Netrium enables financial engineers to precisely describe and execute both simple and exotic contracts with both financial and physical delivery.
The Netrium project offers a Haskell based domain specific language and dedicated compiler to support the definition and operational execution of financial and physical energy contracts, with arbitrary optionality and conditionality. This helps trading desks control the operational risk associated with non-standard transactions. The implementation is based on the academic paper Adventures in Financial Engineering by Simon Peyton Jones and Jean-Marc Eber, with a range of extensions to allow for path-dependent contracts and support for physical commodities.
Note that this code is no longer actively maintained. If you would like to make modifications, please do feel free to fork or submit a pull request. Pull requests that meet the existing code quality will be applied as and when a contributor has time to review it.
The Netrium codebase is licensed under the permissive MIT license.
We ask that any ports to other languages retain reference to netrium.org.
- For further information about the software, please contact: firstname.lastname@example.org
The following documentation will be useful to understand the Netrium Language and tools:
Netrium is Copyright 2009-2015 Netrium.org Contributors.