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One of the staring points was
Composing contracts: an adventure in financial engineering, by S. Peyton-Jones, J.-M. Eber and P. Seward → PDF or search here
what later became a commercial project run by Jean-Marc Eber - a company LexiFi located in Paris.
Recently receiving a recognition globally- Bloomberg Integrates LexiFi’s Technology to Support its New Derivatives Library DLIB
You may want to check one of the videos:
Composing Contracts – An Adventure in Financial Engineering, by Simon Peyton-Jones (of Microsoft Research Cambridge)
Beyond Valuation, keynote by Jean-Marc Eber (of LexiFi)
Language: OCaml, Haskell
Year 2008.
Language: OCaml, MLFi
Year 2013.
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