Resources

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

LexiFi in the News

Document description	Format	Size	Last update
The Risk Awards 2001 - Software Product of the Year - MLFi	PDF	240 KB	Jan 2001

Brochures

Document description	Format	Size	Last update
LexiFi Company Overview	PDF	1.1 MB	Jun 2009
LexiFi Apropos	PDF	733 KB	Jun 2009
LexiFi Platform	PDF	786 KB	Mar 2007
Solution Brief - Distribution of Structured Investment Products by Private Banks	PDF	456 KB	Jun 2009
Solution Brief - Embedded Solutions for Software Vendors and Service Providers	PDF	529 KB	Jun 2009
LexiFi pour les fonds à formule (in French)	PDF	74 KB	Jan 2005

LexiFi Usage Scenarios

Document description	Format	Size	Last update
Structurers and Salespeople	HTML		Jan 2007
Quantitative Analysts	HTML		Jan 2005
Middle Office	HTML		Jan 2005
Risk Managers	HTML		Jan 2005
Application Developers	HTML		Jan 2005
Structured Fund Managers (in French)	HTML		Jan 2005

Product Focus

Document description	Format	Size	Last update
Equity Derivative Structuring Case Study	PDF	268 KB	Jan 2005

Presentations

Document description	Format	Size	Last update
Compositional Description, Valuation, and Management of Financial Contracts: The MLFi Language. Provides an introduction to the Modeling Language for Finance (MLFi).	PowerPoint	325 KB	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	1.2 MB	Jan 2005

FAQ

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

White Papers

Document description	Format	Size	Last update
Structuring, Pricing, and Processing Complex Financial Products with MLFi. Describes MLFi concepts and applications.	PDF	150 KB	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	71 KB	Jan 2004

Book

Document description	Format	Size	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

Academic Paper

Document description	Format	Size	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	286 KB	Sep 2000

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	Size	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