers
- Inheritance Workshop (Shapes)
- Exceptions
- Understanding Exceptions
- How Exceptions Work
- What to Throw and Catch
- Exceptions Workshop
- Memory Exhaustion
- Notification Mechanisms
- Handling Strategies
- Modern Memory Management
- RAII (Resource Acquisition Is Initialization)
- Templates Applied to Modern Memory Management (SmartPointers)
- Standardized C++11 SmartPointers
- nullptr
- SmartPointers Workshop
- Namespaces
- Namespaces Workshop
- Vasicek Bond Prices in C++
- Black-Scholes Modeling in C++ (Put & Call)
- Introduction to Monte Carlo Simulation
- Option Pricing via Simulation
- Monte Carlo Simulation in C++
- Geometric Brownian Motion
- American vs. European Options
- Slice-based Valuation: Lattice Method
- Slice-based Valuation: PDE Method
- Slice-based Valuation: PDE Method
- Valuation of American (Dates Predetermined) Bermudan Option
Module 4 - C++ Final Phase
- auto Keyword
- New auto Keyword Usage
- New auto Return Syntax
- Enums
- New Style Enums
- constexpr
- New Constant Expressions
- Understanding Constness
- Const and Mutable Explained
- Lambdas & Function Objects
- Classes Acting as Functions
- Introduction to Lambda Functions
- Chrono Library
- Introduction to the New Chrono Library
Module 5
- Casting Techniques
- Standard Library
- String Handling
- Containers
- Vector (vs)
- List
- Map
- Array
- Tuple
- Initializer Lists
- Iterators
- Range-for Syntax
- Standard Algorithms
- Streams
- Miscellaneous Keywords
- static
- explicit
Module 6
- Move Semantics
- Introduction to L-values and R-values
- R-value References Applied to Move Semantics
- Type Traits
- Gathering Compile-time Information
- Concurrency
- Introduction to C++11’s Threading, async/future, and Atomic Types Implementation
- Variadic Templates: An Introduction to C++11’s Variadic Templates
Requirements
General Programming Knowledge
Testimonials (3)
Initially, the trainer's pace seemed a bit too fast for me, but after offering the feedback during the training, he acknowledged it and slowed down the pace without sacrificing any of the lectures. Good rapport with the audience, very friendly and open for discussions.
Alexandru Ostafi - Siemens
Course - Advanced C++ : Practical workshop
Detailed explanation, re-iteration of points in a quite subtle way that really drove the knowledge home very well. Rod's willingness to double-check the odd obscure question that we rasied, to be sure that his answers were 100% right. Also, his interest in discussing the pros & cons of alternate coding styles so that we learnt not only how to use C++ in our intended way, but why it should be done that way.
Nick Dillon - cellxica Ltd
Course - Using C++ in Embedded Systems - Applying C++11/C++14
Experience sharing, it's teacher's know-how and valuable.
