Erich gamma: et++swapsmanager: using object technology in the financial engineering domain

Providing the financial engineering community with adequate software tools presents several challenges to application developers. Experience shows that reusability-oriented software development as supported by object technology has the potential to meet these challenges. To back the argument, a project of building a pilot implementation of a swap valuation system using a comprehensive class library including an application framework is reported. As a novelty the project emphasized the use of so-called design patterns. The project experience suggests that the use of design patterns significantly eases the application of a large class library and facilitates the reuse of design.

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