LexiFi Blog
lexifi.com · Company blog · on HN since 2009
LexiFi, a financial software company, writes about OCaml internals and a contract description language for modelling financial derivatives.
What HN saysHN links it for its algebraic description of financial contracts and its OCaml posts, such as unboxed floats, which commenters cite as explanations.
16HN people shared it
10linked it in comments
6stories submitted
28story points
5 years agolast shared
2009people per year2026
Most-shared posts
- 1Dynamic types2 people · 2 points · first shared 2015 · discussion on HN
- 2MLFiPaper.pdf2 people · first shared 2016
- 3About unboxed float arrays1 people · 13 points · first shared 2015 · 1 comments on HN
- 4Runtime types in OCaml1 people · 7 points · first shared 2011 · 3 comments on HN
- 5Real world Haskell: modelling financial derivatives [pdf]1 people · 3 points · first shared 2015 · discussion on HN
- 6(OCaml) Migrating to floatarray: experience report1 people · 2 points · first shared 2021 · discussion on HN
- 7Inlined records in OCAML constructors1 people · 1 points · first shared 2014 · discussion on HN
- 8Instrumentbox1 people · first shared 2020
- 9MLFiPaper.pdf1 people · first shared 2010
- 10Unboxed floats ocaml1 people · first shared 2020
- 11Contract description language1 people · first shared 2015
- 12Homepage1 people · first shared 2021
- 13Runtime types.pdf1 people · first shared 2011
- 14Frankau.pdf1 people · first shared 2009
What HN people wrote when they linked it
naasking · 2016-06-21
> I'd love to see an example of such a restricted contract language.
A Formal Language for Analyzing Contracts, http://szabo.best.vwh.net/contractlanguage.html
Composing contracts:
an adventure in nancial engineering, https://lexifi.com/files/resources/MLFiPaper.pdf
kurtosis · 2010-04-19
Well I love python, but this reminds me of a set of an old paper by Peyton-Jones of GHC fame, which developed a Haskell combinator lib that did something like this. I'm sure the state of the art has left this system long behind, but it's a pretty interesting concept.
Composing contracts: an adventure in financial engineering, Simon Peyton Jones, Jean-Marc Eber, Julian Seward. ICFP, 2000
http://www.lexifi.com/downloads/MLFiPaper.pdf
See also:
http://homepages.inf.ed.ac.uk/wadler/realworld/lexifi.html
curiousgal · 2021-11-09
Heck, even Ocaml!
https://www.lexifi.com/
simias · 2020-08-03
For those who like me aren't familiar with the concept of "float boxing", I think this is the same thing: https://www.lexifi.com/ocaml/unboxed-floats-ocaml/
Basically if I understand correctly this removes an indirection when using floats, probably reducing the memory footprint and improving performance.
amykyta · 2020-03-27
Here is an interesting use https://www.lexifi.com/instrumentbox/. Algebraic description of financial contracts that then gives all sorts of common features you want to analyze them ‘for free’.
narak · 2017-09-23
This seems like a legitimate use-case for permissioned ledgers where various lenders have necessarily siloed lending history data but also have an interest in seeing what data everyone else has for prospective lendees.
In the longer run, you can imagine not just credit history data being exchanged (with the permission of the borrower perhaps) but also the ability to trade the loan products themselves, most of which is done OTC right now. Fixed income contracts can be described as "smart contracts" [1]
[1] https://lexifi.com/files/resources/MLFiPaper.pdf
jackgavigan · 2015-10-22
FpML (Financial Products Markup Language) was conceived shortly before the paper referenced in the blog post.[1]
One of the paper's authors went on to create MLFi, a modelling language for finance[2]
This stuff is a bit esoteric but I think it will attract more attention because of its relevance to smart contracts.
1: http://www.fpml.org/
2: https://www.lexifi.com/product/technology/contract-description-languag…
gsg · 2015-03-31
Yeah, that gives something of the flavour. (I was thinking of the record encoding at http://www.lexifi.com/blog/dynamic-types, myself.)
obtu · 2011-12-08
There's a self-signed certificate over there, here is a direct link to the slides: http://www.lexifi.com/files/resources/runtime_types.pdf
Patient0 · 2009-11-26
For a good counter counter example to this guy's rant:
Functional Payout Framework used for exotic options pricing at Barclays Capital, developed entirely in Haskell: http://www.lexifi.com/downloads/frankau.pdf