To echo a previous answer, you can read C++ Design Patterns and Derivatives Pricing by the late Mark Joshi. I'm going to make some different recommendations though.

There are lots of programming languages used in quantitative finance. Certainly C++ is popular, especially when every ounce of performance is required. But it is hardly the only choice, and I would personally recommend against it if performance isn't your main concern. (R and Python are both reasonable and widely used.)

Also, I would recommend against OOP, even in C++. Classes are great, but inheritance and dynamic polymorphism (virtual functions) have fallen out of favor compared to generic programming (template).

To echo a previous answer, you can read C++ Design Patterns and Derivatives Pricing by the late Mark Joshi. Plus there are other books listed in this answer.

I'm going to make some different recommendations though.

There are lots of programming languages used in quantitative finance. Certainly C++ is popular, especially when every ounce of performance is required. But it is hardly the only choice, and I would personally recommend against it if performance isn't your main concern. (R and Python are both reasonable and widely used.)

Also, I would recommend against OOP, even in C++. Classes are great, but inheritance and dynamic polymorphism (virtual functions) have fallen out of favor compared to generic programming (template).