Adventures in Formalisation: Financial Contracts, Modules, and Two-Level Type Theory

TL;DR

This paper explores three projects applying proof assistants to programming language theory and mathematics, including certified compilation for financial contracts, formal reasoning with complex module systems, and implementing two-level type theory.

Contribution

It introduces novel formal techniques and implementations in Coq and Lean for financial contracts, module systems, and two-level type theory, advancing proof assistant applications.

Findings

Certified compilation of financial contracts with formal correctness proofs

Formal reasoning techniques for nested and mutually inductive structures in Coq

Implementation of two-level type theory in Lean with applications to inverse diagrams

Abstract

We present three projects concerned with applications of proof assistants in the area of programming language theory and mathematics. The first project is about a certified compilation technique for a domain-specific programming language for financial contracts (the CL language). The code in CL is translated into a simple expression language well-suited for integration with software components implementing Monte Carlo simulation techniques (pricing engines). The compilation procedure is accompanied with formal proofs of correctness carried out in Coq. The second project presents techniques that allow for formal reasoning with nested and mutually inductive structures built up from finite maps and sets. The techniques, which build on the theory of nominal sets combined with the ability to work with isomorphic representations of finite maps, make it possible to give a formal treatment, in Coq, of a higher-order module system, including the ability to eliminate at compile time abstraction barriers introduced by the module system. The development is based on earlier work on static interpretation of modules and provides the foundation for a higher-order module language for Futhark, an optimising compiler targeting data-parallel architectures. The third project presents an implementation of two-level type theory, a version of Martin-Lof type theory with two equality types: the first acts as the usual equality of homotopy type theory, while the second allows us to reason about strict equality. In this system, we can formalise results of partially meta-theoretic nature. We develop and explore in details how two-level type theory can be implemented in a proof assistant, providing a prototype implementation in the proof assistant Lean. We demonstrate an application of two-level type theory by developing some results on the theory of inverse diagrams using our Lean implementation.