USA is full of weapon of mass destruction. You may agree or not that policy but the sheer fact that is true means that most contries go for
- Ignore it and hope they don't destabilize the region / world.
I work at Bloomberg in derivatives. C++ is our backbone but there is definitely a lot of OCaml in production. To tell it all we have BLAN, an OCaml-ish language that you (as our customer) can use to structure (exotic) derivative contracts and get them priced in DLIB.
Smart contract languages look still in infancy as practical applications are audit trails with stronger guarantees and lower operating costs.
What you are thinking of sounds like a far more advanced deal management system.
Besides, is it even possible to invent a way to trade risk in such a way that if one party hold unbounded exposure before the trade then after the trade both parties have bounded exposure? does it even make sense to have unbounded risks in system that is inescapably formal and will hold a bounded amount of money at each time? One could argue that risks that look unbounded are usually (as in without a ledger) handled less formally (ie: state bailout, https://www.forbes.com/sites/jamesconca/2016/03/10/after-fiv...)
(Disclaimer: I work for Bloomberg on DLIB BLAN that is a contract language for structuring, pricing and managing exotic derivatives, no block-chains involved)
No gil. Draw your own neural network, pipeline or graphical model in an idiomatic way. If you can display profiling data on top of the code visualization you can go faster toward optimizing the most time consuming parts of your code. For a data scientist all this is gold.
No gil. Draw your own neural network, pipeline or graphical model in an idiomatic way. If you can display profiling data on top of the code visualization you can go faster toward optimizing the most time consuming parts of your code. For a data scientist all this is gold.
During an interview they told me back in the days the state of the art was delivery boys running between wall street and banks and other firms with (often unlabeled) paper notes... and that was as "real time" as you could get