I am working on an interpreted quant finance library for rapid prototyping of equity derivatives mostly. I do not have any experience with such languages (I've heard of Goldman-Sach's Slang, but have never seen it).
What sort of functionality is found in such languages, and do they have some unique features which correspond to the financial markets?
Perhaps, every company has something on their own, but there are some materials available on the web ( mainly about DSL-s ):
As for your own language ( and libraries / runtime! ) - there is not too much to say whithout knowing your requirements ( to name just few, which immediately came to my mind when I started to think about it ):