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Re: [amibroker] Option Pricing DLL



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Folks,

[Al, I answer your question below]

----- Original Message ----- 
From: "Tomasz Janeczko" <amibroker@xxxx>
> 
> I have sent you the instructions in a private reply.

I have uploaded OptionPricing.ZIP to the 3rd party site:
http://www.amibroker.net/3rdparty

This contains the DLL, two *very* simple* AFL indicator
files, and the source code. Enjoy.

BTW, the source was written under VC++ 5.0, if that makes
any difference. Just to warm Marek's heart, I wrote and
debugged it under Linux then moved it over to VC++ ... Sooo
much easier than easier that M$ IDE :-)

Al, re your questions: I don't compute the greeks, yet.
TJ has told me how to set variables, so I will investigate
that, but I won't be quick about it (sorry). As for speed,
it should be directly related to your CPU speed (it's all
math/CPU bound calculations). On my PC, neither 
TV nor IV are fast enough to be left displayed all the
time - IV takes 30 seconds or more to display, for
example, and that's everytime AB redraws it, which
is fairly often (for example, if you click in the indicator
pane it has to draw the time cursor, so it redraws the
entire pane).

m