Composing Contracts Part 3: Sample Implementation

module Contracts

open System

open System.Linq

open ContractDataTypes

let date s = Date (DateTime.Parse s)

let one c = One c

let scale k c = Scale(k, c)

let konst x = rx { return x }

let (==*) l r = rx { let! x = l

                     let! y = r

                     return x = y }

let obsTime = rx { let! x = Observable.Interval(TimeSpan.FromSeconds(1.0))

                   return Date(DateTime.Today.AddSeconds (float x)) }

let at t = obsTime ==* (konst t)

let cWhen t c = When (t, c)

// zero-coupon bond

let zcb t x k = cWhen (at t) (scale (konst x) (one k))

let rec eval c = match c with

                 | When (t, c) -> rx { let! x = t

                                       if x then

                                            return! (eval c)  }

                 | Scale (k, c) -> rx { let! x = k

                                        let! y = eval c

                                        return x * y }

                 | One c -> match c with

                            | GBP -> rx { return Money (1.0, GBP) }

                            | USD -> rx { return Money (0.675310643, GBP) }