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financial_contracts

Ideas from [1] and [2]

[1]: Peyton Jones, S., et al.: Composing contracts: An adventure in financial engineering, (functional pearl). In: Proceedings of the Fifth ACM SIGPLAN ICFP. ACM (2000)

[2]: Ahnfelt-Rønne, J., Flænø Werk, M: Pricing composable contracts on the GP-GPU, Department of Computer Science, University of Copenhagen, August 17, 2011

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Domain specific language for financial contracts

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