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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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
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