I don't know how many of the other people on this list are actually going to *be* at OSCON. I will.
I think it is important to think about the kinds of problems the audience is trying to solve, as well as the context in which they are trying to solve them. For the most part, the attendees at OSCON work on system software: operating systems, operating system services (printing, packaging, scheduling, etc), network & distributed computing infrastructure, databases, languages, and every imaginable variation on the word web.
1) Build a simple database access layer that is immune to SQL injection attacks from user input (using the type system to guarantee that safety). Include the FFI portion (FFI is a point of paranoia about any "new" language). Now the, the audience values the type system.
2) Show something appallingly simple, yet blazingly fast. Demonstrate that it is blazingly fast. I would implement "wc -l" using data.Bytestring.lazy and run in over a huge file. It's a one line program and it will run faster than the built in unix command. Explain that its fast because of GHCs rewrite rules. Explain that the rewrite rules are only possible because of purity. Now the, the audience values purity.
3) Build a simple combinator framework that supports multiple evaluation schemes (like your derivative framework that supported both valuation and settlement processes). For this audience, it might be cool to build a simple package system that both installed software and later verified the integrity of the installation. Although, if you *wanted* to present "How to write a financial contract" I could not object. Quantitative finance is my business and I promise to be in the audience for this.
Also, see if Audrey Tang is going to be present. If she is, consider enlisting her support. Haskell has *enormous* credibility in the Perl 6 community because of PUGS. I recently had a conversation with Jesse Vincent, the Perl 6 program manager. He said that the majority of the Perl 6 community is aware that PUGS (and therefore Haskell) are crucial to the success of Perl 6. Perl has its own track at this conference.
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