Applied C# in Financial Markets

MARTIN WORNER has spent 16 years in the industry working at UBS, and at Morgan Stanley in London, New York and Zurich. While at Morgan Stanley he worked on many different financial applications, covering back office systems, STP projects and spent many years on a Warrants, Convertible Bond and ADR dealing and decision support systems.He is founder and Managing Director of thecitysecret ltd a software company specialising in bespoke systems for derivatives and structured products, working with a variety of financial institutions.

• List of Examples ix List of Figures xiiiList of Tables xvPreface xvii1 What is .NET and how does C# fit in? 11.1 .NET framework and the common language runtime 12 The Basics of C# 32.1 Assignment, mathematic, logical and conditional operators 32.2 Data structures 92.3 Control structures 182.4 Summary 22 3 Object Oriented Programming 233.1 Introduction to classes 233.2 Inheritance and polymorphism 353.3 Summary 564 Databases 594.1 ADO.NET object model 594.2 Connecting to the database 594.3 Connection pools 614.4 Database handler 644.5 Working with data 674.6 Transactions 684.7 Workshop: Exercise three 704.8 Summary 715 Input & Output 735.1 Streams 735.2 Serialisation 745.3 Workshop: Exercise four 775.4 Summary 776 XML 796.1 Schema validation 796.2 XML and ADO.NET 806.3 Workshop: Exercise five 816.4 Summary 827 Building Windows Applications 857.1 Creating a new project in visual studio.NET 857.2 Managing projects with the Solution explorer and class view 897.3 Working with components on forms 907.4 Workshop Exercise six 977.5 Summary 978 Deployment 998.1 Assemblies 998.2 Summary 100Bibliography 103Appendices 105Appendix A: Specification for an options calculator 105Appendix B: System design 107Appendix C: Calculation models 100Index 115