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Linear Types for Cashflow Reengineering

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Perspectives of System Informatics (PSI 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2890))

Abstract

A while back a major Danish bank approached the programming language group at DIKU for help on designing a language for modelling cash flow reengineering: The process of issuing customised bonds based on income from existing bonds. The idea was to have a simple language that allows non-programmers to describe such reengineering and run statistical simulations of the structures.

We describe the problem and present the design of a cashflow-reengineering language based on the dataflow paradigm and linear types. This language has formed the basis of further development by the bank in question and a variant of it is now in use there.

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Author information

Authors and Affiliations

  1. DIKU, University of Copenhagen, Universitetsparken 1, DK2100, Copenhagen O, Denmark

    Torben Æ Mogensen

Authors
  1. Torben Æ Mogensen
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Editor information

Editors and Affiliations

  1. Technische Universität München, Germany

    Manfred Broy

  2. A.P. Ershov Institute of Informatics Systems, Siberian Branch of Russian Academy of Sciences, 630090, Novosibirsk, Russia

    Alexandre V. Zamulin

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© 2004 Springer-Verlag Berlin Heidelberg

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Mogensen, T.Æ. (2004). Linear Types for Cashflow Reengineering. In: Broy, M., Zamulin, A.V. (eds) Perspectives of System Informatics. PSI 2003. Lecture Notes in Computer Science, vol 2890. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-39866-0_2

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  • DOI: https://doi.org/10.1007/978-3-540-39866-0_2

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-20813-6

  • Online ISBN: 978-3-540-39866-0

  • eBook Packages: Springer Book Archive

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