A basic procedural lattice method is constructed.  The objects that support it are identified and integrated into the application developed in module 4.  The module 5 application can value American and Bermudan style options,  with the lattice,  and European style options,  with simulation.

Topics:  slices and extending the design of the option,  process and valuation objects;  whether to use composition or inheritance;  the pimple pattern.