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A generic domain specific language for financial contracts
Descriptive
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Title
A generic domain specific language for financial contracts
Name
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Mediratta
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Anupam
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Anupam Mediratta
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author
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Shan
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Chung-chieh
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Advisory Committee
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Chung-chieh Shan
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chair
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Borgida
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Alex
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Advisory Committee
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Alex Borgida
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internal member
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McCarty
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Thorne
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Advisory Committee
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Thorne McCarty
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dissertation committee member
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Rutgers University
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degree grantor
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Graduate School - New Brunswick
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school
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Text
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theses
OriginInfo
DateCreated
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2007
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2007
Language
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English
PhysicalDescription
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electronic
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application/pdf
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text/xml
Extent
vii, 46 pages
Abstract
Financial 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.
Note
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M.S.
Note
(type = bibliography)
Includes bibliographical references (p. 46).
Subject
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Topic
Computer Science
Subject
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Topic
Domain-specific programming languages
Subject
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(authority = ETD-LCSH)
Topic
Programming software--Design
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Graduate School - New Brunswick Electronic Theses and Dissertations
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rucore19991600001
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http://hdl.rutgers.edu/1782.2/rucore10001600001.ETD.16747
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ETD_556
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NjNbRU
Identifier
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doi:10.7282/T30P10F6
Genre
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ETD graduate
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Rights
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The author owns the copyright to this work.
Copyright
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Copyright protected
Availability
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Open
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Name
anupam mediratta
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Copyright holder
Affiliation
Rutgers University. Graduate School - New Brunswick
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Non-exclusive ETD license
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Author Agreement License
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I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
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Technical
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263680
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