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This is a pretty neat paper about a Haskell DSL for specifying financial contracts and calculating their values: https://www.microsoft.com/en-us/research/publi

This is a pretty neat paper about a Haskell DSL for specifying financial contracts and calculating their values: https://www.microsoft.com/en-us/research/publication/composing-contracts-an-adventure-in-financial-engineering/ https://www.microsoft.com/en-us/research/publication/composi... It is quite powerful and you might want to look at it for possible features to use.

pjacotg 2y ago
Nice! I've worked with a few similar real world payoff languages. This paper discusses one of them: https://www.infoq.com/presentations/haskell-barclays/ https://www.infoq.com/presentations/haskell-barclays/