Has anyone worked with DSLs (Domain Specific Languages) in the finance domain? I am planning to introduce some kind of DSL support in the application that I am working on an
We worked on the idea of creating a financial valuation DSL with Fairmat ( http://www.fairmat.com )
-it exposes a DSL which can be used to express pay-offs and payment dependencies -it contains an extension model for creating new types of analytic and implementations of theoretical dynamics using .NET/ C# with our underlying math library (see some open source examples at https://github.com/fairmat