Showing posts with label Vol Surface Editor. Show all posts
Showing posts with label Vol Surface Editor. Show all posts

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.


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