Could you share the paper "How to write a financial contract"?

Questions
1

I want to understand the Contingent Claim library by Digital Asset.

It is based on the following two papers:

[1] Jones, S. Peyton, Jean-Marc Eber, and Julian Seward. “Composing contracts: an adventure in financial engineering.” ACM SIG-PLAN Notices 35.9 (2000): 280-292.

[2] Jones, SL Peyton, and J. M. Eber. “How to write a financial contract”, volume “Fun Of Programming” of “Cornerstones of Computing.” (2005).

The first one is easily available by a Google search. I couldn’t find the second one though, could you share it?

2

The latter is just a revised and updated version of former. One can download both from Microsoft web page Composing contracts: an adventure in financial engineering

1 Like
3

Excellent, thank you!

4

It is worth pointing out that the primitives used in the library are taken from the second paper and differ slightly from those of the first paper. Other than that, the two papers are indeed largely similar.

Matteo

2 Likes