MET CS 563 Software Development with C++ for Mathematical
Finance -- Spring
2010
Home Schedule Format
& Policies Grading Compilers References
Schedule
Please, note:
This schedule is not written in stone--as we proceed with the discussion of the
material we will add readings and materials, and rearrange topics as needed.
|
Date |
Topic (linked to lecture
notes) |
Readings |
Assignments |
|
1. Tue 01/19/2010 |
Programming
Fundamentals (Review): basic program structure, preprocessing
directives, build-in types, constant and variable objects/instances of
build-in types, statements, expressions, functions.
Operator precedence and associativity. Control (Review): loops,
branching Functions: parameter passing, the const
keyword; default parameter values; name overloading; function templates. |
[Ho 09]: Ch.1 and 2 [Ho 09]: Ch.3 Source files: |
DUE: Wed 01/27/2010 (11:59 pm) |
|
Tue 01/26/2010 |
Control
(Continued) Functions Objects of complex (class) types. |
[Ho 09]: Ch. 4 |
A2. Control |
|
3. Tue 02/02/2010 |
Vectors and Arrays Finite
Difference Method (FDM); Explicit FDM for solving the heat equation. Implicit FDM: Direct methods - LU
decomposition |
[Ho 09]: Ch. 6 Handout (after [Wi 97], Ch. 8.1-8.4
) |
A3. Vector and Arrays |
|
Tue 02/09/2010 |
Implicit FDM: Indirect methods - Jacobi,
Gauss-Seidel, SOR The Cranck-Nicolson
method. Pointers: Call by reference
with Pointers; Pointers and Arrays. Dynamic Arrays. Classes Inheritance: member functions,
access types. |
Handout (after [Wi 97], Ch. 8.5-8.7 ) [Ho 09]: Ch. 7 |
A4. Numerics. Classes |
|
Tue 02/16/2010 |
Substitute Monday Schedule of Classes |
||
|
5. Tue 02/23/2010 |
Classes Inheritance (continued) Composition vs Inheritance: Case
study: Point-Circle-Cylinder with composition vs. with inheritance. |
[Ho 09]: Ch. 5 and 8 |
A5. Inheritance |
|
6. Tue 03/02/2010 |
Review for Midterm |
||
|
03/ 06-14/2010 |
Spring Recess—Classes Suspended |
||
|
7. Tue 03/16/2010 |
Midterm Exam |
||
|
8. Tue 03/23/2010 |
Operator Overload: first class
objects, subscript, assignment. Friend functions I/O operators; class String
discussion. |
[Ho 09]: Ch. 14 |
A6. Overload |
|
9. Tue 03/24/2010 |
Operator
Overload
(continued) |
A7. Class Hierarchies & Overload |
|
|
10. Tue 03/30/2010 |
Polymorphism and Virtual Functions. |
[Ho 09]: 8.4 |
A8. Polymorphism |
|
11. Tue 04/06/2010 |
Templates |
[Ho 09]: Ch. 16 |
A9. Templates |
|
12. Tue 04/13/2010 |
Standard
Template Library (STL) |
[Ho 09]: Ch. 20 |
A10. STL |
|
13. Tue 04/20/2010 |
STL (continued) |
|
|
|
14. Tue 04/27/2010 |
Review for Final |
|
|
|
Final Exam |