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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

Learning about numerical types in F#

In F#, as in most other modern languages, there is a variety of numerical types. The main reason for this is to enable you, as a programmer, to choose the most appropriate numerical type at any given situation. Sometimes there is no need for a 64-bit integer as 8-bit will be enough for small numbers. Another aspect is memory efficiency and consumption, that is, 64-bit integers will consume eight times as much as 8-bit integers.

The following is a table with the most common numerical types used in the F# code. They come in two main varieties; integers and floating-point numbers:

Type

Description

Example

byte

8-bit unsigned integers

10uy, 0xA0uy

sbyte

8-bit signed integers

10y

int16

16-bit signed integers ...

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Publisher Resources

ISBN: 9781782164623Other