Robert Pickering has just posted his second article on the topic of incremental evaluation in F#.  His first article is here. His first article is here.

In his second article he looks at testing code that prices European options. To quote:

I decided to use the idea of pricing european options, since it’s similar to what we do at LexiFi, rather that work we the LexiFi pricer I took the simplest pricer I could find written in OCaml and adapted it to F# (this was hardly any work at all). I did this as I simply wanted the price to provide some work, I did not care about the accuracy of the process.

Enjoy!

don