Abstract

We present a variation on literate programming (see Knuth: 1984, 1992) targeting multiple simultaneous readerships, both human (e.g., coders, testers, analysts, etc.) and compilers/interpreters (e.g., C , Python, Fortran, etc.). The technique exploits existing commenting syntax available in all common programming languages to provide inline documentation and other semantic markup, which can then be used in test generation and code translation. To keep the problem manageable, we restrict attention to scientific function libraries (i.e., libraries of numerical routines adhering to the functional programming rule of “no side effects”). We offer a prototype implementation in XSLT and DocBook.

Link to Paper »

Authors

Mark D Flood, Matthew McCormick, Nathan M Palmer

Year

2012

Journal

Available at SSRN 2113535

Keywords

computational finance, financial markets

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