RUcore Resource Object
RUcore Resource Object
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Uniform TitleA generic domain specific language for financial contracts
NameMediratta, Anupam (author), Shan, Chung-chieh (chair), Borgida, Alex (internal member), McCarty, Thorne (dissertation committee member), Rutgers University, Graduate School - New Brunswick,
Degree Date2007
Date Created2007
SubjectComputer Science,
Domain-specific programming languages,
Programming software--Design
DescriptionFinancial contracts require management, such as valuation, scheduling and generating legal documents. The current approach for managing financial contracts is inefficient, for lack of a universal language for representing contracts. Peyton Jones et al.'s proposed such a language, even though contracts are diverse and new ones are introduced often. We verify that Peyton Jones et al.'s language is expressive enough by using it to represent two new contracts: credit default swap and power reverse dual currency swap. We demonstrate its advantage by using the same
program to value all contracts represented. More generally, we need only one program for each contract management task.
program to value all contracts represented. More generally, we need only one program for each contract management task.
NoteM.S.
NoteIncludes bibliographical references (p. 46).
Genretheses
Persistent URLhttp://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.16747
LanguageEnglish
CollectionGraduate School - New Brunswick Electronic Theses and Dissertations
Organization NameRutgers, The State University of New Jersey
RightsThe author owns the copyright to this work.
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