FOToolkit – an Excel add-in that wraps the QA library and Market Environment, providing 750 pricing, curve, math, date and other functions across a range of asset classes – curve, swap, bond, credit, commodities.
The library is a combination of c++, c# functions (c++ are being migrated to c#) and now F# functions, with WPF UIs. My main task was extend and productionise the prototype F# framework, and migrate functions to it.
Most users are still on Excel 2007, which has limitations for power users, so we have developed an out-of-process WCF server that can run on the user’s pc or a remote server.
The F# framework had a WPF UI for wrapping the user’s F# libraries, I refactored it to MVVM and extended it.
The development environment is VS 2015, .net 4.5, git/stash (Bitbucket Server), nexus, TeamCity. We have just migrated from Perforce to git/stash. A Sql Server 2012 database supports our user analytics.