Domain specific languages and the acceleration of computational finance
Elaine Kant · 2011
Although there is a long history of using domain specific languages (DSLs) in a variety of applications, including finance, few are used to accelerate computational finance. This talk summarizes the general advantages and difficulties of using domain specific languages and presents a sample of DSLs in computational finance. The most flexible and comprehensive of these systems focus on developing good domain models, transform specifications to a variety of target languages via intermediate representations, and are implemented in languages that combine functional, declarative, object-oriented, and pattern-matching features.