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Matt,
I have sent you the instructions in a private reply.
Currently plugins can return multiple values by assigning
variables inside DLL using
gSite.SetVariable( "name", <AmiVar here> );
this works for all kind of data: scalars, arrays and texts.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Matt Atterbury" <matt@xxxx>
To: "AmiBroker" <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 12, 2002 11:19 AM
Subject: [amibroker] Option Pricing DLL
> I have finally written my option pricing DLL. It provides a function to
> calculate an option's Theoretical Value (slow) and another function to
> calculate an option's Implied Volatility (very slow). Adding more
> functions (eg. the greeks) shouldn't be too hard.
>
> If anyone wants a copy, let me know, or give me simple (:-) instructions
> on how to upload it to the 3rd party site. I am offering the DLL, two
> sample indicators, and the source code (VC++). The documentation
> consists of comments in the indicators' code only - if you don't understand
> options, this DLL probably isn't for you.
>
> TJ, is there any way to have a plugin return multiple values? Could it
> be done by passing in arguments that the plugin modifies? Would this
> work for arrays and simple values? I ask this because the IV calculation
> effectively calculates delta, and adding some/all of the other greeks
> should be trivial as well, but calling multiple functions is toooo sloooow
> (since, for example, the IV calculation uses a simple form of Newton-
> Raphson, which calculates the TV 3 - 4 times on average, each of which
> is already fairly "expensive").
>
> Even if a plugin can return multiple values, could they be displayed in
> different graphs/panes? Displaying the IV and the TV in the same pane
> is pointless since their scales are so different (though you probably have
> some clever way of fixing that? :-).
>
> Regards,
> Matt Atterbury (mailto:matt@x...)
>
>
>
>
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