Composing contracts: an adventure in financial engineering
http://research.microsoft.com/en-us/um/people/simonpj/papers/financial-contracts/contracts-icfp.htm
open System
open ContractDataTypes
open Contracts
let t1 = Date(DateTime.Today.AddSeconds(10.0))
// zero-coupon bond
let c1 = zcb t1 10.0 USD
let ret = eval c1
ret.Subscribe(printf "%A")
Console.ReadLine ()
No comments:
Post a Comment