Book Image

F# for Quantitative Finance

By : Johan Astborg
Book Image

F# for Quantitative Finance

By: Johan Astborg

Overview of this book

F# is a functional programming language that allows you to write simple code for complex problems. Currently, it is most commonly used in the financial sector. Quantitative finance makes heavy use of mathematics to model various parts of finance in the real world. If you are interested in using F# for your day-to-day work or research in quantitative finance, this book is a must-have.This book will cover everything you need to know about using functional programming for quantitative finance. Using a functional programming language will enable you to concentrate more on the problem itself rather than implementation details. Tutorials and snippets are summarized into an automated trading system throughout the book.This book will introduce you to F#, using Visual Studio, and provide examples with functional programming and finance combined. The book also covers topics such as downloading, visualizing and calculating statistics from data. F# is a first class programming language for the financial domain.
Table of Contents (17 chapters)
F# for Quantitative Finance
Credits
About the Author
About the Reviewers
www.PacktPub.com
Preface
Index

Conversion functions


There are no implicit conversions in F# as conversions have to be done manually using conversion routines. Conversion must be made explicitly between types using the operators that are described in the following table:

Operator

Example

Description

byte

byte x

Overloaded conversion to a byte

sbyte

sbyte x

Overloaded conversion to a signed byte

int16

int16

Overloaded conversion to a 16-bit integer

uint16

uint16

Overloaded conversion to an unsigned 16-bit integer

int32, int

Int32 x, int x

Overloaded conversion to a 32-bit integer

uint32

uint32 x

Overloaded conversion to an unsigned 32-bit integer

int64

int64 x

Overloaded conversion to a 64-bit integer

uint64

uint64 x

Overloaded conversion to an unsigned 64-bit integer

nativeint

nativeint x

Overloaded conversion to a native integer

unativeint

unativeint x

Overloaded conversion to an unsigned native integer

float, double

float x, double x

Overloaded conversion to a 64-bit IEEE floating-point...