Main.fs

namespace Example

module Main = begin
  open Monad.Maybe;

  let maybeString (s:string) =
    if s = null || s.Length = 0 then Nothing
    else Just s;

  let a2A (s:string) =
    maybe {
      let! a = maybeString s
      return a.Replace('a', 'A')
    };

  [<EntryPoint>]
  let main args =
    match (maybe {
      let! a =
        if args = null || args.Length = 0 then Nothing else Just args.[0]
      let! b = a2A a
      return b
    }) with
    | Just s -> printfn "%s" s
    | Nothing -> printfn "Nothing..";
    0;
end;;

Makefile

FSC = fsharpc
TARGET = bin/MaybeExample.exe
SOURCES = Maybe.fs Main.fs

.PHONY: all
all: clean $(TARGET)

$(TARGET): $(SOURCES)
    @[ -d "bin" ] || mkdir bin
    $(FSC) -o $@ $^

.PHONY: clean
clean:
    @rm -rf bin

Maybe.fs

namespace Monad

module Maybe = begin
  type Maybe<'a> =
  | Just of 'a
  | Nothing
  ;

  type MaybeMonad() =
    member this.Bind(x, f) =
      match x with
      | Just y -> f y
      | Nothing -> Nothing;
    member this.Delay f = f();
    member this.Return x = Just x;

  let maybe = MaybeMonad();
end;;