Hacking span arrays in PC-SPAN

Discussion in 'Trading Software' started by smiley71, Feb 27, 2011.

  1. smiley71


    hey, anyone out there any experience with modifying SPAN4 risk array files (*.par files) to change the product margins ?

    Want to do this to do 'what-if' scenarios of margin product rate changes and concessions. .par file is txt file produced by the clearer. I understand you can change the rates if you have the Span Clearing version... but this is $six figures from cme. I'm using Span Risk Manager which is essentially the same as Span4.

    Also, if you can use XML format for the span arrays rather than the .par text files I'd appreciate knowing this. Thanks a bunch.