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C++ for the MFE class at UC Berkeley Session #3 4-20-2006

C++ for the MFE class at UC Berkeley Session #3 4-20-2006. Yuli Kaplunovsky MFE, MBA, MS-Tax, CFA yuli@FinancialSimulations.com (408) 884 5965. Example - simple class. #include <iostream> using namespace std; class cl { int i; // private by default public: int get_i();

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C++ for the MFE class at UC Berkeley Session #3 4-20-2006

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  1. C++ for the MFE class at UC BerkeleySession #3 4-20-2006 Yuli Kaplunovsky MFE, MBA, MS-Tax, CFA yuli@FinancialSimulations.com (408) 884 5965

  2. Example - simple class #include <iostream> using namespace std; class cl { int i; // private by default public: int get_i(); void put_i(int j); }; int cl::get_i() { return i; } void cl::put_i(int j) { i = j; } int main() { cl s; s.put_i(10); cout << s.get_i() <<endl; return 0; } http://www.cs.uregina.ca/Links/class-info/cplusplus/CExample.html

  3. Example – new / delete #include <iostream> #include <cstdlib> using namespace std; class myclass { int *p; public: myclass(int i); ~myclass(); int getval() { return *p; } }; myclass::myclass(int i) { cout << "Allocating p\n"; p = new int; if(!p) { cout << "Allocation failure.\n"; exit(1); // exit program if out of memory } *p = i; } myclass::~myclass() { cout << "Freeing p\n"; delete p; } void display(myclass ob) { cout << ob.getval() << '\n'; } int main() { myclass a(10); display(a); return 0; }

  4. Example – Input/output #include <iostream> using namespace std; int main() { float gallons, liters; cout << "Enter number of gallons: "; cin >> gallons; // Read the inputs from the user liters = gallons * 3.7854; // convert to liters cout << "Liters: " << liters << endl; return 0; }

  5. Example – char array #include <iostream> #include <stdlib.h> using namespace std; int main() { char name[32]; // big enough to hold 32 characters // prompt for the name cout << "What's your name?" << endl; gets(name); // read a string from the key board. cout << "Hello! " << name << "!" << endl; return 0; }

  6. Example – 2D array #include <iostream> using namespace std; int main() { int sqrs[10][2] = { {1, 1}, {2, 4}, // The square of 2 is 4,and so on {3, 9}, {4, 16}, {5, 25}, {6, 36}, {7, 49}, {8, 64}, {9, 81}, {10, 100} }; int i, j; cout << "Enter a number between 1 and 10: "; cin >> i; // look up i for(j = 0; j < 10; j++) if(sqrs[j][0] == i) break; // break from loop if i is found cout << "The square of " << i << " is " ; cout << sqrs[j][1] << endl; return 0; }

  7. Example - Pointers #include <stdio.h> typedef struct { int X,Y,Z; } cord_struct; int MyFunc( cord_struct *P ) { return P->X + P->Y; } void main() { int J,K,L; cord_struct Cord[10]; for ( J = 0 ; J < 10 ; J++ ) { Cord[J].X = J*2; Cord[J].Y = J*3 + 1; } K = MyFunc( &Cord[0] ); L = MyFunc( &Cord[1] ); printf("%d,%d\n", K,L); }

  8. Example – Array of strings #include <iostream> using namespace std; // function prototyping int menu(); // funciton to display the menu void enter(); // function to enter info void report(); // function to print report // Global variables: char name[2][80]; // this array holds employee names char phone[2][20]; // their phone numbers float hours[2]; // hours worked per week float wage[2]; // wage int choice; int main() { do { choice = menu(); // get selection switch(choice) { case 0: break; case 1: enter(); break; case 2: report(); break; default: cout << "Try again.\n\n"; } } while(choice != 0); return 0; }

  9. int menu()// Return a user's selection. { int choice; cout << "0. Quit\n"; cout << "1. Enter information\n"; cout << "2. Report information\n"; cout << "\nChoose one: "; cin >> choice; return choice; } void enter()// Enter information. { for(int i=0; i<2; i++) { cout << "Enter last name: "; cin >> name[i]; cout << "Enter phone number: "; cin >> phone[i]; cout << "Enter number of hours worked: "; cin >> hours[i]; cout << "Enter wage: "; cin >> wage[i]; } } void report()// Display report. { for( int i=0; i<2; i++) { cout << name[i] << ' ' << phone[i] << '\n'; cout << "Pay for the week: " << wage[i] * hours[i] << ‘\n’; } 0. Quit 1. Enter information 2. Report information Choose one: 1 Enter last name: Smith Enter phone number: 5556666 Enter number of hours worked: 30 Enter wage: 23.40 Enter last name: Bush Enter phone number: 6668888 Enter number of hours worked: 20 Enter wage: 40.00 0. Quit 1. Enter information 2. Report information Choose one: 2 Smith 5556666 Pay for the week: 702 Bush 6668888 Pay for the week: 800 0. Quit 1. Enter information 2. Report information Choose one: 0

  10. Reference in a function // function definition for swap() void swap(int &i, int &j) { int temp; temp = i; i = j; j = temp; } #include <iostream> using namespace std; void swap(int &i, int &j); // function prototype swapping two values int main() { int NumOne = 0; int NumTwo = 0; cout << "Please enter two integers: " << endl; cout << "Enter value for NumOne: " ; cin >> NumOne; cout << "Enter value for NumTwo: " ; cin >> NumTwo; cout << "Before swapping, NumOne is: " << NumOne << endl; cout << "Before swapping, NumTwo is: " << NumTwo<< endl; swap(NumOne, NumTwo); cout << "After swapping, NumOne is: " << NumOne << endl; cout << "After swapping, NumTwo is: " << NumTwo<< endl; return 0; } Please enter two integers: Enter value for NumOne: 10 Enter value for NumTwo: 20 Before swapping, NumOne is: 10 Before swapping, NumTwo is: 20 After swapping, NumOne is: 20 After swapping, NumTwo is: 10

  11. simple inheritance #include <iostream> using namespace std; class base { int i, j; public: void set(int a, int b) { i = a; j = b; } void show() { cout << i << " " << j << "\n"; } }; // inheritance class derived : public base { int k; public: derived(int x) { k = x; } void showk() { cout << k << "\n"; } }; void main() { derived ob(3); ob.set(1, 2); // access member of base ob.show(); // access member of base ob.showk(); // uses member of derived class } Output: 1 2 3

  12. Using protected members class base { protected: int i, j; // private to base, but accessible to derived public: void set(int a, int b) { i = a; j = b; } void show() { cout << i << " " << j << "\n"; } }; class derived : public base { int k; public: // derived may access base's i and j void setk() { k = i*j; } void showk() { cout << k << "\n"; } }; void main() { derived ob; ob.set(2, 3); // OK, known to derived ob.show(); // OK, known to derived ob.setk(); ob.showk(); } Output: 2 3 6

  13. Protected inheritance class base { int i; protected: int j; public: int k; void seti(int a) { i = a; } int geti() { return i; } }; // Inherit base as protected. class derived : protected base { public: void setj(int a) { j = a; } // j is protected here void setk(int a) { k = a; } // k is also protected int getj() { return j; } int getk() { return k; } }; int main() { derived ob; /* This next line is illegal because seti() is a protected member of derived, which makes it inaccessible outside of derived. */ // ob.seti(10); // cout << ob.geti(); // illegal -- geti() is protected // ob.k = 10; // also illegal because k is protected // these next statements are OK ob.setk(10); cout << ob.getk() << ' '; ob.setj(12); cout << ob.getj() << ' '; return 0; } Output: 10 12

  14. Multiple inheritance class base1 { protected: int x; public: void showx() { cout << x << "\n"; } }; class base2 { protected: int y; public: void showy() { cout << y << "\n"; } }; // Inherit multiple base classes. class derived: public base1, public base2 { public: void set(int i, int j) { x = i; y = j; } }; int main() { derived ob; ob.set(10, 20); // provided by derived ob.showx(); // from base1 ob.showy(); // from base2 return 0; } Output: 10 20

  15. Calling base class's constructor in derived class  class base1 { protected: int i; public: base1(int x) { i = x; cout << "Constructing base1\n"; } ~base1() { cout << "Destructing base2\n"; } }; class base2 { protected: int k; public: base2(int x) { k = x; cout << "Constructing base2\n"; } ~base2() { cout << "Destructing base2\n"; } }; class derived: public base1, public base2 { int j; public: derived(int x, int y, int z): base1(y), base2(z) { j = x; cout << "Constructing derived\n"; } ~derived() { cout << "Destructing derived\n"; } void show() { cout << i << " " << j << " " << k << "\n"; } }; int main() { derived ob(3, 4, 5); ob.show(); // displays 4 3 5 return 0; } Constructing base1 Constructing base2 Constructing derived 4 3 5 Destructing derived Destructing base2 Destructing base2

  16. Calling base class's constructor in derived class  #include <iostream> #include <cstring> using namespace std; class B_class { char author[80]; public: void put_author(char *s) { strcpy(author, s); } void show_author() { cout << author << "\n"; } } ; class D_class : public B_class { char title[80]; public: void put_title(char *num) { strcpy(title, num); } void show_title() { cout << "Title: "; cout << title << "\n"; } }; void main() { B_class *p; B_class B_ob; D_class *dp; D_class D_ob; p = &B_ob; // address of base // Access B_class via pointer. p->put_author("Tom Clancy"); // Access D_class via base pointer. p = &D_ob; p->put_author("William Shakespeare"); // Show that each author went into proper object. B_ob.show_author(); D_ob.show_author(); cout << "\n"; dp = &D_ob; dp->put_title("The Tempest"); p->show_author(); // either p or dp can be used here. dp->show_title( ); } Output: Tom Clancy William Shakespeare William Shakespeare Title: The Tempest Since put_title() and show_title() are not part of the base class, they are not accessible via the base pointer p and must be accessed either directly, or, as shown here, through a pointer to the derived type.

  17. Virtual functions class triangle : public figure { public: void show_area() { cout << "Triangle with height "; cout << x << " and base " << y; cout << " has an area of "; cout << x * 0.5 * y << ".\n"; } }; class square : public figure { public: void show_area() { cout << "Square with dimensions "; cout << x << "x" << y; cout << " has an area of "; cout << x * y << ".\n"; } }; class circle : public figure { public: void show_area() { cout << "Circle with radius "; cout << x; cout << " has an area of "; cout << 3.14 * x * x << ".\n"; } } ; class figure { protected: double x, y; public: void set_dim(double i, double j=0) { x = i; y = j; } virtual void show_area() { cout << "No area computation defined "; cout << "for this class.\n"; } } ;

  18. int main() { figure *p; // create a pointer to base type triangle t; // create objects of derived types square s; circle c; p = &t; p->set_dim(10.0, 5.0); p->show_area(); p = &s; p->set_dim(10.0, 5.0); p->show_area(); p = &c; p->set_dim(9.0); p->show_area(); return 0; } Triangle with height 10 and base 5 has an area of 25. Square with dimensions 10x5 has an area of 50. Circle with radius 9 has an area of 254.34.

  19. Financial applications - Normal Distribution // **************************************************** // **************************************************** double N_func( double X ) // The cumulative normal distribution { double L, K, w ; double const a1 = 0.31938153, a2 = -0.356563782, a3 = 1.781477937; double const a4 = -1.821255978, a5 = 1.330274429; L = fabs(X); K = 1.0 / (1.0 + 0.2316419 * L); w = 1.0 - 1.0 / sqrt(2 * Pi) * exp(-L *L / 2) * (a1 * K + a2 * K *K + a3 * pow(K,3) + a4 * pow(K,4) + a5 * pow(K,5)); if (X < 0 ) w= 1.0 - w; return w; }

  20. Black Scholes(there is a mistake) double BS( double S, double K, double Sig, double t, double r ) { double d1, d2; double t_sqrt = sqrt(t); d1 = (log(S/K) * r * t) / (Sig * t_sqrt ) + 0.5 * Sig * t_sqrt; d2 = d1 - (Sig*t_sqrt); return S * N_func(d1) - K * exp( -r * t ) * N_func(d2); }

  21. fopen, fprintf, fclose • Use ‘pointer’ to predetermined structureFILE *F; • To create / open file: F = fopen( “file_name”, “type” );examples:F = fopen(“file1.dat”, “w” );F_Read = fopen(“file2.dat”,”r” ); • ALWAYS need to close the file before program terminatesfclose( F ); • One way to write to a file – very similar to printf();fprintf( F, “test\n” );

  22. File write example #1 A new file by the name ‘file1.dat’ is created, and its content is: ABCDE Second Line 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, #include <stdio.h> void main() { FILE *F; int I; F = fopen("file1.dat", "w" ); fprintf( F, "ABCDE\n" ); fprintf( F, "Second Line\n" ); for ( I = 0 ; I < 10 ; I++ ) fprintf( F, "%d, ", I); fclose(F); }

  23. File read example #2 The content of the file ‘num10.dat’: 10 20 30 40 99 32 1 999 -22 4423 #include <stdio.h> void main() { FILE *F; int I, J; F = fopen("num10.dat", "rt" ); printf("Reading from the file:\n"); for ( I = 0 ; I < 10 ; I++ ) { fscanf( F, "%d" , &J ); printf( "%d, ", J ); } fclose(F); } Output (on the monitor): Reading from the file: 10, 20, 30, 40, 99, 32, 1, 999, -22, 4423,

  24. The content of the file ‘num10.dat’: 1,10.2 3, 20 5, 30.33 1,2 22 , 333 45,46 9 40.11 3,-993.3333 99,33.2 Output (on the monitor): Reading from the file: 1,10.2 3,20 5,30.33 1,2 22,2 45,46 9,46 3,-993.333 File read example #3 #include <stdio.h> void main() { FILE *F; int I, J; char ST[200]; float FL; double D; F = fopen("num20.dat", "rt" ); printf("Reading from the file:\n"); for ( I = 0 ; I < 8 ; I++ ) { fgets( ST, sizeof(ST)-1, F ); sscanf( ST, "%d,%f" , &J, &FL ); D = FL; printf( "%d,%g \n", J, D ); } fclose(F); }

  25. malloc / free #include <stdlib.h> void main() { double *D; int I; D = (double *)malloc( sizeof(D) * 100 ); for ( I = 0 ; I < 100 ; I++ ) D[I] = (double)I * 1.2; free(D); }

  26. Write file example #include <stdio.h> #include <stdlib.h> #include <math.h> typedef struct { double X,Y; } CORD_typedef; int Generate_Sin_Noise( int N, char *FileName ) { FILE *F; int I; CORD_typedef *C; F = fopen(FileName, "w" ); if ( F == NULL ) return -1; // An Error C = (CORD_typedef *) malloc( sizeof(CORD_typedef) * N ); if ( C == NULL ) { fclose(F); return -1; // An Error } for ( I = 0 ; I < N ; I++ ) { C[I].X = (double)I / 30; C[I].Y = ((I==0)? 0 : C[I-1].Y) / 10.0 + (double)(rand() % 1001) / 100 + sin( C[I].X ) * 3.0; } for ( I = 0 ; I < N ; I++ ) fprintf( F, "%g,%g\n", C[I].X, C[I].Y ); fclose(F); delete(C); return 0; } void main() { if ( Generate_Sin_Noise( 200, "TestSin.dat" ) != 0 ) { printf("Error\n"); exit(-1); } printf("Done \n"); }

  27. From excel to C Output: 0: 192606, -12.31, 0.88 1: 192607, -19.3, -6.24 2: 192608, -13.04, -2.83 889: 200007, -3.55, 1.72 890: 200008, -5.91, -5.17 891: 200009, -10.62, -7.07 892: 200010, -5.03, 1.58 893: 200011, -5.7251, 0.245714 #include <stdio.h> void main() { FILE *F; char ST[300]; int ItemsNum,I; struct { int Month; double P1,P2; } Item[1000]; float F1,F2; F = fopen("Book1.txt", "rt" ); if ( F == NULL ) { printf("Error opening file\n"); return; } fgets(ST, sizeof(ST), F); // We know that the first line is not used ItemsNum = 0; while ( !feof(F) && ItemsNum < 1000 ) { fscanf( F, "%d %g %g\n" , &(Item[ ItemsNum ].Month), &F1, &F2 ); Item[ ItemsNum ].P1 = F1; Item[ ItemsNum ].P2 = F2; ItemsNum++; } fclose(F); for ( I = 0 ; I < 3 ; I++ ) printf("%d: %d, %g, %g\n", I, Item[ I ].Month, Item[ I ].P1, Item[ I ].P2 ); for ( I = ItemsNum-5 ; I < ItemsNum ; I++ ) printf("%d: %d, %g, %g\n", I, Item[ I ].Month, Item[ I ].P1, Item[ I ].P2 ); }

  28. Exercise / Homework: This was the basic foundation of C++ Spending ONLY 2.5 hours in class is NOT enough to master the foundation… The easiest way to memorize it and get more familiar with it is to – surprisingly simple - COPY all the samples and run them one by one on your PC.

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