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ET++SwapsManager: Using Object Technology in the Financial Engineering Domain

Eggenschwiler T.
Gamma E.


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.

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