| S. Peyton Jones and J.-M. Eber and J. Seward, Composing contracts: an adventure in financial engineering, ACM SIG-PLAN Notices, 35(9):280--292, 2000. |
....indicator, because indicators are an instance of the Num class (declaration 11 in Figure 3 ) which has operations for addition, subtraction, multiplication, etc. 1 Indicators and their operations are reminiscent of Frans behaviours [8] and of observable used in composing financial contracts [18]; operations on them are supported by combinators like lift 1, lift 2, etc. that lift functions to the indicator level, We omit the detail here. It is very common while defining indicators to use past values of an indicator. To support this, we have a combinator (#) which enables relative ....
....On the other hand, CPL as presented so far only supports two of the Allen s operators; we are currently extending CPL to fully support Allen s operators. Lastly, we have modeled technical indicators as functions, similar to Behaviors in Fran [8] and Observables in the work on Financial contract [18]. Since technical indicators operate on history data of a security, which can be viewed as a list of data, it is possible to model indicators as operations over infinite streams, as in Lustre [10] However, the treatment of patterns as illustrated in this paper shows that we usually work on a ....
S.L. Peyton Jones, J. Eber, and J. Seward. Composing Contracts: An Adventure in Financial Engineering. In ACM SIGPLAN International Conference on Functional Programming (ICFP'00), pages 280--292, Montreal, Canada, September 2000. ACM Press.
No context found.
S. Peyton Jones and J.-M. Eber and J. Seward, Composing contracts: an adventure in financial engineering, ACM SIG-PLAN Notices, 35(9):280--292, 2000.
No context found.
S. Peyton Jones, J.-M. Eber, and J. Seward. Composing contracts: an adventure in financial engineering. ACM SIGPLAN Notices, 35(9):280--292, 2000.
No context found.
S. Peyton Jones, J-M Eber, J. Seward. Composing Contracts -- an adventure in financial engineering. International Conference on Functional Programming, Montreal, Sept 2000.
No context found.
Simon Peyton Jones. Composing contracts: An adventure in financial engineering. Lecture Notes in Computer Science, 2021:435--??, 2001.
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