The code of Derivatives Algorithms is in two codebases.
One, for the code generator "Machinist", is publicly available at https://bitbucket.org/hyer/machinist. It has somewhat more capabilities than are used for the samples in the book. Those interested in code generation are welcome to critique, use, or contribute to it.
Note that Machinist contains no explicitly financial or quantitative content.
The C++ code presented directly in the book is extracted from is in a different repository, at https://github.com/TomHyer/DA_Bones_Mirror (a mirror of the master repo on Bitbucket). This is a private repository, which I intend to open to all buyers of the book.
If you are such a buyer (of the first or second edition), please write me at ${book_title}@gmail.com. Enclose some evidence of your purchase, and I will invite you as a viewer of the code repository.
Note that the code on Bitbucket is subject to change and development, and I may from time to time update the GitHub mirror. Occasionally this will cause code snippets to differ from those presented in the book, but not so as to dilute their didactic value.
Thursday, September 24, 2015
Second Edition is Now Published
World Scientific has confirmed to me that the Second Edition has been published. It is available to order at their site.
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