F# Fuzzy Library

Documentation

The F# Fuzzy library can be installed from NuGet:

PM> Install-Package FSharp.Fuzzy

Example

Fuzzy valuation of 2-year bond with 10% coupon.

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#r "FSharp.Fuzzy.dll"
open FSharp.Fuzzy

let i1 = Fuzzy.number(0.0011m,0.0012m,0.0014m)
let i2 = Fuzzy.number(0.0008m,0.0011m,0.0016m)
let M = 1000m
let couponRate = 0.1m

let coupon = M * couponRate
let presentValue = coupon/(1m + i1) + (coupon + M)/Fuzzy.pow(1m + i2, 2.)

Samples & documentation

The library comes with documentation.

Contributing and copyright

The project is hosted on GitHub where you can report issues, fork the project and submit pull requests. If you're adding new public API, please also consider adding samples that can be turned into a documentation. You might also want to read library design notes to understand how it works.

The library is available under Public Domain license, which allows modification and redistribution for both commercial and non-commercial purposes. For more information see the License file in the GitHub repository.

namespace FSharp

namespace FSharp.Fuzzy

val i1 : Fuzzy

Full name: Index.i1

Multiple items
module Fuzzy

from FSharp.Fuzzy

--------------------
type Fuzzy =
  interface IComparable
  new : a:seq<Interval> -> Fuzzy
  override Equals : yobj:obj -> bool
  override GetHashCode : unit -> int
  override ToString : unit -> string
  member Bottom : Interval
  member Top : Interval
  member alphaCuts : Interval []
  static member Zero : Fuzzy
  static member map : f:(Interval -> Interval) -> a:Fuzzy -> Fuzzy
  ...

Full name: FSharp.Fuzzy.Fuzzy

--------------------
new : a:seq<Interval> -> Fuzzy

val number : a:decimal * b:decimal * c:decimal -> Fuzzy

Full name: FSharp.Fuzzy.Fuzzy.number

val i2 : Fuzzy

Full name: Index.i2

val M : decimal

Full name: Index.M

val couponRate : decimal

Full name: Index.couponRate

val coupon : decimal

Full name: Index.coupon

val presentValue : Fuzzy

Full name: Index.presentValue

static member Fuzzy.pow : x:Fuzzy * p:double -> Fuzzy