MATLAB Derivatives Pricing

Derivatives pricing based on 'C++ Design Patterns and Derivatives Pricing' by Mark Joshi.

A MATLAB version of derivatives pricing based on C++ Design Patterns and Derivatives Pricing by Mark Joshi.
This implementation makes use of Dependency Injection for constructing the pricing application. The Chebfun library is used for pricing some vanilla options as an example of how different pricing engines may be plugged in to the application.