Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (22): Discrete Forward Rate Term Struct (7)
Channel: finmath
Date: 2022-01-23

Lecture 2021-2: Applied Mathematical Finance / Computational Finance 2: Session 22: Discrete Forward Rate Term-Structure Models (7): Implementation Design (2)

- Interfaces and Classes:
  - EulerScheme
  - ProcessModel
  - CovarianceModel

- Functional Programming and Immutable Objects