QuoteOriginally posted by: chocolatemoneyYes, we all agree on a mixed model, benefiting from the best of both worlds.Happy to read that my initial guess, back on Friday, has been confirmed.@Vivien:"I don't see where you need states. I think PDE can be implemented in a pure functional style without using monad (or imperative prog)."State, in my mind, is for example applying the scheme on the lattice from t=now to T=expiry, following the application of the ICs and eventually doing something else at expiry.I guess you refer to "lack of mutability" - I call it "state".I thought a monad could take care of the work pipeline.Ok I understand. The application of the ICs can also be done outside the pure FP part (eg we can have a function that take a vector and return a vector, the vector inputed has the IC applied).QuoteOriginally posted by: chocolatemoney*PURE* Functional programming (scala) is something very new to me - I have been working with Scala for something like 1-2 years.I'd be happy to see your pure functional implementation of a PDE solver, if you could share...PS: Is F# the language of choice at LexiFi?I don't have pure functional implementation of a PDE solver, it is mixed with imperative and OOP. In the past it were much more functionnal, but it was too slow, then we replaced some functional part with imperative, what drastically increased speed.About the language we use at LexiFi, it is mainly OCaml (when LexiFi was created, I don't think that F# existed, the choice were between OCaml and Haskell).