Resources

The following documents address questions about LexiFi's products and technology. Please visit the About LexiFi section for corporate information.

Brochures

Document description	Format	Last update
LexiFi Company Overview	PDF	Jun 2009
LexiFi Apropos	PDF	Jun 2009
LexiFi Platform	PDF	Mar 2007
Solution Brief - Distribution of Structured Investment Products by Private Banks	PDF	Jun 2010
Solution Brief - Asset Management: Central Utility for Derivatives and Structured Products	PDF	Aug 2010
Solution Brief - Embedded Solutions for Software Vendors and Service Providers	PDF	Jul 2010

White Papers

Document description	Format	Last update
Structuring, Pricing, and Processing Complex Financial Products with MLFi. Describes MLFi concepts and applications.	PDF	Jan 2005
Structured Products and Time Travel. Reviews potential solutions for overcoming the challenges of valuing structured products on past, present, and future dates.	PDF	Jan 2004

Academic Paper

Document description	Format	Last update
Simon Peyton Jones, Jean-Marc Eber, and Julian Seward, Composing Contracts: An Adventure in Financial Engineering. Best EAPLS (European Association for Programming Languages and Systems) Paper Award at PLI 2000, September 2000, Montreal.	PDF	Sep 2000

Presentations

Document description	Format	Last update
Compositional Description, Valuation, and Management of Financial Contracts: The MLFi Language. Provides an introduction to the Modeling Language for Finance (MLFi).	PowerPoint	Mar 2003
Describing, Manipulating and Pricing Financial Contracts: The MLFi Language. Presented at the University of Cambridge, University Finance Seminar on Financial Contract Representation on March 14, 2003. Updated in January 2005.	PDF	Jan 2005

FAQ

Document description	Format	Last update
Frequently asked questions about LexiFi's products and technology.	HTML	Mar 2005

Product Focus

Document description	Format	Last update
Equity Derivative Structuring Case Study	PDF	Jan 2005

Book

Document description	Format	Last update
A key part of LexiFi's research is exposed in a book Simon Peyton Jones of Microsoft Research and Jean-Marc Eber of LexiFi contributed a chapter in the book entitled "The Fun of Programming" edited by Jeremy Gibbons and Oege de Moor (Palgrave Macmillan, March 2003, ISBN: 0333992857).		Mar 2003

Award

Document description	Format	Last update
The Risk Awards 2001 - Software Product of the Year - MLFi	PDF	Jan 2001

OCaml and Functional Programming

MLFi is implemented as an extension of Objective Caml (OCaml for short), a strongly typed functional programming language, available in open source, and developed by INRIA, The French National Institute for Research in Computer Science and Control.

OCaml is a general purpose programming language that combines functional, imperative, and object-oriented programming.

The following links provide background information on the OCaml language and on functional programming:

Document description	Format	Last update
OCaml Language Web site.	HTML
Book: Emmanuel Chailloux, Pascal Manoury, and Bruno Pagano, Developing Applications with Objective Caml.	HTML
Book: Joshua Smith, Practical OCaml, Apress, 2006, ISBN: 1-59059-620-x.	HTML
Book: Pierre Weis and Xavier Leroy, Le Langage Caml, Second Edition, Dunod, Paris, 1999, ISBN:2100043838, in French.
Objective Caml tutorial available in English, French, German, Italian, Japanese, and Korean.	HTML
Objective Caml course material.	HTML
Objective Caml 3.10 documentation.	HTML PDF
Presentation by Alain Frisch on the use of OCaml at LexiFi (in French)	PDF	Dec 2008
LexiFi is a member of the Caml Consortium, which also includes CEA, Citrix, Dassault Aviation, Dassault Systèmes, Intel, Jane Street Capital, Microsoft, and SimCorp.	HTML	Mar 2009
Paper by Simon Frankau et al. on a Haskell application, developed at Barclays Capital, that uses an embedded domain specific functional language to represent and process exotic financial derivatives.	PDF	Jul 2008