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C# for Financial Markets by Andrea Germani, Daniel J. Duffy

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List of Figures

2.1 Computational engine

3.1 Payoff hierarchy

4.1 Generic design in C#

4.2 Bond and bond option pricers

4.3 Design blueprint model for differential equations

4.4 UML component diagram

4.5 Order class

4.6 ExternalOrder class derived from Order

4.7 IPricing interface implemented in Order class

4.8 Discount behaviour overridden in ExternalOrder class

5.1 Collection interfaces

5.2 Order and its order items

6.1 Basic vector and matrix classes

6.2 Associative array class

6.3 Associative matrix class

7.1 UML class diagram for Bond Pricer

8.1 Stream classes

8.2 Stream decorator classes

8.3 Stream decorator data flow

8.4 Stream adapter classes

8.5 Stream adapter data flow

8.6 File and directory classes

8.7 Serialisation classes

8.8 Serialisation data flow

8.9 Major components in a POS

8.10 Persistence mechanism using Visitor pattern

9.1 Component diagram for Binomial method

9.2 Basic lattice, multiplicative

9.3 Basic lattice, additive

9.4 Binomial method class diagram

9.5 Two-factor binomial process

10.1 Trinomial tree model

10.2 Modules for trinomial method

10.3 Modules for Explicit Finite Difference method

10.4 Option price as a function of the underlying

10.5 Region of integration

10.6 Extending the framework: ADE scheme

11.1 Reflection classes

11.2 Dynamical assembly loading

11.3 Dialog box for input

11.4 Output from C# form

12.1 Schedules class hierarchy and special contract dates

12.2 Bond class hierarchy

12.3 Bond hierarchy methods

12.4 Special bond types in the ...

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