Building automated trading systems : with an introduction to Visual C++.NET 2005 /

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Bibliographic Details
Author / Creator:	Van Vliet, Benjamin.
Imprint:	Amsterdam ; Boston : Elsevier/Academic Press, ©2007.
Description:	1 online resource (xiv, 316 pages) : illustrations
Language:	English
Series:	The financial market technology series Financial market technology series.
Subject:	Microsoft Visual C++. Microsoft .NET Framework. Microsoft Visual C++ Microsoft .NET Framework. Electronic trading of securities. Finance -- Mathematical models. Electronic trading of securities. Finance -- Mathematical models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11153106

Hidden Bibliographic Details
ISBN:	9780080476254 0080476252 0750682515 9780750682510
Digital file characteristics:	text file
Notes:	Includes index. Print version record.
Summary:	Over the next few years, the proprietary trading and hedge fund industries will migrate largely to automated trade selection and execution systems. Indeed, this is already happening. While several finance books provide C++ code for pricing derivatives and performing numerical calculations, none approaches the topic from a system design perspective. This book will be divided into two sections-programming techniques and automated trading system (ATS) technology-and teach financial system design and development from the absolute ground up using Microsoft Visual C++.NET 2005. MS Visual C++.N.
Other form:	Print version: Van Vliet, Benjamin. Building automated trading systems. Amsterdam ; Boston : Elsevier/Academic Press, ©2007 0750682515 9780750682510

Table of Contents:

Cover
Copyright Page
Contents
Acknowledgments
Chapter 1: Introduction
1.1. ISO C++
1.2. Structure of This Book
Section I: Introduction to Visual C++.NET 2005
Chapter 2: The .NET Framework
2.1. MS Visual Studio 2005 Project Structure
2.2. What is C++/CLI?
2.3. Why Visual C++.NET?
2.4. The VC++.NET Compiler
2.5. What About Speed?
2.6. The .NET Framework
2.7. Sample Code: MessageBox_Example
2.8. Sample Code: StringConcat_Example
2.9. Sample Code: Debug_Example
2.10. Versioning
2.11. Summary
Chapter 3: Tracking References
3.1. Sample Code: TrackingReference_Example
3.2. Sample Code: TemplateFunction_Example
3.3. M̂anaged Handle
3.4. Sample Code: RefType_Example
3.5. Summary
Chapter 4: Classes and Objects
4.1. Abstraction
4.2. Encapsulation
4.3. Inheritance
4.4. Polymorphism
4.5. Memory Management in .NET
4.6. .NET Types
4.7. Unmanaged Types
4.8. Mixed Assemblies
4.9. Summary
Chapter 5: Reference Types
5.1. Sample Code: RefType_Example
5.2. Delete and Dispose
5.3. Finalize
5.4. Sample Code: Finalize_Example
5.5. Stack Semantics for Ref Types
5.6. Nullptr Reference
5.7. This is Important
5.8. Summary
Chapter 6: Value Types
6.1. Sample Code: ValueTypes_Example
6.2. Sample Code: PassingValueTypes_Example
6.3. Summary
Chapter 7: Unmanaged Objects
7.1. Sample Code: UnmanagedObject_Example
7.2. Summary
Chapter 8: Composition
8.1. Sample Code: Composition_Example
8.2. Sample Code: UnmanagedComposition_Example
8.3. Sample Code: ManagedComposition_Example
8.4. Summary
Chapter 9: Properties
9.1. Sample Code: Properties_Example
9.2. Summary
Chapter 10: Structures and Enumerations
10.1. Sample Code: ValueStructure_Example
10.2. Sample Code: ReferenceStructure_Example
10.3. Sample Code: Enums_Example
10.4. Summary
Chapter 11: Inheritance
11.1. Access Modifiers
11.2. Object Class
11.3. Abstract and Sealed Classes
11.4. Sample Code: Inheritance_Example
11.5. Interfaces
11.6. Sample Code: Interface_Example
11.7. Runtime Callable Wrapper
11.8. Summary
Chapter 12: Converting and Casting
12.1. Converting
12.2. Sample Code: Convert_Example
12.3. Static Casting
12.4. Sample Code: StaticCast_Example
12.5. Dynamic Casting
12.6. Sample Code: DynamicCast_Example
12.7. Safe Casting
12.8. Sample Code: SafeCast_Example
T$1048.

Building automated trading systems : with an introduction to Visual C++.NET 2005 /

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