Archive for June, 2008

Erlang Exchange User Groups session

June 25, 2008 on 8:12 am | By ganesh | In | No Comments

The Erlang Exchange 2008 conference will include a “user groups” session tomorrow (i.e. Thursday 26th June) evening at 6pm. This session will be free to attend as long as you register first using the form on the webpage. Several London programming language user groups will be giving brief (15 minute) presentations - I’ll be talking about “Concurrent and Multicore Haskell”, drawing heavily on Bryan O’Sullivan’s talk to the BayFP user group last month.

Apologies for the short notice.

Next meeting: Paradise, a DSEL for derivatives pricing

June 9, 2008 on 7:42 pm | By ganesh | In | 8 Comments

The next meeting of the London Haskell User Group will be on Wednesday 25th June from 6:30PM at City University. Lennart Augustsson from Credit Suisse will be talking about his work there:

Creating a new pricing model for a financial derivative model consists of plumbing together generic low level analytics and creating a user friendly interface for the model.

The low level analytics is typically written in C++ and the user interface is often Excel.

We have developed a domain specific embedded language in Haskell for creating pricing models.

The programmer of the pricing model make a high level description of how to put the analytics together and what the user interface should look like, and from this the pricing model is generated.

I’m not sure if Neil will be available to video it this time, so if anyone else has the required equpiment and would like to volunteer to do so, that’d be great!

Edit: I’d accidentally disabled comments on this post. Now fixed, just in case anyone was desperate to make one!

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