Software, training and support for Financial Engineering and Logistics ApplicationsDeveloped for Internet Explorer 6.0 | Other Datasim websites: Datasim Press |
Datasim Education
Datasim Financial Toolkit (DFT)
DFT is a suite of C++ classes to enable financial engineers, quantitative analysts and software developers to create applications for instrument pricing and risk management.
You can integrate the DFT classes in your own C++ applications to produce flexible and extendible software. DFT is built up in five layers:
- Basic datastuctures: essential classes and structures that are needed to store data and define structural relationship. Included are vectors, matrices, tensors and the corresponding operations on these structures.
- Mechanisms: common low-level functionality for common operations in Financial Engineering: statistics, function evaluation and approximation, numerical analysis and linear algebra
- Building blocks: reusable classes that are small enough to be used in larger applications. For example, we include a customisable class BinomialSolver that includes all the functionality that is needed to price an option
- Solutions and Applications: Full-scale application environments that model partial differential equations, finite difference methods (FDM) and other utilities that can be used directly in applications
- User Interface: the layer containing the functionality that interfaces with external user interfaces, databases and drivers, for example Excel and SQL Server database
Version 1.0 of DFT is due September 2004. A preliminary version is provided with the book:"Financial Instrument Pricing using C++"
For more information on purchasing DFT and the DFT developer program, please contact Daniel Duffy