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>At the moment I am experimenting around with the finite difference and
>pricing stuff. One concept to think about is that of the Payoff. Perhaps it
>makes sense to explicitly have an class that implements a payoff, which can
>then be used by a pricer (which implements a model) to do the calculation.
>The concept of Payoff would be the same for finite differences, Monte
Carlo,
>and trees, though the implementation differs for each methodology. What do
>you think about this?
I implemented something similar in some code I wrote for my masters... a
while back. Obviously works well for MC, and applies to trees.
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