SYSTEM AND METHOD FOR MODELING AND VERIFYING FINANCIAL TRADING PLATFORMS

摘要

A computer-implemented method assesses operation of a financial computing system (FCS). An assessment computer system generates code for a model of the FCS that comprises a model specification for the FCS and a model environment for the FCS. The code for the model uses a type-system based logical programming language that supports typed recursive functions. The assessment computer system generates mathematical axioms that describe the operation of the FCS by compiling the code for the model and assesses the operation of the financial computer system by analyzing the mathematical axioms.

主权项

1. A computer-implemented method for assessing operation of a computerized trading forum where financial instruments are traded, the method comprising:
generating, by an assessment computer system, code for a model of the trading forum that comprises:
a model specification for the trading forum that defines operational aspects of the trading forum; anda model environment for the trading forum that comprises an axiomatized library of executable source code about one or more characteristics of the trading forum,wherein the code for the model comprises a type-system based logical programming language; generating mathematical axioms that describe the operation of the trading forum by compiling, by the assessment computer system, the code for the model, wherein the mathematical axioms are generated in part based on axiomatic operational semantics of the type-system based logical programming language of the code for the model; and assessing the operation of the trading forum by analyzing, by the assessment computer system, the mathematical axioms that describe the operation of the trading forum.