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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

Understanding NUnit and FsUnit

NUnit is an open source unit testing framework for all .NET languages, same as JUnit is for Java. NUnit enables the programmer to write unit tests, and execute the test to be able to see which tests are successful and which failed. In our project we'll use NUnit and its external tool for running tests. A typical line for testing in F# using FsUnit can look something like the following:

> 1 |> should equal 1;;

Requirements for the system

In this section we'll discuss some of the main requirements for the trading system. We'll not specify all the details, because some of them are needed to be divided into parts. The trading system will make use of some libraries and tools, specified in the following section.

Table some ...

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Publisher Resources

ISBN: 9781782164623Other