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
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).
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.
What kind of financial domain ?
Do you mean Derivatives Market ?
Yes I am working on that idea.