OCP: Open for extension, close for modification(black box)
SRP: Single responsibility Principle(do one thing, and do one thing well).
DIP: Dependency Inversion Principle(depend on abstraction, not on implementation)
ISP: Interface Segregation Principle (narrow interfaces)
Law of Demeter: D ...
Code references:
http://finance-old.bi.no/~bernt/ (C++)
http://quantlib.org/ (C++)
http://www.mathfinance.org/FF/cpplib.html (Java & JavaScript)
http://www.numa.com/
Executables:
http://www.snowgold.com/download/downopt.html
http://www.mathtools.net/MATLAB/Finance_and_Economics/index.h ...
Unknown:
The concepts and practice of mathematical finance
Derivatives: Models on Models
Brownian Motion and Stochastic Calculus
Implementing Derivative Model
Modeling:
Modeling Derivatives in C++
C++ design patterns and derivatives pricing
The complete guide to option pricing formulas
...
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