chris-taylor

(* Define monadic operations for a list *)
let return x = [x]

let (>>=) lst f = List.concat (List.map f lst)


(* Generate the combinations of k distinct objects from a list *)

(* Simple version 

chris-taylor

FX Forwards

The standard no-arbitrage price $F_{t,T}$ for currency forwards when the spot price is $S_t$, the domestic rate is $r_d$ and the foreign rate is $r_f$ is

$$F_{t,T} = S_t (1 + (r_d-r_f)(T-t) )$$

and the price time $\delta t$ later is

chris-taylor

<h1 id="fx-forwards">FX Forwards</h1>

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chris-taylor

import Data.Map (Map, (!), insert, empty)
import Control.Monad.State (StateT, put, get, liftIO, evalStateT)
 
type Val = Int
type Var = String
 
data Instruction =
    Set Val Var
  | Print Var
  | Add Var Var Var

chris-taylor

select []     = []
select (x:xs) = (x,xs) : select xs

pairs nums = [(a, b) | (a, bs) <- select nums, b <- bs]

triples nums = [(a,b,c) | (a,bs) <- select nums, (b,cs) <- select bs, c <- cs]

overlap (a,b,c) (d,e,f) = 
	case compare a d of

chris-taylor

{-# LANGUAGE GADTs #-}

module Spreadsheet where

import Control.Applicative
import Control.Monad (forM_)
import Data.IORef
import Data.List (union)
import Data.Unique

chris-taylor

function b = isdual(a)
%ISDUAL Return true if a is of class Dual, else return false
    b = strcmp(class(a),'Dual');
end

chris-taylor

function SetDefault(argname,value)
%SETDEFAULT Provide a default value of VALUE for the argument ARGNAME.
%
%USAGE
%   SetDefault('x',1)
%   If no variable 'x' exists in the calling function, or if the variable exists
%   but it is empty, then this call assigns the value 1 to 'x'. If the variable
%   'x' already exists, and is non-empty, then no action is taken.
%

chris-taylor

import Control.Monad.ST
import Data.STRef

-- Primitive actions

getSignal wire = wire GetSignal

setSignal wire x = wire (SetSignal x)

addAction wire proc = wire (AddAction proc)

chris-taylor

import random
import time

N = 200
binsize = 8000;
xs = [100 * random.randint(1,40) for i in range(N)]

print '\nObjects to be packed:\n'
print xs