Last updated on 4/27/2004 9:01:49 PM

Dmitri Kaznachey, Ph.D.
Director, Finance
Risk Management Platform, Architecture
Portfolio Analytics
Fannie Mae, Washington, DC
e-mail: dmitri_kaznachey@fanniemae.com; dkaznachey@yahoo.com
(202) 752-3344 work; (703) 278-2849 home

CS 631 Object-Oriented Design Patterns
Spring 2004
Monday 4:30 p.m. – 7:10 p.m. ST, Room 126
Office hours: by appointment (SITE II, Room 435)

Schedule | HW #1 | HW #2 | HW #3

Text Books

• Design Patterns: Elements of Reusable Object-Oriented Software, by E. Gamma, R. Helm, R. Johnson, and J. Vlissides, Addison-Wesley, 1995.
• Modern C++ Design, by A. Alexandrescu, Addison-Wesley, 2001.
• UML Toolkit, 1998, Eriksson, John Wiley, CD-ROM.
• Options, Futures, and Other Derivatives, by John C. Hull, Pearson Education, 2003.

Course Description

This course covers principles of object-oriented design and programming through design patterns. The implementation of design patterns is presented in C++ with extensive use of templates. All examples are drawn from financial engineering problems. Prerequisite: SWE 619 or 620 or CS 540 or 571 or a graduate course in object-oriented programming or equivalent.

This course is delivered to the NET section online by Network EducationWare (NEW). Students in all sections have accounts on NEW and can play back the lectures and download the PDF slide files at http://netlab.gmu.edu/disted.

Grading

3 projects:	90%
Class participation:	10%

Teaching Assistant

Mahmoud Elish
melish@gmu.edu

UML/Rational Rose Tutorial Sessions at ST2, room 133:

Tuesday: 1:00 - 2:00 pm

Thursday: 1:00 - 2:00 pm

Saturday: 12:00 - 1:00

Schedule

January 26	CANCELED
February 2	Introduction: object-oriented development and design patterns; modern C++ design; UML; financial engineering. PowerPoint format
February 9	Singleton design pattern: design and implementation. PowerPoint format HW1 assigned
February 16	Singleton: advanced implementation; policy classes. PowerPoint format
February 23	Behavioral design patterns: Template Method: forward contracts, application, design, analysis. PowerPoint format.
March 1	Strategy design pattern: forward price and delivery price, arbitrage, design, analysis. PowerPoint format. HW1 due
March 8	Observer design pattern: options, call and put options, market ticker application, design, analysis. PowerPoint format.
March 15	Visitor design pattern: different types of traders, trade simulator, basic design, visitor design, analysis. PowerPoint format. HW2 assigned
March 22	Visitor Pattern Implementation: HW1 analysis, basic implementation, acyclic visitor. PowerPoint format.
March 29	Visitor Pattern Generic Implementation: policy based implementation, UML diagrams, and summary. PowerPoint format.
April 5	Factory Method Pattern: creational design pattern, bonds valuation, valuation framework, factory method, design, analysis. PowerPoint format. HW2 due
April 12	Abstract Factory Pattern: discounting, continuous discounting, valuation factory, design, analysis. PowerPoint format. HW3 assigned
April 19	Object Factory: C++ implementation. PowerPoint format.
April 26	Facade Design Pattern: Short selling, Design, Implementation, Facade pattern, Structural design patterns. PowerPoint format.
May 2	HW3 due
May 3	Composite Design Pattern: Portfolio of instruments; design; analysis. PowerPoint format.