gchiaramonte / netrium

Pre­cise descrip­tion and oper­a­tional exe­cu­tion of exotic contracts.

About

Netrium enables financial engineers to precisely describe and execute both simple and exotic contracts with both financial and physical delivery.

The Netrium project offers a Haskell based domain specific language and dedicated compiler to support the definition and operational exe­cu­tion of fin­an­cial and phys­ical energy con­tracts, with arbit­rary option­al­ity and con­di­tion­al­ity. This helps trad­ing desks con­trol the oper­a­tional risk asso­ci­ated with non-standard trans­ac­tions. The imple­ment­a­tion is based on the aca­demic paper Adven­tures in Fin­an­cial Engin­eer­ing by Simon Peyton Jones and Jean-Marc Eber, with a range of extensions to allow for path-dependent contracts and support for physical commodities.

License

The Netrium codebase is licensed under the permissive MIT license.

We ask that any ports to other languages retain reference to netrium.org.

Contacts

• For further information about the software, please contact: [email protected]

Documentation

The following documentation will be useful to understand the Netrium Language and tools:

• Language Introduction
• Command Line Tools

Copyright

Netrium is Copyright 2009-2018 Netrium.org Contributors.