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478

answers:

3
+2  Q: 

DSL in Finance

Hello all,

does anyone here have ever worked with DSLs (Domain Specific Languages) in the finance domain ? I am planning to introduce some kind of DSL support in the application i'm working on and would like to share some ideas.

I am in a stage of identifying which are the most stable domain elements and selecting the feature which would be better implemented with the dsl. I haven't yet defined the syntax for this first feature.

I appreciate any advices

Gustavo

+2  A: 

Jay Fields and Obie Fernandez have written and talked extensively on the subject.

You'll also find general stuff on implementing DSL in Martin Fowler's writings (but not specific to finance).

Christian Lescuyer
+5  A: 

Financial contracts have been modeled elegantly as a DSL by Simon Peyton Jones and Jean-Marc-Erby. Their DSL, embedded in Haskell, is presented in the paper How to write a financial contract.

namin
A: 

What kind of financial domain ?

Do you mean Derivatives Market ?

Yes I am working on that idea.

Rebol Tutorial
Yes. Actually I am trying to make it easy to describe pricings models (MtM for options and other derivative assets) making references to some domain concepts built in our application. Other subdomain i would like to apply it is on trading over OTC assets, something one can do on a bloomberg terminal (for example, describe a plain vanilla swap trade).
Gustavo