Rate of speed

Discussion in 'Options' started by IV_Trader, Dec 2, 2006.

  1. I'm planning to program this new function. Basically , I want to run a "what ifs" analisys based on three diff build in modes (slow , medium and fast).
    The inputs are "price change over "x" time " and "vols change over "x" time" , where the "time" is unknown.
    Can anyone that did something similar share some ideas ? Info links ?