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 01

Product Brochures

Document description	Format	Size	Last update
LexiFi Platform	PDF	791 KB	Mar 07
LexiFi Apropos	PDF	1.0 MB	May 08
LexiFi pour les fonds à formule (in French)	PDF	112 KB	Jan 05

LexiFi Usage Scenarios

Document description	Format	Size	Last update
Structurers and Salespeople	HTML		Jan 07
Quantitative Analysts	HTML		Jan 05
Middle Office	HTML		Jan 05
Risk Managers	HTML		Jan 05
Application Developers	HTML		Jan 05
Structured Fund Managers (in French)	HTML		Jan 05

Product Focus

Document description	Format	Size	Last update
Equity Derivative Structuring Case Study	PDF	268 KB	Jan 05

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 03
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 05

FAQ

Document description	Format	Size	Last update
Frequently asked questions about LexiFi's products and technology.	HTML		Mar 05

White Papers

Document description	Format	Size	Last update
Structuring, Pricing, and Processing Complex Financial Products with MLFi. Describes MLFi concepts and applications.	PDF	290 KB	Jan 05
Structured Products and Time Travel. Reviews potential solutions for overcoming the challenges of valuing structured products on past, present, and future dates.	PDF	95 KB	Jan 04

Books

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).
Robert Pickering, software engineer at LexiFi, has written "Foundations of F#," the first book on F#, a new programming language developed by Microsoft that shares a common core syntax with OCaml, the language on which LexiFi's MLFi language is based (Apress, May 2007, ISBN: 1-59059-757-5).

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 00

Caml

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.

Objective Caml 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
Caml 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
LexiFi is a member of the Caml Consortium, which also includes Dassault Aviation, Dassault Systèmes, Intel, Microsoft, and XenSource.	HTML
Paper discussing the merits of functional programming languages.	PDF