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I think you should look at DSLs. Seriously.

You can code a domain specific options parser in scala so that your final code actually looks like this -

"@ $20 spot, price 5 calls, @ $25 strike, 59 days to expiry"

This is as simple as it can get. In fact, the senior quants literally say the above line word for word. So its practically English. Can't get any simpler than that.

Reference: http://www.scala-lang.org/node/1403




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