Are you working with QuantLib and F#? Would you like to share your experiences?

I'm looking for people who have used this combination. Please contact me either in a comment, or by email (dsyme@microsoft.com), or @dsyme on Twitter.

Even better, if you'd like to write a guest blog entry detailing your experiences, I'd be delighted!

Don

p.s. QuantLib provides a .NET API so can be used directly with F#, see http://quantlib.org/extensions.shtml