Advanced C++ for Computational Finance course in London @ Westminster College , IT Training, Computer Training Courses in Central London

WCC

Westminster College

020 8261 4684

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Pioneers in IT Training & Development 23/02/2012

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Training Locations

Brentford

1000 Great West Road
Brentford TW8 9HH
Tel: +44 (0)208 261 4684
email: info@wcc.co.uk

Brighton

Boot camp style training only

Mercure Brighton Seafront Hotel
149 Kings Road
BN1 2PP - BRIGHTON

Bristol

Boot camp style training only

Mercure Bristol Brigstow Hotel
Welsh Back 5-7
BRISTOL BS1 4SP

Coventry

Boot camp style training only

Mercure Coventry Brandon Hall Hotel
Main street
Brandon
COVENTRY CV8 3FW

Heartfordshire

Boot camp style training only

Letchworth Lane
Letchworth Garden City
Hertfordshire SG6 3NP

Isleworth

Coomb House
7 St Johns Road
Isleworth TW7 6NB

London

45 Oxford Street
London W1D 2DN

Sri Lanka

BMICH
Colombo
Sri Lanka

Our Customers

Some of our recent corporate customers in 2011 include;

Cranfield University

City Index

Umi Plc

Prosper Housing

NobleProg

Pantheon Advisory Ltd

Westminster College of Computing has trained the following customers in the past

Middlesex University

Imperial College

UCL

Ministry of Defence

Passport Office

Barclays

Logica

KPMG

House of Commons

Legal & General

Specialist School trust

Barbican Centre

Advanced C++ for Computational Finance

Course Fee : £3490.00

Pay Securely

Course Start Dates

Start Date	Time	Days	Duration	Site
28/11/2011	10.00-5.00pm	Mon to Fri	5 Days	Brentford
05/12/2011	10.00-5.00pm	Mon to Fri	5 Days	Brentford
19/12/2011	10.00-5.00pm	Mon to Fri	5 Days	Brentford
16/01/2012	10.00 to 5.00pm	Mon to Fri	5 Days	London
30/01/2012	10.00-5.00pm	Mon to Fri	5 Days	London
13/02/2012	10.00-5.00pm	Mon-Fri	5 Days	London
16/04/2012	10.00-5.00pm	Mon to Fri	5 Days	London
14/05/2012	10.00-5.00pm	Mon to Fri	5 Days	London

In completing the enrolling process and paying for your course, you are confirming that you have received enough information to make an informed decision and that the course is suited to your needs and abilities.

Overview

Course Outline

Overview of the Microsoft .NET Platform

Introduction to the .NET Platform
Overview of the .NET Framework
Benefits of the .NET Framework
The .NET Framework Components
C++ in the .NET Framework

Overview of C++

Structure of a C++ Program
Basic Input/Output Operations
Recommended Practices
Compiling, Running, and Debugging
Explaining the structure of a simple C++ program
Using the Console class of the System namespace to perform basic input/output operations
Handling exceptions in a C++ program
Generating Extensible Markup Language (XML) documentation for a C# application
Compiling and executing a C++ program
Using the Microsoft Visual Studio Debugger to trace program execution

Object Oriented Programming in C++

Object Oriented Concept
Classes and Objects
Using Encapsulation
C++ and Object Orientation
Defining Object-Oriented Systems
Defining the terms object and class in the context of object-oriented programming
Describing the three core aspects of an object: identity, state, and behavior
Describing abstraction and how it helps you to create reusable classes that are easy to maintain
Using encapsulation to combine methods and data in a single class and enforce abstraction
Explaining the concepts of inheritance and polymorphism
Creating and using classes in C++

Using Reference-Type Variables

Using Reference-Type Variables
Using Common Reference Types
The Object Hierarchy
Namespaces in the .NET Framework
Data Conversions

Creating and Destroying Objects

Using Constructors
Initializing Data
Objects and Memory
Resource Managements
Using constructors to initialize objects
Creating overloaded constructors that can accept varying parameters
Describing the lifetime of an object and what happens when it is destroyed
Creating destructors and using Finalizemethods

Inheritance in C++

Deriving Classes
Implementing Methods
Using Sealed Classes
Using Interfaces
Using Abstract Classes

Combining OOP and GP

Inheritance scenarios
Composition; combining composition with inheritance
Policy-based design and traits classes
When OOP and when GP?
Reflection
Discovering Program Information
Dynamically Activating Code
Reflection.Emit
Memory Management, Issues
Static, stack and heap memory management
Wild pointers, dangling pointers, double free bugs, memory leaks
Using object factories to control object lifecycle
Single object and object array allocation and deallocation
Memory Management, Solutions
The pimpl idiom; STL auto_ptr
Using Builder pattern to coordinate object lifetime
Overview of Boost smart pointers
Scoped and shared pointers
Casting and Run-Time Type Information (RTTI)
Static and dynamic casting overview
dynamic_cast and static_cast
Exception handling issues
Boost lexical_cast
Polymorphism Functions
Dynamic polymorphism: virtual and pure virtual functions
Polymorphism and algorithms in computational finance
Polymorphism, inheritance and composition, what’s best?
Performance issues with dynamic polymorphism
Static Polymorphism
Curiously Recurring Template Pattern (CRTP)
Where does static_cast fit it?
Where to use CRTP
CRTP and performance improvements
Advanced Generic Programming (GP) in C++
Template classes and template functions
Partial specialization
Default parameters, template template parameters
Template member functions
Nested templates and data structures
Multithreaded Components
Threading Concepts
Creating a new Thread
Synchronization
Thread Management
Creating Multithreaded Components
Multithreading: OpenMP and boost Thread
Overview of functionality
Creating threads
Speedup, accuracy and robustness
Gateway Services
The Remoting Framework
Creating a Gateway service
Socket Client / Server Development in C++
Implementing TCP / IP Sockets
A Socket Server
A Socket Client
Case Study - Receive Tick
Modifying source code of existing Trading Systems
ADO .NET Database Development in C++
Database Technology
Data Providers in .NET
Connection to database
Processing data
Stored Procedures
Database Transaction
Database Locking
Case Study
Template classes and template functions
Partial specialization
Default parameters, template template parameters
Template member functions
Nested templates and data structures
STL, Boost Libraries and Design
STL Containers
Sequential and associative containers
Lists, vector and queues
Maps, sets and multimaps
Modelling option data with maps and Property Sets
STL Algorithms and Iterators
Mutating and non-mutating algorithms
Searching and sorting
Inserting and removing data
Using STL in Applications
Using STL with class adapters
STL-compatible data structures
Complexity analysis and performance tests
Function Pointers and Function Objects
C function pointers: advantages and disadvantages
Function objects and their applications
Functions in boost; binding
Performance issues
String Algorithms
Regular expressions
Trimming and conversion
Find and replace
Find iterator
Join and split
Random Number Library
Concepts
Random number variate generators
Random number library distributions
Applications
uBLAS (Basic Linear Algebra System)
Vectors, matrices and their operations
Patterned matrices (sparse, triangular, ..)
Expression templates to improve performance
Applications of uBLAS classes
Essential Patterns: Creational
Factory method and abstract factory
Creating complex objects using Builder
Singleton
Essential Patterns: Structural
Composite and nested objects
Bridge and implementation-independence
Extending object structure with Decorator
Essential Patterns: Behavioural
Strategy and algorithms
Extending class functionality with Visitor
Template method pattern and customisable frameworks
Design and Applications to Computational
Excel-C++ Integration
An overview of Excel add-ins
Creating Automation add-ins and worksheet functions
Creating COM add-ins: The steps using ATL projects
The Monte Carlo Method
Description of the problem
Creating a software framework for a MC engine
Using design patterns to create flexible MC systems
Plain options, Asians and barriers
The Finite Difference Method
A quick introduction to FDM
C++ classes for a FDM solver
Explicit and implicit schemes (Crank-Nicolson, Euler, ADE)
Presentation in Excel
Improving Application Performance
Call by reference versus call by value
Appropriate use of virtual functions
Function objects versus function pointers
Preventing unnecessary temporary object creation
Loop Optimisation
Loop interchange
Loop fission and fusion
Making loops multi-threaded (OpenMP)
Application profiling; determining a program’s serial fraction

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C# Programming

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Enterprise e-Commerce with PHP

Game Development

iPad / iPhone Development

Java Programming

Java Servlet JSP Programming

MCITP Windows 2008 Enterprise Administrator

MCPD Web Development

MCTS SQL Server

MCTS: Windows Server 2008 Active Directory

MCTS: SQL Server 2008, Business Intelligence

MCTS Web Applications

Microsoft Office 2010

Objective C Programming

PC Assembly & Support

Sage Line 50

Selenium Web Testing

SharePoint 2010 Administrator

SharePoint Development

Web Design with HTML5

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IT Training & Bootcamp, Advanced C++ for Computational Finance, C++ Courses< C++ Course, C++ Tuition, C++ classes, C++ Coaching, C++ Software, C++ Master Class, C++ .Net, C++ Financial Trading, C++ Training, London, Bristol, Coventry, Aberdeen, England, Scotland and Ireland locations: in Banbury Franklin Covey, Birmingham West Midlands, Bournemouth Dorset, Bristol South West, Camberley Surrey Sun, Cheltenham Gloucestershire, Chesterfield Derbyshire, Dublin Fitzwilliam Place, , Exeter South West, Farnborough Red Hat, Guildford Red Hat, Hinckley East Midlands, Leeds Yorkshire, Leeds Yorkshire (Ring Road), Leeds Yorkshire City Centre, London In Tuition , London King William Street, London Middlesex Street, London Old Broad Street Fast Lane, London Red Hat, London Rosebery Avenue, London Tabernacle Street, London Victoria Microsoft, Manchester Altrincham, Manchester City Centre , Manchester Stockport, Milton Keynes Buckinghamshire, , Reading Berkshire, Reading Oracle, Scotland Aberdeen, Scotland Edinburgh, Scotland Glasgow, Scotland Glasgow, Slough Berkshire, Swindon Wiltshire, Windsor Berkshire Fast Lane

Training Locations

Brentford

Brighton

Bristol

Coventry

Heartfordshire

Isleworth

London

Sri Lanka

Our Customers

Advanced C++ for Computational Finance

Course Fee : £3490.00

Overview

Course Outline

Overview of the Microsoft .NET Platform

Overview of C++

Object Oriented Programming in C++

Using Reference-Type Variables

Creating and Destroying Objects

Inheritance in C++

Combining OOP and GP

Reflection

Memory Management, Issues

Memory Management, Solutions

Polymorphism Functions

Static Polymorphism

Advanced Generic Programming (GP) in C++

Multithreaded Components

Multithreading: OpenMP and boost Thread

Gateway Services

Socket Client / Server Development in C++

ADO .NET Database Development in C++

Template classes and template functions

STL, Boost Libraries and Design

String Algorithms

Random Number Library

uBLAS (Basic Linear Algebra System)

Essential Patterns: Creational

Essential Patterns: Structural

Essential Patterns: Behavioural

Design and Applications to Computational

The Monte Carlo Method

The Finite Difference Method

Improving Application Performance

Loop Optimisation