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A port of an implementation of Composing contracts: an adventure in financial engineering, by Simon Peyton Jones
Scala Shell
branch: master

Merge pull request #7 from yuriylesyuk/master

M2 - Theme: Options; add european and american options; add another use case (model and calculations, Antony Banks); make the DSL more debug-friendly (tracing).
latest commit abe77fe635
@yuriylesyuk yuriylesyuk authored

Scala Contracts


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This is an implementation of Simon Peyton-Jones's Composing contracts: an adventure in financial engineering based on a Haskell implemention by Anton van Straaten.

At present, the code is a brutal transformation of Anton's work into Scala and in need of much refinement.

All thoughts, suggestions and contributions are most gratefully accepted. Particularly new models, and tests!

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