Model driven engineering in finance: Bond valuation, from formulae to code

Asad Rahman, Kevin Lano, Howard P. Haughton. Model driven engineering in finance: Bond valuation, from formulae to code. In Hessa Alfraihi, Francesco Basciani, Georgiana Caltais, Nicolas Ferry 0001, José Antonio Hernández López, Ludovico Iovino, Robbert Jongeling, Stefan Klikovits, Shekoufeh Kolahdouz Rahimi, Riccardo Rubei, Sobhan Yassipour Tehrani, Javier Troya, Mairieli Wessel, Vadim Zaytsev, editors, Proceedings of the STAF 2024 Workshops: AgileMDE 2024, LLM4MDE 2024, and MeSS 2024 co-located with the International Conference on Software Technologies: Applications and Foundations (STAF 2024) Enschede, The Netherlands, July 8-11, 2024. Volume 3727 of CEUR Workshop Proceedings, pages 50-54, CEUR-WS.org, 2024. [doi]

Abstract

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