Questions tagged [finance]
Finance is for anything related to currency, payment systems, credit card number validation, etc.
265
questions
1
vote
2
answers
46
views
Calculating the total value of an invoice with precision
I have written some functions to calculate the total cost of an invoice, gives its line items. Could someone please tell me if there seems to be a problem with the code? Since it is something as ...
10
votes
2
answers
1k
views
A simple Python class designed to facilitate investment portfolio analysis
Background
In an attempt to learn a bit more about investing and economics, I've begun writing a simple historical portfolio analysis tool in Python.
The ...
- 101
6
votes
3
answers
301
views
edgar: Programmatic access to SEC's Edgar API in Python / via command-line
As indicated in the title, this small project fetches content from the SEC's Edgar REST API. It was designed with the intention of automatically gathering/refreshing large datasets of public company ...
- 61
2
votes
1
answer
195
views
OrderBook Implementation - Follow up
This is a follow up to my previous implementation:
The input is of the format
...
- 41
2
votes
2
answers
288
views
Design decisions for an efficient OrderBook
I am designing code for OrderBook based in C++, based on STL library. Note that there is a related question here, however it is more simple - it does not support deletion of orders, and I intend to ...
- 41
0
votes
1
answer
49
views
Aggregate transactions in slips
I wrote code to aggregate transactions in slips. I'm concerned with the performance of my code because it uses 3 loops that are nested so the time complexity will be cubic. This code won't scale well ...
- 143
2
votes
2
answers
610
views
Fast OrderBook Implementation - Follow Up
Following up from: Fast OrderBook Implementation
Here is the updated version (I've also implemented some extra functionality)
==> Order.hpp <==
...
- 63
4
votes
2
answers
2k
views
Fast OrderBook Implementation
I'm creating a simple yet fast OrderBook, that only adds orders and matches them (no cancelling or modifications, etc.). I'm using partial template specialization to reduce branching in the hotpath, ...
- 63
1
vote
1
answer
66
views
Fixing math library functions in Black-Scholes options pricing model
I've amended a code for the Black-Scholes formula for European pricing options found here at the bottom of the page and fixed the math functions accordingly. Unlike the code on the website, mine has ...
- 113
4
votes
2
answers
545
views
Geektrust coding challenge: simulating a marketplace for loans
This is the my solution to a coding challenge in Geektrust. The question is linked here.
A shortened version would be as follows.
The aim is to simulate a marketplace for banks to lend money to ...
- 43
3
votes
2
answers
106
views
Parse the weekly menus of a German delivery service
I am a C# beginner, and I wrote a program that parses the weekly menu of a German delivery service. It works fine and I think the code quality is okay. Can anyone with more experience than me review ...
user260153
2
votes
1
answer
271
views
Heston model implementation in C++
I have implemented an option pricing algorithm following the Heston model. The simulation involves specifying the number of simulations, then generating a discretized path for each simulation (code ...
- 23
2
votes
2
answers
3k
views
Calculating Discount C++
The following question is from the book Problem Solving With C++. This is given as an exercise in the chapter "Functions for all subtasks":
Write a function that calculates a discount ...
1
vote
2
answers
115
views
Refactoring legacy java banking code
Hey i have some legacy code i'm working on (It is open source so no problem in me sharing it!). I wanted to refactor some parts in the extractResult method since it ...
- 11
4
votes
1
answer
469
views
C++ bond mathematics calculator
I have written a program in C++ that processes financial bond mathematics, making extensive use of the valarray class, so that mathematical functions and operations ...
- 331