PROGRAMMATION EN C++

Professeur

ALI ARBOUN - Leader Manager of Equity & Commodities Valuation Model Validation, Natixis

Les objectifs du cours

This practical oriented course focuses on learning C++ language as a practical tool. It aims to be both an introduction to C/C++ and a basic course for whoever want to get an expertise in programming. A special care to practice is taken through solving simple issues C++ as a tool ; no special programming background is expected. The 2 last courses are dedicated to advanced topics, not mandatory to learn the language, but important for people with programming background especially C programmers. A good grasp of the previous lessons will be required.

Plan du course

The basics

Working with git
C++ first program, compilation chaintools, input and output
Variables and types, scopes, operators
Working with numbers: maths VS computers
Control structures

2. Express your algorithms using C++

Functions (declaration, arguments, overloading)
lvalue and rvalue references
Namespace
Precompiler and macros
Program structure and build process
Application: closed-formulae for pricing

3. Programming with the STL

Sequential containers
Associative containers
Algorithms, iterators, functors
Lambdas
Streams

4. Defining your own types

Structures and classes
Value semantic
Conversions
Operator overloading
Application: data models in pricing libraries

5. Managing memory and low-level data structures

Pointers and arrays
Pointer to method and functions
Three kinds of memory
Exceptions

6. Making your types abstract

Inheritance and polymorphism
Entity semantic and Liskov Substitution Principle
Runtime Type Information
Multiple inheritance
Inheritance of implementation
Application: reusable numerical tools

7. Generic programming: write less, do more

Template classes and specializations
Template functions, specialization vs overloading
Type deduction and auto
Universal references and perfect forwarding
Curiously Recurring Template Pattern
Traits
Managing the overload resolution set
Variadic templates and advanced metaprogramming

Bibliographie

Beginners:

Stanley B.Lippman, Josee Lajoie, Barbara Moo, "C++ Primer ", Fifth Edition, 2012.
Koenig A. & B. E. Moo, "Accelerated C++", Addison-Wesley, 2000
Reference guides:
Bjarne Stroustrup, "The C++ Programming Language", Fourth Edition, 2013.
Nicolai M. Josuttis N. M., "The C++ standard library" 2nd edition, Addison-Wesley, 2012
Scott Meyers, “Effective STL”, Addison-Wesley, 2001Online Gurus:

http://www.drdobbs.com/

Examen

TBA