This book is not about structured finance. It is about the intersection of financial engineering and information technology where option pricing theory and object oriented programming meet. It describes how to implement a large-scale financial engineering package for a dealer or software vendor, translating financial notions such as option, strike price and implied volatility into objects, classes, inheritances, etc. The book will primarily be useful to financial engineers, but IT professionals may also benefit. Some familiarity with financial engineering, object oriented programming and Java will be helpful ...