Lexifi.com > Resources
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 | 240 KB | Jan 01 |
Product Brochures
| Document description | Format | Size | Last update |
| LexiFi Platform | 791 KB | Mar 07 | |
| LexiFi Apropos | 1.0 MB | May 08 | |
| LexiFi pour les fonds à formule (in French) | 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 | 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. | 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. | 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. | 95 KB | Jan 04 |
Books
| Document description | Format | Size | Last update |
|
A key part of LexiFi's research is exposed in a book
| |||
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. | 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 |
|
|
| 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. |

For more information about LexiFi's products
and services please send an e-mail to