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Design patterns for derivatives pricing in Python

A collection of Python code adapted from Mark Joshi's C++ Design Patterns and Derivatives Pricing (2nd edition).

I hope this resource will be useful for any aspiring practitioners in quantitative finance.

Disclaimer

All credits to the origination of the code go to Mark Joshi.

The exercise of rewriting this in Python 3.11 was also greatly assisted by Ignacio Anguita's attempt in doing so when I'm stuck with unfamiliar C++/Python concepts.

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