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Title: depends what you are looking at
Review: This small book (192 pages) is pretty expensive but if it brings you a lot it is OK.It depends what you are looking at:If you want a book "how to write a clean C++ program", this book is for you. The authors enhance the formal (and correct) writing you should have when coding.If you are interested in understand and solve the various problems you encounter implementing derivatives with numerous examples, it is not the good book for you. There are few programs so few examples and solutions. Moreover I have to dig in his classes to understand them. I would have preferred static functions, even if I have to do a little work to implement them in my library.However from my point of view, the biggest reproach to this book is that it does not treat the interest rate derivatives at all, which is really problematic.So it was not really interesting. The Clewlow was much better for me.
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