resources.txt

:page-title: Financial Domain-Specific Language Listing and Resources
:description:  A listing of financial domain-specific languages, research papers, presentations, and other resources.
:keywords:    finance, financial, trading, domain specific languages, domain-specific languages, DSLs, listing, resources, papers, talks, websites

[[resources]]
== Financial Domain-Specific Language Listing

The goal of this page is to provide a comprehensive listing of
financial domain-specific languages and resources. Please submit additional resources via https://github.com/twschiller/dslfin-www/[GitHub].

=== Actulus Modeling Language (AML)

The goal of the Actulus project is to "establish a platform for definition of
advanced life insurance and pension products and for efficient
computations on them." Actulus is a joint effort between the the IT
University of Copenhagen and Edlund A/S. The project uses QuantAlea
(see below) for GPU kernel creation.

 - http://www.diku.dk/~grue/papers/aml/aml.pdf[An Actuarial Programming Language
    for Life Insurance and Pensions]. David R. Christiansen, Klaus
    Grue, Henning Niss, Peter Sestoft, Kirstjan S. Sigtryggsson. 2013.
 - http://www.cse.chalmers.se/edu/year/2015/course/pfp/Sestoft.pdf[Domain-specific languages
    and GPGPUs in life insurance and pensions]. Peter Sestoft. 2015.   
 - https://devblogs.nvidia.com/parallelforall/gpus-dsls-life-insurance-modeling/[GPUs and DSLs for Life Insurance Modeling]. Peter Sestoft. 2016. 
    	  
=== Alea.cuBase (by https://www.quantalea.net[QuantAlea])

Alea.cuBase is an F# framework for generating GPU kernels. It uses F#
quotations for staging and composing kernels at
run-time. It provides a "foundation to develop GPU aware domain
specific languages."

  - http://on-demand.gputechconf.com/gtc/2013/presentations/S3055-Dynamic-CUDA-with-F-Sharp-v3.pdf[Dynamic
    CUDA with F#.] Dr. Daniel Egloff and Xiang Zhang. GPU Technology
    Conference 2013.

=== AxLang (by https://axoni.com/[Axoni])

AxLang is a DSL embedded in Scala for writing verifiable smart contracts for Ethereum. The language includes pre- and
post-conditions to support design-by-contract-style verification.

  - https://medium.com/axoni/axlang-formally-verifiable-smart-contracts-for-the-ethereum-ecosystem-6201203be4e8[Announcement Blog Post]
  - https://www.youtube.com/watch?v=xO7B4WYKVZE[Announcement YouTube video]

=== BOScoin Trust Contracts

https://boscoin.io/en/trust-contracts/[BOScoin] uses the Web Ontology
Language (OWL) and Timed Automata Language (TAL) to encode contracts
on a blockchain.

=== CPL: Chart Pattern Language

 - http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.21.6892&rep=rep1&type=pdf[Charting
   Patterns on Price History]. Saswat Anand, Wei-Ngan Chin and
   Siau-Cheng Khoo. ICFP '01: International Conference on Functional
   Programming. 2001.

 - http://cs.stanford.edu/people/saswat/research/one.pdf[CPL: A Language
for Programming Chart Patterns]. Saswat Anand. Masters Thesis. 2002.

 - http://pauillac.inria.fr/~naxu/research/dsel.pdf[The Art of
Interpretation for Domain-Specifc Embedded Languages]. Saswat Anand,
Siau-Cheng Khoo, Dana N. Xu, and Ping Zhu.

=== DAML: Digital Asset Modeling Language

The Digital Asset Modeling Language (DAML) is a "Haskell-inspired
functional programming language" that "provide[s] a new, verifiable
way for parties to a transaction to prove updates to a distributed
ledger while preserving data confidentiality. DAML codifies rights and
obligations in a similar manner to traditional legal contracts and
workflows, and is more easily interpretable by a non-technical
audience than most programming languages."

- https://digitalasset.com/press/introducing-daml.html[DAML press release]

[[diesel]]
=== DIESEL (by http://www.edftrading.com/[EDF Trading])

DIESEL is a language for representing energy derivatives to facilitate
Monte Carlo pricing and analytics. The DSL consists of a combinator
parser libary and algebraic data types with case classes.

  - http://vimeo.com/6702641[Scala at EDF Trading. Implementing a Domain-Specific Language for Derivative Pricing with Scala.] Lee Momtahan. Commercial Users of Functional Programming (CUFP), 2009.

=== EasyLanguage (by https://www.tradestation.com[TradeStation])

https://www.tradestation.com/en/trading-technology/tradestation-platform/extend/easylanguage[EasyLanguage]
is a DSL for writing trading signals and strategies for the TradeStation platform.

=== ET++SwapsManager

 - http://www.ubilab.org/publications/print_versions/pdf/swaps-oopsla92.pdf[Using Object Technology in the Financial Engineering Domain]. T. Eggenschwiler and E. Gamma. OOPSLA '92: Object-Oriented Programming, Systems, Languages & Applications. 1992.

 - http://www.ubilab.org/publications/print_versions/pdf/bir93b.pdf[Frameworksin the Financial Engineering Domain An Experience Report]. Andreas Birrer and Thomas Eggenschwiler. ECOOP '93: European Conference on Object-Oriented Programming. 1993.

=== Financial Industry Business Ontology (FIBO)

The http://www.omgwiki.org/OMG-FDTF/doku.php[Financial Industry
Business Ontology] is a joint effort by the
http://fdtf.omg.org/[Object Management Group (OMG) Financial Domain
Task Force] and the http://www.edmcouncil.org/[Enterprise Data
Management (EDM) Council] to provide a semantic model of financial
instruments and business entities. The ontology is built using the
http://www.w3.org/RDF/[W3C Resource Description Framework (RDF)] and
the http://www.w3.org/TR/owl-features/[OWL Web Ontology Language].

=== Financial Products Markup Language (FpML)

The http://www.fpml.org/[Financial Products Markup Language (FpML)] is
an XML-based standard for the electronic dealing and processing
over-the-counter (OTC) derivatives. FpML is developed under the
guidance of http://www2.isda.org/[ISDA], the International Swaps and
Derivatives Association.

=== Functional Payout Framework (by http://www.barcap.com[Barclays Capital])

The Functional Payout Framework (FPF) uses a DSL embedded in Haskell
to price and manage exotic derivatives. Trade payoffs are defined
declaratively using combinators. The trade descriptions can be used to
automatically generate pricing instructions (e.g., parameters for
PDE-solving), human-readable TEX descriptions, and trade input forms.

 - http://dx.doi.org/10.1017/S0956796808007016[Commercial Uses: Going
   Functional on Exotic Trades]. Simon Frankau, Diomidis Spinellis,
   Nick Nassuphis, and Christoph Burgard. Journal of Functional
   Programming. Volume 19, Issue 01. 2009.

- http://www.infoq.com/presentations/haskell-barclays[Haskell at
Barclays: Exotic Tools for Exotic Trades]. Tim
Williams. Barclays. 2013. http://codemesh.io/slides/tim-williams.pdf[Slides].

- Barclay's Smart Contract Templates Team, combines the FPF with blockchain technology. In January 2016,
  Barclay's http://www.ibtimes.co.uk/barclays-selects-smart-contract-templates-internal-team-join-its-accelerator-programme-1540123[was accepted to Barclay's Accelerator program].

=== Hedgehog (by http://www.palantir.com[Palantir])

Palantir's
https://docs.palantir.com/metropolis/the-hedgehog-language.html[Hedgehog
Language] is a Java-based language for exploring financial data,
defining metrics, and defining trading stategies.

  - https://www.youtube.com/watch?v=54Vv3Os3Ep4[The Hedgehog Programming Language]. Dave Terrell and
Eugene Marinelli. 2011.

  - https://www.youtube.com/watch?v=rArSWiYOpxw[Extending Palantir's Hedgehog Language].
Javier Lopez. 2012.

=== Hyperledger Composer

Hyperledger Composer is an open-source development environment and DSL for writing
smart contracts on https://hyperledger.org/[Hyperledger] blockchains.

  - https://hyperledger.github.io/composer/[Hyperledger Composer]
  - https://www.infoq.com/articles/blockchain-poc-hyperledger[Building a Blockchain PoC in Ten Minutes Using Hyperledger Composer]. Matt Lucas, 2017.

=== Imandra (by Aesthetic Integration)

http://aestheticintegration.com/[Imandra] is a suite of language and
verification tools to model and verify properties of financial
exchanges and Ethereum smart contracts. Imandra uses a subset of the
OCaml language excluding features such as exceptions.

  - https://vimeo.com/123693415[Imandra Promo Video]
  - https://www.youtube.com/watch?v=xeg_Q5uN73Q[Towards Imandra
Contracts: Formal verification for Ethereum]. Grant Passmore. 2015.

=== Ivy (by https://chain.com/[Chain])

Ivy is a programming language for the Chain Protocol / Virtual
Machine. (Similar to how Solidity is the language for Ethereum.)

- https://www.youtube.com/watch?v=0dmZNm5G2WI[Chain Presents: IVY]. Dan
  Robinson and Oleg Andreev. 2016.

=== KolibriFX

http://kolibrifx.com/[KolibriFX] has a language for defining foreign
exchange (FX) trading strategies for execution on their cloud trading
platform.

=== Marlowe (by https://iohk.io/en/blog/posts/2020/10/06/marlowe-industry-scale-finance-contracts-for-cardano/[Input Output])

https://docs.cardano.org/en/latest/marlowe/marlowe-explainer.html[Marlowe] is an embedded Haskell language that targets 
financial contracts in the style of Peyton Jones et. al. (see MLFi
below) on blockchains. Currently it targets Plutus-Core, a System-F
inspired abstract machine that executes contracts on the
https://cardano.org/[Cardano Blockchain] network. It includes a
https://alpha.marlowe.iohkdev.io/#/[visual programming playground].
Example contracts have been developed with the Algorithmic Contract Types Unified Standards (Actus).

- https://doi.org/10.1007/978-3-030-54455-3_35[Marlowe: Implementing and Analysing Financial Contracts on Blockchain]. Lamela Seijas P., Nemish A., Smith D., Thompson S. In: Bernhard M. et al. (eds) Financial Cryptography and Data Security. FC 2020. Lecture Notes in Computer Science, vol 12063. Springer, Cham. 

- https://doi.org/10.1007/978-3-030-61467-6_11[Efficient Static Analysis of Marlowe Contracts]. Lamela Seijas P., Smith D., Thompson S. In: Margaria T., Steffen B. (eds) Leveraging Applications of Formal Methods, Verification and Validation: Applications. ISoLA 2020. Lecture Notes in Computer Science, vol 12478. Springer, Cham.

Talks:

- https://www.youtube.com/watch?v=RhXlOdNyGn8[Financial contracts on Cardano: The ACTUS standard in Marlowe]. Simon Thompson and Dmytro Kondratiuk talk at Cardano 2020 Summit about using the ACTUS standard in building financial contracts with Marlowe

- https://www.youtube.com/watch?v=MpWeg6Fg0t8[Functional smart contracts on Cardano]. Philip Wadler and Manuel Chakravarty talk at Cardano 2020 Summit about developing robust, secure, and accessible smart contracts on Cardano using Marlowe and Plutus.

=== MLFi (by http://lexifi.com[LexiFi])

http://www.lexifi.com/product/technology/contract-description-language[MLFi]
is the OCaml-based contract modeling language underlying LexiFi's
pricing and operations management solutions. The language is based on
combinators which allow contracts and market scenarios to be easily
composed and analysed:

  - http://doi.acm.org/10.1145/351240.351267[Composing Contracts: An Adventure in Financial Engineering]. Simon Peyton Jones, Jean-Marc Eber, and Julian Seward. ICFP '00: Proceedings of the Fifth ACM SIGPLAN International Conference on Functional Programming, 2000.

 - http://conal.net/papers/functional-images/fop-conal.pdf[How to
   Write a Financial Contract]. Simon Peyton Jones and Jean-Marc
   Eber. 2003.

  - http://www.lexifi.com/files/resources/MLFiPresentation.ppt[Compositional Description, Valuation, and Management of Financial Contracts: The MLFi Language]. Jean-Marc Eber. 2003.

  - http://www.lexifi.com/files/resources/Cambridge_lexifi.pdf[Describing, Manipulating and Pricing Financial Contracts: The MLFi Language]. Jean-Marc Eber. 2005.

  - http://esop09.pps.univ-paris-diderot.fr/talk-eber.pdf[The
  Financial Crisis, a Lack of Contract Specification Tools: What Can
  Finance Learn from Programming Language Design?]. Jean-Marc
  Eber. ESOP '09: 18th European Symposium on Programming. 2009.

3rd-party blog posts and papers:

  - http://www.pa-ba.net/pubs/entries/bahr14nwpt.html[Towards
    Certified Management of Financial Contracts]. Patrick Bahr, Jost
    Berthold, and Martin Elsman. NWPT '14: 26th Nordic Workshop on
    Programming Theory. 2014.

  - https://falconair.github.io/2015/01/30/composingcontracts.html[Adventures in financial and software
    engineering]. Shahbaz
    Chaudhary. 2015.

=== Money

https://github.com/lambdista/money[Money] is a Scala DSL for
money-related operations. The language automatically performs
conversions between currencies according to exchange rates specified
at run-time.

===  Mu (by https://www.sc.com/en/index.html[Standard Chartered Bank])

A strict variant of Haskell with other modifications (e.g., no support
for recursion by default) to make it more accessible to end-user
programmers.

 - https://www.youtube.com/watch?v=hgOzYZDrXL0#t=1281[Pragmatic
   Haskell]. Lennart Augustsson. 2011.

[[paradise]]
=== Paradise (by http://credit-suisse.com[Credit Suisse])

Paradise is a DSL embedded in Haskell for expressing computation
typically modeled in Excel. Unlike calculators developed in Excel,
Paradise components are reusable and retargettable
(e.g., at both C# and Excel).

 - http://doi.acm.org/10.1145/1411204.1411236[Paradise: A Two-Stage DSL Embedded in Haskell]. Lennart Augustsson, Howard Mansell, and Ganesh Sittampalam. ICFP '08: Proceedings of the 13th ACM SIGPLAN International Conference on Functional Programming, 2008. http://www.earth.li/~ganesh/research/paradise-icfp08/talk.pdf[Slides].

=== Pension Workbench (by http://www.capgemini.com/[Capgemini] and http://www.intentsoft.com/[Intentional Software])

The
http://www.intentsoft.com/overview/case-study-financial-services/[Capgemini
Pension Workbench] built with Intentional Software's Language
Workbench technology enables actuaries and pension analysts to specify
and verify pension plans.

 - http://www.infoq.com/presentations/DSL-Magnus-Christerson-Henk-Kolk[Domain
   Expert DSLs]. Magnus Christerson and Henk Kolk. QCon London. 2008.


=== Pyramid

Pyramid is a Racket DSL for writing smart contracts for the Ethereum Virtual Machine.

 - https://www.michaelburge.us/2017/11/28/write-your-next-ethereum-contract-in-pyramid-scheme.html[Write your next Ethereum Contract in Pyramid Scheme]
 - https://www.michaelburge.us/2018/05/15/ethereum-chess-engine.html[DSLs for Ethereum Contracts]


=== Quant DSL (by the http://www.appropriatesoftware.org/[Appropriate Software Foundation])

Quant DSL is Python DSL for expressing financial contracts which can be evaluated against a price process (e.g., multi-market Black-Scholes). It follows the combinator approach outlined in the original MLFi paper, http://doi.acm.org/10.1145/351240.351267[Composing Contracts: An Adventure in Financial Engineering].

  - http://www.appropriatesoftware.org/quant/docs/quant-dsl-definition-and-proof.pdf[Quant DSL Language Guide]
  - https://github.com/johnbywater/quantdsl/[Source Code on GitHub]

=== Rholang (by https://www.synereo.com/[Synereo])

Rholang (Reflective, Higher-Order process Language) is a smart
contract language designed for Synereo’s blockchain technology,
RChain.

  - https://docs.google.com/document/d/1gnBCGe6KLjYnahktmPSm_-8V4jX53Zk10J-KFQl7mf8/edit[The Rholang 0.1 specification]
  - http://themerkle.com/dao-attack-nullified-using-synereos-smart-contracting-language/[DAO Attack Nullified Using Synereo’s Smart Contracting Language]
  - http://www.lshift.net/downloads/ex_nihilo_logic.pdf[Namespace logic: A logic for a reflective higher-order calculus]
  
=== Risla (by MeesPierson and Capgemini)

Risla is language for describing interest rate products.

 - http://www.st.ewi.tudelft.nl/~arie/papers/ind.pdf[Industrial Applications of ASF+SDF]. M. van den Brand, A. van Deursen, P. Klint, S. Klusener, E. van der Meulen. AMAST '96: Algebraic Methodology and Software Technology. 1996.

  - http://www.st.ewi.tudelft.nl/~arie/papers/risla95/risla95.pdf[An
    Algebraic Specification of a Language for Describing Financial
    Products]. B.R.T. Arnold, A. van Deursen, and M. Res.
    Workshop on Formal Methods Applications in Software Engineering
    Practice (co-located with ICSE'95). 1995.

  - http://www.st.ewi.tudelft.nl/~arie/papers/stja97.pdf[Domain-Specific
    Languages versus Object-Oriented Frameworks: A Financial
    Engineering Case Study]. A. van Deursen. STJA'97: Smalltalk and
    Java in Industry and Academia. 1997.

 - http://homepages.cwi.nl/~paulk/publications/JSM98.pdf[Little
   Languages: Little Maintenance?] Arie Van Deursen and Paul
   Klint. 1998.

=== SciFinance (by http://scicomp.com/[SciComp])

SciFinance is a system embedded in Mathematica for tranforming
contraints, equations, and financial descriptors into "into highly
efficient simulation codes" for C/C++/CUDA.

- http://dx.doi.org/10.1145/2088256.2088258[Domain Specific Languages
  and the Acceleration of Computational Finance]. Elaine
  Kant. Proceedings of the Fourth Workshop on High Performance
  Computational Finance (WHPCF). 2011.

- https://www.aaai.org/ojs/index.php/aimagazine/article/view/1559[SciFinance:
  A Program Synthesis Tool for Financial Modeling]. Robert L. Akers,
  Ion Bica, Elaine Kant, Curt Randall, Robert L. Young. AI MAGAZINE. 2001.

=== Solidity 

http://solidity.readthedocs.io/en/latest/[Solidity] is a
Javascript-like language for writing smart contracts for
https://www.ethereum.org/[Ethereum]. Ethereum is a "decentralized
platform that runs smart contracts" using blockchain technology.

- http://solidity.readthedocs.io/en/latest/[Solidity documentation]

=== StreamBase (by http://www.streambase.com[StreamBase Systems])

StreamBase is a Java-based graphical DSL for building event-driven
high frequency trading (HFT) systems.

 - http://www.infoq.com/presentations/DSL-for-High-Frequency-Trading[Complex Event Processing: DSL for High Frequency Trading]. Richard Tibbetts. QCon London. 2011.

=== Stochastic Process Language (SPL)

Stochastic Process Language (SPL) is a language for representing
stochastic processes for Monte Carlo simulations on parallel hardware.

- http://hiperfit.dk/pdf/WerkAhnfelt_2011-10ab.pdf[Pricing composable
 contracts on the GP-GPU]. Joakim Ahnfelt-Rønne and Michael Flænø
 Werk. 2011.

=== ThetaML (by http://www.thetaris.com/[Thetaris])

http://www.thetaris.com/wiki/ThetaML_Language_Reference[ThetaML] is a
payoff description language based on the Theta calculus notation for
stochastic and sequential processes. The execution of ThetaML is based
on a virtual timing model; "The values of variables at a given line of
code are evaluated at the model time associated with that line of
code."

=== Tranche

https://code.google.com/p/tranche-net/[Tranche] is a DSL for modeling
structured finance products that compiles to the Common Intermediate
Language (CIL). The compiler is written in C# and is open-source.

=== Viper

https://github.com/ethereum/viper[Viper] is an experimental contract
language for the Ethereum platform with additional safety features,
e.g., strong typing, bounds checking, and upper bounds on Ethereum gas
required to make a function call.

[[groups]]
== Industry and Academic Groups

=== Commercial Users of Functional Programming (CUFP)

The annual http://cufp.org/[Commercial Users of Functional Programming
(CUFP)] workshop is held in conjunction with the International
Conference on Functional Programming (ICFP).  The website includes
videos of the talks, including some on finance:

 - http://cufp.org/conference/sessions/2013/edward-kmett-sp-capital-iq-functional-reporting[Functional Reporting]. Edward Kmett (S&P Capital IQ). 2013.

 - http://cufp.org/videos/jane-street-status-report[OCaml at Jane
   Street Capital]. Yaron Minsky (Jane Street Capital). 2012.

 - http://cufp.org/videos/fmd-functional-development-excel[FMD -
   Functional development in Excel]. Lee Benfield (Barclays Capital). 2009.

 - http://cufp.org/videos/scala-edf-trading-implementing-domain-specific-language-derivative-p[Scala
    at EDF Trading. Implementing a Domain-Specific Language for
    Derivative Pricing with Scala.] Lee Momtahan (EDF Trading). 2009.

 - http://cufp.org/archive/2008/abstracts.html#MansellHoward[Quantitative
   Finance in F#]. Howard Mansell (Credit Suisse). 2008.

 - http://cufp.org/archive/2007/slides/CyrilSchmidt.ppt[The Default
   Case in Haskell: Counterparty Risk Calculations at ABN AMRO
   Bank]. Cyril Schmidt and Anne-Elisabeth Tran
   Qui. 2007. https://www.youtube.com/watch?v=JxxkmqsBGgk[Talk Video].

 - http://cufp.org/archive/2006/slides/YaronMinsky.pdf[Caml Trader:
   Adventures of a functional programmer on Wall Street]. Yaron
   Minsky (Jane Street Capital). 2006.

 - http://cufp.org/archive/2006/slides/HowardMansell.pdf[Why
   Functional Programming Matters to Credit Suisse]. Howard
   Mansell (Credit Suisse). 2006.

=== DEVCON1

https://devcon.ethereum.org/[DEVCON1] was the first Ethereum
developer's conference. https://www.ethereum.org/[Ethereum] is a
"decentralized platform that runs smart contracts" using blockchain
technology. The conference program included many talks on language
design, design patterns, verification, etc.

=== High Performance Computing in Financial IT (HIPERFIT)

http://hiperfit.dk[HIPERFIT] is a collaboration between the
http://www.ku.dk/english[University of Copenhagen] and members of the
Danish financial industry. The
http://hiperfit.dk/publications.html[publications] page includes many
papers related to domain-specific languages for finance.

 - http://www.gsdp.eu/uploads/tx_conturttnews/Berthold_-_Domain-Specific_Languages_for_Finance.pdf[Domain-Specific
Languages for Finance: DSL Research in the HIPERFIT Research Center]. Jost
Berthold. 2011.

=== Smart Contracts Symposium

The http://www.digitalchamber.org/smart-contracts-symposium.html[Smart Contracts Symposium],
organized by the Chamber of Digital Commerce was held on December 5, 2016 in New York City. Talks included:

- https://www.youtube.com/watch?v=v_-mxyN4pcY[Keynote: Nick Szabo]
- https://www.youtube.com/watch?v=k5KdKip1PFI[Panel: Code is Law]
- https://www.youtube.com/watch?v=0dmZNm5G2WI[Ivy: A New Language for Smart Contracts]
- https://www.youtube.com/watch?v=dI554SDAW1c[Panel: Platforms, Applications & Innovation]

=== Object Management Group (OMG) Financial Domain Task Force

The http://fdtf.omg.org/[Object Management Group (OMG) Financial
Domain Task Force] is an industry group aimed at helping companies
manage their financial data assets. The FDTF partners with standards
organizations to help develop standards; a summary of the FDTF's
activities can be found at:
http://fdtf.omg.org/Standards-Applications-Consumers.pdf.

[[other]]
== Other Resources

http://ceur-ws.org/Vol-750/yrs06.pdf[A Software Language Approach to
Derivative Contracts in Finance]. Jean-Marie Gaillourdet. 2006.

http://www.slideshare.net/ChaminNalindaLokuGam/domain-specific-language-for-specify-operations-of-a-central-counterpartyccp-59866599[Domain
Specific Language for Specifying Operations of a Central Counterparty]. 
Chamin Nalinda Loku Gam Hewage. 2016.

http://www.infoq.com/presentations/fields-business-natural-languages-ruby[Business Natural Languages Development in Ruby]. Jay Fields. QCon. 2008.

https://www.youtube.com/watch?v=hKcOkWzj0_s[Caml Trading]. Yaron
Minsky. 2012.

http://www.diku.dk/~simonsen/papers/j6.pdf[Compositional Specification
of Commercial Contracts]. Jesper Andersen et al. International Journal
on Software Tools for Technology Transfer. 2006.

http://nvidia.fullviewmedia.com/gtc2013/0321-211B-S3369.html[Domain
Specific Languages for Financial Payoffs]. Matthew Leslie (Bank of
America Merrill Lynch). GPU Technology Conference. 2013. http://on-demand.gputechconf.com/gtc/2013/presentations/S3369-Domain-Specific-Languages-Financial-Payoffs.pdf[Slides].

http://skillsmatter.com/podcast/scala/fsharp-finance[F# Domain Specific Languages for Finance]. Tomas Petricek. 2012.

http://mss3.libraries.rutgers.edu/dlr/outputds.php?pid=rutgers-lib:23837&mime=application/pdf&ds=PDF-1[A Generic Domain Specific Language for Financial Contracts]. Anupam Mediratta. Masters Thesis. 2007

http://link.springer.com/chapter/10.1007%2F978-3-540-39866-0_2[Linear
Types for Cashflow Reengineering]. Torben Æ Mogensen. Perspectives of
System Informatics. 2003.

http://registration.gputechconf.com/quicklink/ez0yVPI[GPU Technology
Conference 2013 Financial Track]. Video recordings and slides on
programming/using GPUs for financial applications.

http://www.slideshare.net/jonathan.felch/groovy-finance[Groovy
Finance: Grid Computing and Computational Finance]. Jonathan
Felch. GR8Conf. 2009.

http://www.slideshare.net/jonathan.felch/cme-grouppresentation-final[Groovy
on the Trading Desk]. Jonathan Felch (Volant Trading LLC). 2010.

http://dl.acm.org/citation.cfm?id=2041462[Modeling Islamic Finance
Knowledge for Contract Compliance in Islamic Banking]. Aziza
Mamadolimova, Norbaitiah Ambiah, and Dickson Lukose. KES'11:
International Conference on Knowledge-Based and Intelligent
Information and Engineering Systems. 2011.

http://dl.acm.org/citation.cfm?doid=260111.260284[OO Technology In
Large Financial Institutions (Workshop Report)]. Chris Laffra. OOPSLA
'95: Object-Oriented Programming systems, Languages, and
Applications. 1995.

Coverage and commentary of the https://www.sec.gov/[SEC's] 2010 proposal to require Python contract
descriptions:
http://wadler.blogspot.co.uk/2010/04/bull-bear-and-python.html[Philip
Wadler], http://lambda-the-ultimate.org/node/3922[Lambda the
Ultimate],
http://jrvarma.wordpress.com/2010/04/16/the-sec-and-the-python/[Jayanth R. Varma]