QuantLib

[BenTheMan]

I don't know how many people know about this, but there is a rather large set of C++ libraries which are open source.

www.quantlib.org

After speaking with a few different people, it seems that these libraries are popular, and may be a good place to start with understanding what actual quantitative finance people use.

In that vein, if the ``More Mathematical Finance'' book contains anything about coding, it may be a good idea to have a chapter or section dedicated to these libraries.