Boost C++ Libraries and Applications to Computational Finance | Quant NetworkA technical series on Boost C++ libraries and its applications to computational finance by Daniel DuffyBoost C++ Libraries and Applications to Computational Finance | Quant Network By DANIEL J. DUFFYPart I – Introduction and Initial ExamplesIn this article we give an overview of the Boost C++ libraries (www.boost.org) and we discuss their applicability to certain problems in computational financ
