.NET Implementations of Excel Financial Functions, in F#

The one and only Luca Bolognese has released his model .NET implementations of Excel financial functions in F#. You can get it from here.

What is it?
This is a .NET library that provides the full set of financial functions from Excel. The main goal for the library is compatibility with Excel, by providing the same functions, with the same behaviour. Note though that this is not a wrapper over the Excel library; the functions have been re-implemented in managed code so that you do not need to have Excel installed to use this library. 
Where I can find documentation on these functions?

Just open Excel and click on Formulas/Financial or go to


How do I use the library?

Just add Financial.dll to the references in your project. The functions are provided as static methods on a Financial class in the System.Numeric namespace

I see the library was implemented with F#. But I don’t want to redistribute F# along with my application. What should I do?
There are two versions of the library. One of them statically links the F# libraries so that there is no dependency on F#. However, this assembly larger, so if you have F# installed, you can use the FinancialNotStandalone.dll instead.

How do I run the tests?

Run FinancialTests.exe. You need Excel 12 for the tests to work because they use Excel to test that the results are correct. You don't need Excel 12 to use the library in your own application.


Have you run performance tests on it?
Not at all. The only thing I checked is that all the recursive functions are tail recursive. Feel free to let me know if they are slow.


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