For programmers who want to learn about how C++ is used in the financial industry, this repository aims for the implementation of the calculation of specific formulas in finance. The field of finance has seen a rapid development in recent years, with increasing mathematical sophistication. While the formalization of the field can be traced back to the work of Markowitz (1952) on investors mean-variance decisions and Modigliani and Miller (1958) on the capital structure problem, it was the solution for the price of a call option by Black and Scholes (1973); Merton (1973) which really was the starting point for the mathematicalization of finance. The fields of derivatives and fixed income have since then been the main fields where complicated formulas are used.

To implement the algorithms in a computer language I prefer C++. I'd like to concentrate on the parts of the language that are more frequently used to write financial software, including the STL (standard template library), templates, and support for numerical libraries.