In this paper, we evaluate the computational lab component of a mandatory undergraduate Computational Finance course. We were interested to determine if and how the computational design of each lab contributed to students' sensemaking around the concept of computational thinking. We also examined the interplay between financial mathematics and computational thinking for students. Using thematic analysis, we analysed six students' responses to ten weekly surveys, one conducted at the end of each lab for ten weeks in 2020/2021. A set of 11 categories describing the main themes from the students' responses were generated with 'Improved Computational Thinking' being the most significant for student learning. Results also show that the learning outcomes of each lab were clear to almost all six students for all ten labs.