This is a discussion on Financial Patterns or Frameworks within the Software Patterns forums, part of the Testing category; Hi, does anybody know about papers or books that talk about financial patterns or frameworks? I have read "ET++...
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Financial Patterns or Frameworks
Hi,
does anybody know about papers or books that talk about financial patterns or frameworks? I have read "ET++SwapsManager:..." (Gamma/Eggenschwiler) and "Frameworks in the Financial Engineering Domain An Experience Report" (Eggenschwiler/Birrer) but I could not find any other good paper about this problem. Thanks, Hernan. |
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Re: Financial Patterns or Frameworks
"Hernan Wilkinson" <h.wilkinson@mercapsoftware.com> wrote in message
news:402a97ac@news.totallyobjects.com... > Hi, > does anybody know about papers or books that talk about financial > patterns or frameworks? > I have read "ET++SwapsManager:..." (Gamma/Eggenschwiler) and > "Frameworks in the Financial Engineering Domain An Experience Report" > (Eggenschwiler/Birrer) but I could not find any other good paper about > this problem. > > Thanks, > Hernan. Try Analysis Patterns - Reusable Object Models by Martin Fowler of use. There is a chapter on Accounting Models, a chapter on Trading, a chapter of Observations for Corporate Finance, a chapter on Derivative Contracts etc etc You can look inside at http://www.amazon.com/exec/obidos/AS...578798-1915205 There also may be articles of interest at http://martinfowler.com/articles.html HTH Shane -- "I may have invented it, but Bill [Gates] made it famous." --- Ctrl+Alt+Del inventor David Bradley |