F# has a REPL (read–eval–print loop) F# Interactive, C:\\Program Files (x86)\\Microsoft F#\\v4.0\\Fsi.exe.
C:\\Program Files (x86)\\Microsoft F#\\v4.0\\Fsi.exe
I understand C# now has its own interactive REPL,
How about scriptcs: http://scriptcs.net/?
There is a REPL and you even get the power of NuGet.