van Deursen, A., Kline, P., and Visser, J. (2000). Domain-speci c languages: an annotated bibliography. Technical report, Centrum voor Wiskunde en Informatica, Amsterdam. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
How to Write a Financial Contract - Jones, Eber (Correct)
....a perfectly routine application of the idea of using a functional language to de ne a domain speci c combinator library, thereby e ectively creating an application speci c programming language. Such languages have been de ned for parsers, music, animations, hardware circuits, and many others [van Deursen et al. 2000]. However, from the standpoint of nancial engineers, our language is truly radical: they acknowledge that the lack of a precise way to describe complex contracts is the bane of our lives . It has taken us a long time to boil down the immense soup of actively traded contracts into a ....
....to a realistic problem, and to compare our resulting program with the existing imperative version but we have ended up with a radical re thinking of how to describe and evaluate contracts. Though there is a great deal of work on domain speci c programming languages (see [Hudak, 1996, van Deursen et al. 2000] for surveys) our work is virtually the only attempt to give a formal description to nancial contracts. An exception is the RISLA language developed at CWI [van Deursen and Klint, 1998] an object oriented domain speci c language for nancial contracts. RISLA is designed for an object oriented ....
van Deursen, A., Kline, P., and Visser, J. (2000). Domain-speci c languages: an annotated bibliography. Technical report, Centrum voor Wiskunde en Informatica, Amsterdam.
Composing contracts: an adventure in financial engineering.. - Jones, Eber, Seward (2000) (5 citations) (Correct)
....value p Value process v Random variable Figure 1: Notational conventions to de ne a domain speci c combinator library, thereby effectively creating an application speci c programming language. Such languages have been de ned for parsers, music, animations, hardware circuits, and many others [16]. However, from the standpoint of nancial engineers, our language is truly radical: they acknowledge that the lack of a precise way to describe complex contracts is the bane of our lives 1 . It has taken us a long time to boil down the immense soup of actively traded contracts into a ....
....functional programming to a realistic problem, and to compare our resulting program with the existing imperative version but we have ended up with a radical re thinking of how to describe and evaluate contracts. Though there is a great deal of work on domain speci c programming languages (see [9, 16] for surveys) our work is virtually the only attempt to give a formal description to nancial contracts. An exception is the RISLA language developed at CWI [17] an object oriented domain speci c language for nancial contracts. RISLA is designed for an object oriented framework, and appears to ....
A van Deursen, P Kline, and J Visser. Domain-specic languages: an annotated bibliography. Technical report, Centrum voor Wiskunde en Informatica, Amsterdam, 2000.
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