It may be of interest to some that Bloomberg has an ocaml based DSL built in for pricing exotic derivatives.
Ocaml at Bloomberg, <a href="https://news.ycombinator.com/item?id=28278553">https://news.ycombinator.com/item?id=28278553175 points on Aug 23, 2021 | 138 comments
Right but it's also exposed (I'm not sure if it's actually pure ocaml but it is presumably a form of it) to users
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175 points on Aug 23, 2021 | 138 comments
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