F# Resources

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F# external libraries

FParsec

FParsec is an F# adaptation of Parsec, the popular parser combinator library for Haskell by Daan Leijen. It can parse context-sensitive, infinite look-ahead grammars, has complete support for unicode input and large files (> 4 GB) and produces excellent error messages. Design and implementation of the library have been thoroughly optimized for speed. FParsec is distributed under a permissive open source license (BSD-style).

F# for Numerics

All the numerical methods you will ever need in a single beautifully-integrated F# library with an elegant functional interface:

F# for Numerics

FsCheck

FsCheck is a tool for testing F# programs automatically. The programmer provides a specification of the program, in the form of properties which functions, methods or objects should satisfy, and FsCheck then tests that the properties hold in a large number of randomly generated cases.

FsUnit

FsUnit is a stand-alone specification framework for use with the F# programming language. Written itself in F#, it offers a functional alternative to traditional imperative frameworks.

Quantifa

Quantifa is an F# open-source library for quantitative finance and risk management. Quantifa can be viewed as a functional programming version of QuantLib and QLNet.

Excel Financial functions for .NET

Financial Functions is a .NET library that provides the full set of financial functions from Excel. The main goal for the library is compatibility with Excel, by providing the same functions, with the same behaviour. Note though that this is not a wrapper over the Excel library; the functions have been re-implemented in managed code so that you do not need to have Excel installed to use this library.