In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications:

Despite its highly adaptable and flexible nature, C++ is also one
of the more complex programming languages to learn. Once mastered,
however, it can help you organize and process information with
The C++ Cookbook will make your path to mastery much shorter. This
practical, problem-solving guide is ideal if you're an engineer,
programmer, or researcher writing an application for one of the
legions of platforms on which C++ runs. The algorithms provided in
C++ Cookbook will jump-start your development by giving you some
Less a tutorial than a problem-solver, the book addresses many of
the most common problems you're likely encounter--whether you've
been programming in C++ for years or you're relatively new to the
language. Here are just some of the time-consuming tasks this book
- Reading the contents of a directory
- Creating a singleton class
- Date and time parsing/arithmetic
- String and text manipulation
- Working with files
- Parsing XML
- Using the standard containers