The F#.NET Journal just published an article about metaprogramming:
"One of the advantages of the Common-Language Runtime (CLR) is the ability to compile run-time generated code to CIL and have it JIT compiled to native code and evaluated. Regular expressions in .NET are perhaps the most obvious practical application where this capability can pay dividends. This article covers a tiny compiler written in F# that generates and compiles CIL code on-the-fly..."
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