Scala at EDF Trading. Implementing a Domain-Specific Language for Derivative Pricing with Scala.

Scala at EDF Trading. Implementing a Domain-Specific Language for Derivative Pricing with Scala.

Lee Momtahan, EDF Trading

Commercial Users of Functional Programming (CUFP)
Edinburgh 2009
ACM SIGPLAN

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Scala at EDF Trading. Implementing a Domain-Specific Language for Derivative Pricing with Scala.

Scala at EDF Trading. Implementing a Domain-Specific Language for Derivative Pricing with Scala.



Lee Momtahan, EDF Trading



Commercial Users of Functional Programming (CUFP)

Edinburgh 2009

ACM SIGPLAN