Linear Types for Cashflow Reengineering

  • Torben Æ Mogensen
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2890)


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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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Torben Æ Mogensen
    • 1
  1. 1.DIKUUniversity of CopenhagenCopenhagen ODenmark

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