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.
[Egg92] Eggenschwiler T. and Gamma E.. ET++SwapsManager: Using Object Technology in the Financial Engineering Domain. In Proceedings OOPSLA '92, ACM SIGPLAN Notices, Vol. 27, No. 10, pages 166-177, Vancouver, October 1992.