Don Syme has announced that F# would ship as part of Visual Studio 2010 in his blog entry, F# to ship as part of Visual Studio 2010. F# combines the succinct, expressive, and compositional style of functional programming with the runtime, libraries, interoperability, and object model of .NET.

F# gives you:

The development in the first Visual Studio 2010 community technology preview focused on F# for exploratory programming with F# Interactive, programming with data and implementing parallel and asynchronous components.

S. Somasegar who leads Developer Division at Microsoft had announced a year ago that F# was to become one of Microsoft’s supported languages on the .NET platform. He wrote, "Language features such as lambda expressions in C# and generics in .NET 2.0 have roots in functional languages, and LINQ is directly based on functional programming techniques. Through LINQ and Parallel FX, ideas from functional languages are helping us address some of the biggest challenges facing the industry today, from the impedance mismatch between data and objects to the challenges of the multi-core and parallel computing space."

Luca Bolognese has released a .NET library that provides the full set of financial functions from Excel. You can download the library from Excel Financial functions for .NET.

Check out Visual Studio 2010.