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It is a software design goal that an object is maintained in a well-defined state The property making the state of an object well defined is known as invariant (Stroustrup 2000) A useful invariant for our price object means maintaining positive price values represented by a whole number of minimal price ticks In particular, a constructor of a price class can create and initialize an object, where invariant holds This can be achieved by checking that the input price is positive and consistent with market conventions Once an invalid price is detected, a constructor may throw (throw) a C++ exception All other class operations should maintain this invariant Sometimes certain operations have to violate an invariant In such situations, it is assumed that several operations must be called in sequence, with the final effect recovering the invariant.

Command Description Windows N/A N/A Macintosh N/A N/A Code View Options Toggles code coloring according Syntax Coloring to function Code View Options Forces the line after a return Auto Indent to indent to the position of the current line Rulers Show Rulers Reset Origin Rulers Pixels/ Inches/Centimeters Grid Show Grid Snap To Displays the horizontal and vertical rulers

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If such operations are called outside of the sequence, then this can violate the invariant and bring an object into an inconsistent state The best practice is to prohibit the use of everything that may violate an invariant In C++ operations, violating an invariant, can be encapsulated as private or protected Preferably, a public interface of a class should consist of operations maintaining the invariant of the objects of the class The design of a price class that solves the two price-checking tasks can be more complicated than the simple wrapper of the C++ built-in type double While the constructor of such a wrapping class would be able to check that the input price is positive for any market data, the second task, checking that the price is in the correct increment of minimal ticks, depends on a concrete market convention.

1. Kenneth Craik, The Nature of Explanation (1943); cited in Philip N. Johnson-Laird, Mental Models. New York: Cambridge Univ. Press, 1983, p. 3. 2. John M. Carroll and Judith R. Olson, Mental Models in Human-Computer Interaction, in Handbook of Human-Computer Interaction. Amsterdam; New York: North Holland, 1988, pp. 45 65. 3. Michael D. Williams, James D. Hollan, and Albert L. Stevens, Human Reasoning about a Simple Physical System, in Mental Models. Hillsdale, NJ: L. Erlbaum Associates, 1983, pp. 131 153. 4. Johnson-Laird, p. 2. 5. I adopt the distinction made between mental models and conceptual models from Donald A. Norman, Some Observations on Mental Models, in Mental Models. Hillsdale, NJ: L. Erlbaum Associates, 1983, pp. 7 14. 6. Ibid., pp. 9 10. 7. Williams et al., op. cit. 8. For a discussion of cognitive skill acquisition, see Richard E. Mayer, Thinking, Problem Solving, Cognition, 2nd ed. New York: W.H. Freeman, 1992, pp. 196 201.

Literally, part of the code that validates soybean and gold prices cannot be the same This is because a one-tick move for the gold futures contract, traded on the Commodity Exchange (COMEX), is 01 dollars per ounce and one contract is 100 troy ounces This makes the dollar value of one tick equal to $10 per contract This convention differentiates gold futures contract specifications from those of soybeans Object-oriented or generic programming techniques are valuable for solving both of these verification tasks Object-orientation implies developing a hierarchy of price classes based on inheritance (Rumbaugh et al 1999) The Unified Modeling Language (UML) (Rumbaugh et al 1999) defines this term as:.