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Contracts

A simple algebraic financial contract language

Introduction

This is an implementation of a simple financial contract language. The implementation is written in Standard ML and will easily run in most SML implementations.

How to run it

Simply write

$ make contracts.exe
$ ./contracts.exe

You need eiter Mlkit or MLton to get it to run with only changes to the Makefile.

See also

Martin Elsman. Functional Programming for Trade Management and Valuation. Seminar on Functional High Performance Computing in Finance. December 14, 2010.

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A simple algebraic financial contract language

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