Screenshots of the program

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Subtle/obvious bug.

There was a bug where some assets got skipped on update. Discovered this when I had a mass of shorts.

Here was the problem

there was a loop
for(i=0;i<[portfolio count];i++)
{
update portfolio[i]
}

The problem is that something updated could disappear, but the counter i would not adjust to deal with the situation. Usually this was resolved by updates in the other portfolio(s) but under just the right conditions an asset could be skipped by both portfolios, and expire before it was exercised.

For the mass of shorts that opportunity arose, precisely in the case of 4 shorts expiring on the same day. Perhaps it occurred everytime with the 4th asset being skipped and the catching up later

Flip views

Manage to build a view flipper for options.

Also got other pricing engines to work.

Now working on a Date calculator.

Works beautifully

I've replaced my mathematical code with QuantLib code. Greeks galore!


However the debugger died again. I've no idea how to get it restarted.

QuantLib works

Got QuantLib to compile and run (and debug) on iphone simulator.

It also runs beautifully on the real device.

Life is good!

Boost, Quantlib working

I have managed to successfully get Boost working on the iPhone. The major sticking point was that the debugger was not working. Now it is.

Quantlib also compiles for the iphone. I now have to test it.

I would like to know what size limits exist for an iPhone app. QuantLib compiles to about 300MB.

Long time, long update

A lot has improved on the program. Just not the mathematica aspects.

Since the last blog, the game can play really well for a very long time on the iTouch.

Back-end improvements: Mostly fixes
Immediate exercise (subtle bug to fix)

Front-end:
Startup works well
Immediate exercise (subtle bugs to fix, unobservable in the wild)
Help extended.
.
.
.



Wish list:
Upgrade to QuantLib: Something is wrong with my debugger and it refuses to debug C++
code.

Lua library: Needs to be well thought out.

Get a terminal working for Lua:
Back end works reasonably well. How can user add code?