Derivatives Algorithms -- financial software seeking F# translation

[Tom Hyer]

I am a C++ programmer by trade and the author of Derivatives Algorithms, a guide to financial analytics software based on a C++ library.  I am interested in finding a collaborator to produce an F# version of the library and of the book.  This would require strong knowledge of F#, working knowledge of C++, and an adaptable coding style to properly invoke different language features as appropriate.  

You can learn more at the book's blog, http://derivativesalgorithms.blogspot.com.  If you are interested, you can write to me at derivativesalgorithms -at- gmail.

This will involve real work -- the example library is 20K lines of moderately dense C++.  I hope that it will be worthwhile to someone who already knows F#, and wants to understand the issues of derivatives pricing and hedging at dealer banks (and to be the keeper of a powerful foundation library for these tasks).

Sincerely,

Tom Hyer