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test
test
 
 
CONTRACTSIG.sig
CONTRACTSIG.sig
 
 
CURRENCY.sig
CURRENCY.sig
 
 
Contract.sig
Contract.sig
 
 
Contract.sml
Contract.sml
 
 
ContractBase.sml
ContractBase.sml
 
 
ContractMonad.sml
ContractMonad.sml
 
 
ContractSafe.sml
ContractSafe.sml
 
 
ContractTransform.sml
ContractTransform.sml
 
 
ContractTriggers.sml
ContractTriggers.sml
 
 
Currency.sml
Currency.sml
 
 
DateUtil.sig
DateUtil.sig
 
 
DateUtil.sml
DateUtil.sml
 
 
DateUtilOld.sml
DateUtilOld.sml
 
 
Instruments.sml
Instruments.sml
 
 
Instruments_test.sml
Instruments_test.sml
 
 
LargeInt.sml
LargeInt.sml
 
 
ListSort.sig
ListSort.sig
 
 
ListSort.sml
ListSort.sml
 
 
Makefile
Makefile
 
 
README.md
README.md
 
 
SimpleDate.sml
SimpleDate.sml
 
 
contract.mlb
contract.mlb
 
 
loadscript
loadscript
 
 
multicontracts.mlb
multicontracts.mlb
 
 
multicontracts.sml
multicontracts.sml
 
 
pftest.sml
pftest.sml
 
 
portfolio.sml
portfolio.sml
 
 
triggers.sml
triggers.sml
 
 

README.md

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.