ThetaML Handbook

ThetaML Handbook

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Description

ThetaML is a modeling language developed by Thetaris. It describes financial products in a simple and general way. ThetaML introduces tools for intuitive model design, powerful analyses and automated productions. It focuses on financial product structural features and abstracts these structural features from model processes and numerical details. As domain specific language, ThetaML bundles together functional and procedural programming styles. Important features of this language include: Domain specific language for financial contract design Programming in chronological order and computational order Implicit handling of scenario- and time- indices Virtual multi-threading of paralleled models Built-in conditional expectations of financial variables Pre- and post-conditions on models to ensure model correctness This book documents the language syntax of ThetaML. It starts with a summary of the language features, followed by a chapter on ThetaML language syntax. The ThetaML type system, interfaces and workflows are detailed in later chapters. There are many code examples to help understand the language commands and functions. Two tutorials further apply ThetaML to pricing and hedging financial contracts. The final chapter offers many tips and tricks for more efficient use of ThetaML in financial settings.show more

Product details

  • Paperback | 217 pages
  • 208 x 208 x 14mm | 458.13g
  • Winterwork
  • English
  • 3864680891
  • 9783864680892