NYC LOCAL: Tuesday 20 November 2007 New York FP Meetup: Anton van Straaten on Functions, Contracts, the Lazy, the Eager, and the SEC
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Subject: The New York Functional Programmers November Meetup - The New York Functional Programmers Meetup Group (Brooklyn, NY) - Meetup.com
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The New York Functional Programmers Meetup Group
* About Us
Howard Mansell, Markus
RSVP for The New York Functional Programmers November Meetup
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Tuesday, November 20, 2007, 7:00 PM 20071121T000000Z
25 W 43rd Street near 5th Ave
NY, NY 10036
This is the official meeting for this month.
Anton van Straaten is giving a talk, "Functional Financial
Contracts in Haskell and OCaml". His description:
This talk will discuss the approach to modeling financial
contracts originally presented in the paper "Composing
contracts: an adventure in financial engineering"[*] by
Peyton-Jones, Eber and Seward. According to the paper's
"Financial and insurance contracts do not sound like promising
territory for functional programming and formal semantics, but
in fact we have discovered that insights from programming
languages bear directly on the complex subject of describing and
valuing a large class of contracts.
"We introduce a combinator library that allows us to describe
such contracts precisely, and a compositional denotational
semantics that says what such contracts are worth. We sketch an
implementation of our combinator library in Haskell.
Interestingly, lazy evaluation plays a crucial role."
The approach described in the paper provides a precise way to
specify financial contracts, value them, and process their
evolution through time. To achieve this, it uses a
domain-specific embedded language, exploiting concepts and
techniques from programming language theory.
The talk will provide an overview of this approach and its
advantages, along with a simple implementation of the core
concepts in the paper, presented in Haskell and OCaml. The
programming language theory features exploited by the paper will
No prior knowledge of financial contracts or programming
language theory is required, but some knowledge of a functional
programming language such as Haskell or ML will help.
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Can you attend?
(_) Yes (_) Maybe (_) No, but join me to this group
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Distributed poC TINC:
Jay Sulzberger <firstname.lastname@example.org>
Corresponding Secretary LXNY
LXNY is New York's Free Computing Organization.