C++ class library for simulating (backtesting) and deploying financial trading strategies as well as general purpose time series modelling. The library is a stand-alone, component based, time series engine.

A C++ library designed to read/write configuration files. Allows reading and writing of a configuration file with minimal disruption of the data and any comments; Ensures that developers adopt an all or nothing stance; makes adding a new configuration...

Documentation and Online-Presentations about STL and generic programming.