F# for Quantitative Finance

Primitive types

It may look like F# is a dynamic typed language like JavaScript, Ruby, or Python. In fact, F# is statically typed like C#, C++, and Java. It uses type inference to figure out the correct types. Type inference is a technique which is used to automatically deduce the type used by analyzing the code. This approach works remarkably well in nearly all situations. However, there are circumstances in which you as a programmer need to make clarifications to the compiler. This is done using type annotations, a concept we will look into in the following sections.

Let's explore some of the built-in types in F# using the REPL.

> let anInt = 124;;

val anInt : int = 124

This means that F# figured out the type of anInt to be of type int. It simply ...