Financial Software Design Patterns

By: J.Q. Zhang, E. Sternbach
Published in: JOOP, Mar./Apr. 1996
Pages: 6-14
Category: Business Computation

A yield curve structure supporting new curve construction techniques that can be plugged in without modifying code. Also supports selecting the desired yield curve algorithm at run-time.

Related patterns: Abstract Factory [Gamma+95], Factory Method [Gamma+95], Template Method [Gamma+95],