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

Making your first GUI in F#


F# leverages the .NET platform and GUI programming is no exception. All classes from the .NET platform are available in this section. We will concentrate on the one from the System.Windows.Forms namespace.

It's possible to use the same code from F# Interactive and modify the GUI on the fly. We will look at this in more detail in the Displaying data section.

Let's look at an example where we make use of a .NET form and a button. The button will be connected to an event handler called for every click on the button. As you can see when you read the code, event handlers are higher-order functions that result in a clean and compact code.

open System.Windows.Forms

let form = new Form(Text = "First F# form")
let button = new Button(Text = "Click me to close!", Dock = DockStyle.Fill)

button.Click.Add(fun _ -> Application.Exit() |> ignore)
form.Controls.Add(button)
form.Show()

The screenshot for the output of the preceding code is as follows:

The first GUI application...