flxldn.

While reading “C++ Design Patterns and Derivatives Pricing” by Mark S. Joshi I figured that most of these things could be very easily (and most probably efficiently) done in Haskell, so I started to write this up.

The link goes to the github repository - if only interested in the actual document, look at Main.pdf. All the sample programs are there as code which serves at the same time as part of the main document.