The current list of figures tables in the book (Jan 2010)
List of Figures
2.1 High level overview of banking structure
2.2 The structure of typical front office
2.3 The structure of a typical middle office
3.1 Pre-trade activities of the trade life cycle
3.2 Trade inception activities
3.3 Trade validation process
3.4 Regular processes during the life of a trade
3.5 Trade termination activities
4.1 The model-centric view of trading activities
4.2 The product-centric view as in the trading platform
4.3 A sample scenario analysis of one trade
4.4 Middle office process queues
5.1 Flowchart of a simple portfolio processing
5.2 Binomial tree pricing model
6.1 Settlement workflow through a vended trading system
6.2 Grid-enabled trading platform
6.3 Information flow in credit replication
6.4 An example architecture of a trading platform
6.5 A high-level schema of a professional architecture of a trading platform
7.1 Façade pattern in action
7.2 The UML diagram for a Façade pattern
7.3 Visitor pattern in trading platform
7.4 The factory method pattern
7.5 The abstract factory pattern
8.1 User interaction with the pricing tool
8.2 Main control interface of the pricing tool
8.3 Context menus in the pricing tool
8.4 Product definition in the pricing tool
8.5 Model definition in the pricing tool
8.6 Code generation in the pricing tool
8.7 Help on the code generation in interface
8.8 Viewing Vector, Curve and Matrix
8.9 Plotting complex data types
8.10 Pricing Interface of the attached program
8.11 Plotting interface (2-D plots)
8.12 Plotting interface (3-D plots)
8.13 Plotting interface (Parametric plots)
8.14 Finite difference Greeks computation interface of the pricing tool
9.1 Use case depiction of the pricing tool
9.2 UML class hierarchy diagram of the pricing tool
9.3 UML diagrams of the product parameter and model output classes
9.4 Mapping of use cases to user interface modules in the pricing tool
9.5 Main user interface of the pricing tool and its active regions
9.6 Product editing interface showing its dynamic nature
List of Tables
4.1 Example of a trade scenario risk analysis
6.1 Components that make up the market data set
8.1 Example of Vector and DateVec data types
8.2 Flexible date input formats |