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F# Domain Specific Languages for Finance

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Franco Martinig

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Nickname: martinig
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F# Domain Specific Languages for Finance Posted: Jun 4, 2012 12:46 PM
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This code-focused session explains how to develop DSLs (Domain Specific Languages) for the financial domain in F#. It presents two examples – a basic language for modeling and evaluating contracts and a more advanced language for detecting patterns in price changes. For example, you can write “let w = twice (followedBy down up)” to detect the “w” pattern. Watch this video on Skillsmatter.com

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