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Course Outline

Module 1: C++ Fundamentals (Phase 1)

  • Course Overview and Reference Materials
  • Core Programming Concepts
  • Practical Workshop: Foundational Principles
  • Function Overloading
  • Criteria and Implementation of Overloaded Functions
  • Additional Data Types: Boolean and Reference Variables
  • Practical Workshop: Overloading Techniques
  • Object-Oriented Programming (OOP) Principles
  • Overview of OOP Frameworks
  • Class Structures
  • Struct Definitions
  • Access Control Specifiers
  • Constructor Implementations
  • Default and Deleted Function Declarations
  • Initializer Syntax and Constructor Initialization Lists
  • Practical Workshop: Class Implementation
  • Memory Management Basics
  • Conventional Memory Allocation and Deallocation
  • Practical Workshop: Memory Handling

Module 2: Quantitative Finance Models

  • Introduction to Quantitative Finance Frameworks
  • Discrete Time Modeling Techniques
  • Continuous Time Modeling Techniques
  • Interest Rate Modeling
  • Bond Option Valuation
  • Short Rate Models
  • Forward Rate Models
  • Market Models

Module 3: Advanced C++ and Quantitative Final Phase

  • Inheritance Hierarchies
  • Construction Patterns
  • Polymorphism
  • Virtual Functions, Pure Virtual Functions, Abstract Classes, and Interfaces
  • Access Control Specifiers
  • Practical Workshop: Inheritance Structures (Geometric Shapes)
  • Exception Handling
  • Exception Mechanisms
  • Exception Propagation and Catch Strategies
  • What to Throw and What to Catch
  • Practical Workshop: Exception Management
  • Memory Exhaustion Management
  • Notification of Resource Exhaustion
  • Handling Protocols for Exhaustion
  • Modern Memory Management Techniques
  • Resource Acquisition Is Initialization (RAII)
  • Templates Applied to Modern Memory Management (SmartPointers)
  • Standardized C++11 SmartPointers
  • Null Pointer Representation (nullptr)
  • Practical Workshop: SmartPointer Implementation
  • Namespaces
  • Practical Workshop: Namespace Usage
  • Implementation of Vasicek Bond Pricing in C++
  • Implementation of Black-Scholes Modeling for Put and Call Options in C++
  • Introduction to Monte Carlo Simulation
  • Option Pricing via Simulation Methodologies
  • Implementation of Monte Carlo Simulation in C++
  • Geometric Brownian Motion
  • Distinctions Between American and European Options
  • Valuation via Lattice Methods (Slice-Based Valuation)
  • Valuation via Partial Differential Equation (PDE) Methods (Slice-Based Valuation)
  • Valuation of Bermudan Options (Pre-determined Exercise Dates)

Module 4: Advanced C++ Features

  • The Auto Keyword
  • Auto Type Deduction
  • Trailing Return Type Syntax
  • Enumerations
  • Strongly Typed Enumerations
  • Constant Expressions (constexpr)
  • Advanced Constant Expressions
  • Immutability Principles
  • Const and Mutable Specifiers
  • Lambdas and Function Objects
  • Functor Classes
  • Lambda Function Syntax
  • Chrono Library
  • Introduction to the C++11 Chrono Library

Module 5: Standard Library and Casting

  • Casting Mechanisms
  • Standard Template Library (STL) Overview
  • String Manipulation
  • Container Types
  • Vector Containers
  • List Containers
  • Map Containers
  • Array Containers
  • Tuple Containers
  • Initializer Lists
  • Iterator Interfaces
  • Range-Based For Loops
  • STL Algorithms
  • Stream I/O
  • Key Specifiers
  • Static Storage Duration
  • Explicit Constructor Declarations

Module 6: Modern C++ Features

  • Move Semantics
  • Left-Value and Right-Value References
  • R-Value References in Move Semantics
  • Type Traits
  • Compile-Time Type Inspection
  • Concurrency Management
  • Introduction to C++11 Threading, Async/Future, and Atomic Types
  • Variadic Templates
  • Introduction to C++11 Variadic Templates

Requirements

Comprehensive proficiency in software development principles for government
 49 Hours

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