SPAN-like source code

Discussion in 'Programming' started by Random.Capital, Dec 16, 2011.

  1. Was curious if there was an existing body of code (FOSS or otherwise) that showed an implementation of SPAN-like portfolio risk/margin checks. Or at least a meaningful subset, thereof.
  2. byteme


    Not that I know of. Last time I checked PC-SPAN had it all locked up.

    This might help though:
  3. That's excellent, thank you!