https://github.com/yveshauser/financial_contracts

Domain specific language for financial contracts
https://github.com/yveshauser/financial_contracts

dsl finance financial-engineering haskell options-pricing

Last synced: 4 months ago
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Domain specific language for financial contracts

• Host: GitHub
• URL: https://github.com/yveshauser/financial_contracts
• Owner: yveshauser
• Created: 2018-04-13T18:54:07.000Z (almost 8 years ago)
• Default Branch: master
• Last Pushed: 2023-09-20T08:18:38.000Z (over 2 years ago)
• Last Synced: 2023-09-20T19:38:53.119Z (over 2 years ago)
• Topics: dsl, finance, financial-engineering, haskell, options-pricing
• Language: Haskell
• Homepage:
• Size: 76.2 KB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 1
• Metadata Files:
  • Readme: README.md

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README

          
# financial_contracts

Ideas from [1] and [2]

[1]: Peyton Jones, S., et al.: Composing contracts: An adventure in financial engineering, (functional pearl). In: Proceedings of the Fifth ACM SIGPLAN ICFP. ACM (2000)

[2]: Ahnfelt-Rønne, J., Flænø Werk, M: Pricing composable contracts on the GP-GPU, Department of Computer Science, University of Copenhagen, August 17, 2011