First, we have unleashed our programming power behind UnRisk solutions - UnRisk-Q.
It provides every financial object and function in a domain-specific programming front-end, represented in Mathematica.
As mentioned earlier here, we go far beyond - the All-New UnRisk .
It will be multi language, platform agnostic, inherently parallel and cross platform. Languages we will support are C++, Python, Mathematica, Matlab and others, like C#, Objective C, Java ... by request priority.
We achieve genericity by applying reverse innovation - the quant-proof Mathematica constructs will be represented in the other languages. All language APIs will call an engine that has a unified expression layer in OpenCL.
As examples for the use of builder patterns, we show the construction of two moderately complex equity options to be modeled under a Heston model - represented in C++ and Python, prototypically for UnRisk Multi Language.
