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by earl, 5447 days agoIn "Composing contracts - An adventure in financial engineering" Simon Peyton Jones et. al. describe an embedded domain specific language in the gestalt of combinators (i.e. lots of higher order functions) for calculating financial contract valuations. Includes lots of beautiful Haskell snippets. This talk was given in a functional programming seminar held at Ericsson on 2008-02-21, along with another four very interesting talks.
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