On 30 October 2007 at 20:17, James wrote:
| I am trying to create a perspective plot with Time on the x-axis,
| Underlying Price on the y-axis, and Option Price on the z-axis. But
Can't help with persp, but see
http://dirk.eddelbuettel.com/code/rquantlib-rgl.html
for some animated gifs using Rgl and the RQuantLib pricers.
Dirk
--
Three out of two people have difficulties with fractions.
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