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F# for Quantitative Finance
book

F# for Quantitative Finance

by Johan Astborg
December 2013
Beginner to intermediate
286 pages
5h 46m
English
Packt Publishing
Content preview from F# for Quantitative Finance

Explaining mutability and immutability

Once a variable is defined to have a particular value, it keeps that value indefinitely. There are exceptions to this, and shadowing can be used to override a previous assignment made within the same scope. Thus, variables in mathematics are immutable. Similarly, variables in F# are immutable with some exceptions.

Immutable variables are default in F#. They are useful because they are thread-safe and easier to reason about. This is one of the reasons you may have heard a lot about immutability recently. The concept is to solve the biggest issues and design flaws of concurrent programming, including shared mutable state. If the values do not change, there is no need to protect them either, which is one of the ...

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Publisher Resources

ISBN: 9781782164623Other