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An Introduction to F# as Microsoft's /NET's Answer to a Functional-First Programming Language. F# is Microsoft's/.NET's answer to a functional-first programming language. Functional programs consist of values and functions, and the application works by applying these functions to values in order to produce new values. This might sound similar to methods in an object-oriented style, but there are two key differences: Values cannot be modified (they are said to be immutable). Instead, operations create and return new values, and functions should be pure.