Domain Specific Language Trading

I give an overview with a real case example on how to build your own domain specific language in python.

Domain specific language trading. A domain specific language dsl is a language meant for use in the context of a particular domain. Howard mansell credit suisse. A domain could be a business context e g banking insurance etc or an application context e g a web application database etc in contrast a general purpose language gpl can be used for a wide range of business problems and applications. Cyril schmidt and anne elisabeth tran qui.

Training on domain specific languages dsl the rapid changes in the multiple supercomputing architectures used to run weather and climate codes and the different programming models used seriously affect the development productivity and the ability to retain a single source code running efficiently everywhere. There are a wide variety of dsls ranging from widely used languages for common domains such as html for web pages down to languages used by only one or a few pieces of software such as. Lee momtahan edf trading. By challenging the prevailing assumption of training language models on out domain knowledge researchers showcased how domain specific training can significantly outperform mix domain trading as well as continual training which in turn will lead to performing an extensive range of specialised nlp applications and tasks.

An example from their manual. A tailor made language for experts 2 domain specific with a limited purpose providing a concise notation using expert vocabulary and abstractions providing type safety and restricted expressivity semantic checks disallow nonsensical content language constructs are added as and when required automating common tasks and data structures. Counterparty risk calculations at abn amro bank. The default case in haskell.

According to fowler s domain specific languages internal dsls are a particular form of api in a host general purpose language often referred to as a fluent interface fowler 2010. A domain specific language dsl is a computer language specialized to a particular application domain this is in contrast to a general purpose language gpl which is broadly applicable across domains. Scala at edf trading. Quantitative finance in f.

It is a domain specific langauge for trading stocks. Trading strategies have a finite set of defining components. This training course provides insights into the dsls considered in esiwace2 psyclone and the dawn dsl ecosystem and demonstrates how to apply them to weather and climate models. Implementing a domain specific language for derivative pricing with scala.