Our seminar series is free and available for anyone to attend. Unless otherwise stated, seminars take place on Wednesday afternoons at 2pm in the Kilburn Building during teaching season.

If you wish to propose a seminar speaker please contact Antoniu Pop.


Commercial uses of functional programming: Domain-specific languages in investment banking

  • Speaker:   Dr  Simon Frankau  (Barclays Capital)
  • Host:   Mikel Lujan
  • 25th November 2009 at 14:15 in Lecture Theatre 1.4, Kilburn Building
The functional approach is slowly escaping from academia. Languages like F# are starting to interest commercial programmers. If you want to see what the future might be like, why not look at one of the existing commercial functional projects?

FPF, the Functional Payout Framework, is a domain-specific language implemented in Haskell which demonstrates how good old computer science abstraction can be applied to very concrete problems.

The talk will introduce the kind of computational problems we face in investment banking (and why we need thousands of servers and dozens of professional mathematicians). We will then discuss the challenges of building IT systems which can hold everything together in a continually-changing commercial landscape, and how FPF has changed our lives. Finally, we will discuss the details of the language and our experiences in using Haskell in a commercial setting.
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