UnRisk Goes Multi Language II

In UnRisk Goes Multi Language I have outlined the All-New UnRisk concept of representing the domain-specific programming front-end in different languages.

We have now extended our code examples for the valuation of an exemplary instrument under a Heston model from C++, Python to Mathematica and MatLab. See UnRisk Multi Language.

You might see from the patterns that the automatic generation of the interfaces in other languages, like Java, C#, Objective C, ... will be easy.

It is amazing that our careful design from the beginning pays back now. It enables us to apply reverse innovation.