Bibliography

Here is the bibliography for my Implementing QuantLib book. When books and papers are legally available for free download or online reading, I'm linking them to the corresponding URL.

Most entries are cited explicitly in the book; that is, with their index number in square brackets. Some are cited, but not explicitly; for instance, Dickens' Great Expectations is here because of the subtitle of chapter 6. They're Easter eggs, if you wish. There's no prize for finding them; but I hope you'll have some fun trying.

  1. D. Abrahams, Want Speed? Pass by Value. In C++ Next, 2009.
  2. D. Adams, So Long, and Thanks for all the Fish. 1984.
  3. F.Ametrano and M.Bianchetti, Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask. SSRN working papers series n.2219548, 2013.
  4. J. Barton and L.R. Nackman, Dimensional Analysis. In C++ Report, January 1995.
  5. Boost C++ libraries. http://boost.org.
  6. D. Brigo and F. Mercurio, Interest Rate Models — Theory and Practice, 2nd edition. Springer, 2006.
  7. Mel Brooks (director), Young Frankenstein. Twentieth Century Fox, 1974.
  8. W.E. Brown, Toward Opaque Typedefs for C++1Y, v2. C++ Standards Committee Paper N3741, 2013.
  9. L. Carroll, The Hunting of the Snark. 1876.
  10. G.K. Chesterton, Alarms and Discursions. 1910.
  11. M.P. Cline, G. Lomow and M. Girou, C++ FAQs, 2nd edition. Addison-Wesley, 1998.
  12. J.O. Coplien, A Curiously Recurring Template Pattern. In S.B. Lippman, editor, C++ Gems. Cambridge University Press, 1996.
  13. C. Dickens, Great Expectations. 1860.
  14. P. Dimov, H.E. Hinnant and D. Abrahams, The Forwarding Problem: Arguments. C++ Standards Committee Paper N1385, 2002.
  15. M. Dindal (director), The Emperor's New Groove. Walt Disney Pictures, 2000.
  16. M. Fowler, UML Distilled: A Brief Guide to the Standard Object Modeling Language, 3rd edition. Addison-Wesley, 2003.
  17. M. Fowler, Fluent Interface. 2005.
  18. M. Fowler, K. Beck, J. Brant, W. Opdyke and D. Roberts, Refactoring: Improving the Design of Existing Code. Addison-Wesley, 1999.
  19. E. Gamma, R. Helm, R. Johnson and J. Vlissides, Design Patterns: Element of Reusable Object-Oriented Software. Addison-Wesley, 1995.
  20. P. Glasserman, Monte Carlo Methods in Financial Engineering. Springer, 2003.
  21. D. Gregor, A Brief Introduction to Variadic Templates. C++ Standards Committee Paper N2087, 2006.
  22. H.E. Hinnant, B. Stroustrup and B. Kozicki, A Brief Introduction to Rvalue References. C++ Standards Committee Paper N2027, 2006.
  23. A. Hunt and D. Thomas, The Pragmatic Programmer: From Journeyman to Master. Addison-Wesley, 1999.
  24. International Standards Organization, Programming Languages — C++. International Standard ISO/IEC 14882:2011. Available as a working draft.
  25. International Swaps and Derivatives Associations, Financial products Markup Languagehttp://www.fpml.org.
  26. P. J├Ąckel, Monte Carlo Methods in Finance. John Wiley and Sons, 2002.
  27. J. Kerievsky, Refactoring to Patterns. Addison-Wesley, 2004.
  28. R. Kleiser (director), Grease. Paramount Pictures, 1978.
  29. H.P. Lovecraft, The Call of Cthulhu. 1928.
  30. R.C. Martin, Acyclic Visitor. In Pattern Languages of Program Design 3. Addison-Wesley, 1997.
  31. N.C. Myers, Traits: a new and useful template technique. In The C++ Report, June 1995.
  32. G. Orwell, Animal Farm. 1945.
  33. QuantLib. http://quantlib.org.
  34. E. Queen, The Roman Hat Mystery. 1929.
  35. V. Simonis and R. Weiss, Exploring Template Template Parameters. In Perspectives of System Informatics, number 2244 in Lecture Notes in Computer Science. Springer Berlin / Heidelberg, 2001.
  36. B. Stroustrup, The C++ Programming Language, 4th edition. Addison-Wesley, 2013.
  37. H. Sutter, You don't know const and mutable. In Sutter's Mill, 2013.
  38. H. Sutter and A. Alexandrescu, C++ Coding Standards. Addison-Wesley, 2004.
  39. T. Veldhuizen, Techniques for Scientific C++. Indiana University Computer Science Technical Report TR542.
  40. H.G. Wells, The Shape of Things to Come. 1933.
  41. P.G. Wodehouse, My Man Jeeves. 1919.

Like this page? Share it: