Paradise: a two-stage DSL embedded in Haskell

Authors:
Lennart Augustsson;Howard Mansell;Ganesh Sittampalam
Affiliations:
Credit Suisse, London, United Kingdom;Credit Suisse, New York, NY, USA;Credit Suisse, London, United Kingdom
Venue:
Proceedings of the 13th ACM SIGPLAN international conference on Functional programming
Year:
2008

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Abstract

We have implemented a two-stage language, Paradise, for building reusable components which are used to price financial products. Paradise is embedded in Haskell and makes heavy use of type-class based overloading, allowing the second stage to be compiled into a variety of backend platforms. Paradise has enabled us to begin moving away from implementation directly in monolithic Excel spreadsheets and towards a more modular and retargetable approach.