Thursday, June 14, 2007

WPF and Vol Surface Editors

Microsoft came in the other day and showed some Silverlight and WPF demos. Infusion Development wrote a demo of a vol surface viewer (not an editor). According to the guys from MSFT, you can actually embed the WPF control within a .NET 2.0 Winforms app.

Our main col surface editor was written upteen years ago, using Open GL. It would be interesting to see how a WPF vol surface/curve editor would compare, especially when the CPU is busy handlign feeds and calculating greeks.

©2007 Marc Adler - All Rights Reserved

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