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
mhh__ · · focus · HN ↗
kristianp · · focus · HN ↗
175 points on Aug 23, 2021 | 138 comments