Hello Pavan,
This does not directly answer your question, but I'll still make a
sugestion. It looks like you are processing a file containing option
quotes, perharps in order to do some option pricing, model calibration,
etc. I would suggest you do the preprocessing in a higher level
language, then use QL for the number crunching. For example, take a look
at www.github.com/enthought/pyql. The "examples" folder has 3 scripts
you might find of interest:
- SPX_options.py parses a data file of SPX index options
- OptionQuotes.py performs various preliminary calculations, using QL
- heston_calibration.py does what its name indicate, also using QL
Hope this helps.
Happy New Year,
Patrick Hénaff
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skype: pahenaff
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