ICFP 2024
Mon 2 - Sat 7 September 2024 Milan, Italy
Sat 7 Sep 2024 16:22 - 16:45 at Orange 2 - OCaml ecosystem and applications Chair(s): Pierre Chambart

We describe our experience with applying recursion schemes in OCaml to a compiler for a domain-specific language used for modelling financial contracts. We have used recursion schemes successfully to structure our traversals and integrate hash-consing and memoization in a reasonably principled and non-invasive manner.

Paper (ocaml2024-final3.pdf)241KiB

Tim Williams has been programming computers for more than 40 years and has worked in the finance industry for more than 20 years, the latter half of which he has specialized in applying functional programming languages. He is currently a Quantitative Developer at Bloomberg. He holds a Ph.D. in physics from the University of Bristol.

Sat 7 Sep

Displayed time zone: Amsterdam, Berlin, Bern, Rome, Stockholm, Vienna change