I have developed an alternative approach to .Net integration in Excel -- ExcelDna (http://exceldna.typepad.com) is a free open-source library to glue managed code and Excel, using the .xll inteferfaces. F# can be used to create user-defined functions and macros like any .Net language, and with a bit of effort could be set up to work in text files that are compiled on the fly to define user-defined function for Excel.
ExcelDna ovecomes some of the problems with Automation Add-Ins, especially for creating user-defined functions. In particular, registration and deployment can be quite a problem with Automation Add-Ins, the performance isn't always great, function descriptions and categories are hard to set up, Automation Add-Ins only work with Excel XP and later. By using the .xll integration, ExcelDna has excellent performance,
ExcelDna allows two ways of exposing user code - either in text-based scripting files using VB or C#, or in compiled .dlls. The compiled .dlls can be made with F# or any .Net language. I would also like to extend the script-based files to allow F#, but need some support for the CodeCompiler classes that wrap the command-line compilation.
I have been using F# for another project, and would be keen to hear how people use F# and Excel together.
Regards,
Govert van Drimmelen (govert@icon.co.za)