Mathematics

ECMM737 - Introduction to C++ (2015)

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MODULE TITLEIntroduction to C++ CREDIT VALUE15
MODULE CODEECMM737 MODULE CONVENERDr Dominic McCarthy (Coordinator)
DURATION: TERM 1 2 3
DURATION: WEEKS 11 0 0
Number of Students Taking Module (anticipated)
DESCRIPTION - summary of the module content

C++ is a powerful programming language and one of the most popular languages used in quantitative finance. This module introduces you to the basics of programming in C/C++ and object-oriented programming. The first half of the module focuses on the fundamentals of C while the second half delves into the basics of C++ and object-oriented programming. The module is compulsory for students taking the MSc Computational Finance, and has no specific pre-requisites.

AIMS - intentions of the module

The aim of this module is to provide a solid grounding in the basics of the C++ language. Examples from numerical finance will be used where appropriate.
 

INTENDED LEARNING OUTCOMES (ILOs) (see assessment section below for how ILOs will be assessed)

On successful completion of this module you should be able to:

Module Specific Skills and Knowledge

1 Write and debug C++ programs for solving numerical problems.
2 Read and criticise C++ code fragments.

 
Discipline Specific Skills and Knowledge

3 Demonstrate an understanding of object oriented principles and design.
4 Explain and illustrate the use of C++ in quantitative finance.


 

Personal and Key Transferable / Employment Skills and Knowledge

5 Demonstrate the requirements for a C++ interview in the financial sector.
6 Present and communicate your designs and ideas in a professional manner.
 

 

SYLLABUS PLAN - summary of the structure and academic content of the module

Compilers and Linkers

Data Types and Flow Control

Functions

Streams and Files

Memory Management

Compilers and Linkers
Data Types and Flow Control
Functions
Streams and Files
Memory Management
Object Oriented Principles
Exceptions
Classes and Encapsulation
Classes and Inheritance
Classes and Polymorphism
C++ Templates
The Standard Template Library
 

LEARNING AND TEACHING
LEARNING ACTIVITIES AND TEACHING METHODS (given in hours of study time)
Scheduled Learning & Teaching Activities 33.00 Guided Independent Study 117.00 Placement / Study Abroad 0.00
DETAILS OF LEARNING ACTIVITIES AND TEACHING METHODS
Category Hours of study time Description
Scheduled learning and teaching activities 22 Lectures
Scheduled learning and teaching activities 11 Laboratory Sessions
Guided independent study 50 Formative and summative coursework
Guided independent study 67 Lecture and assessment preparation; private study

 

ASSESSMENT
FORMATIVE ASSESSMENT - for feedback and development purposes; does not count towards module grade
Form of Assessment Size of Assessment (e.g. duration/length) ILOs Assessed Feedback Method
Produce a documented C++ program to demonstrate an understanding of object oriented design principles. 10 hours 1,2,3 Individual feedback on scripts supplemented by generic feedback in lecture
       
       
       
       

 

SUMMATIVE ASSESSMENT (% of credit)
Coursework 50 Written Exams 50 Practical Exams 0
DETAILS OF SUMMATIVE ASSESSMENT
Form of Assessment % of Credit Size of Assessment (e.g. duration/length) ILOs Assessed Feedback Method
Written exam – Closed book 50 2 hours 2-6 Available upon request
Coursework Assignment 1 12.5 10 hours 1, 2, 3 Lecture and individual feedback
Coursework Assignment 12 12.5 10 hours 1, 2, 3 Lecture and individual feedback
Coursework Assignment 3 12.5 10 hours 1, 2, 3 Lecture and individual feedback
Coursework Assignment 4 12.5 10 hours 1, 2, 3 Lecture and individual feedback

 

DETAILS OF RE-ASSESSMENT (where required by referral or deferral)
Original Form of Assessment Form of Re-assessment ILOs Re-assessed Time Scale for Re-assessment
As above  3 hour Written Exam 100% All August Ref/Def Period
       
       

 

RE-ASSESSMENT NOTES

If a module is normally assessed entirely by coursework, all referred/deferred assessments will normally be by assignment.

If a module is normally assessed by examination or examination plus coursework, referred and deferred assessment will normally be by examination. For referrals, only the examination will count, a mark of 40% being awarded if the examination is passed. For deferrals, candidates will be awarded the higher of the deferred examination mark or the deferred examination mark combined with the original coursework mark.

RESOURCES
INDICATIVE LEARNING RESOURCES - The following list is offered as an indication of the type & level of
information that you are expected to consult. Further guidance will be provided by the Module Convener

Basic reading:

 

ELE:  http://vle.exeter.ac.uk/

 

Web based and Electronic Resources:

 

Other Resources:

 

Reading list for this module:

Type Author Title Edition Publisher Year ISBN Search
Set Stanley Lippman, Josée Lajoie, and Barbara E C++ Primer 2012 [Library]
CREDIT VALUE 15 ECTS VALUE 7.5
PRE-REQUISITE MODULES None
CO-REQUISITE MODULES None
NQF LEVEL (FHEQ) 7 AVAILABLE AS DISTANCE LEARNING No
ORIGIN DATE Friday 09 January 2015 LAST REVISION DATE Friday 21 August 2015
KEY WORDS SEARCH C++, Object-oriented programming