yveshauser / financial_contracts

Domain specific language for financial contracts

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

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

About

Domain specific language for financial contracts


Languages

Language:Haskell 94.6%Language:Futhark 5.4%