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Matt,
Your options code seems interesting... but really need some help
files. Any in your plans?
Ara
--- In amibroker@xxxx, "Matt Atterbury" <matt@xxxx> wrote:
> 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
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