Chicago Mercantile Exchange SPAN
Posted by
Ferdinando M. Ametrano-3 on
Mar 30, 2012; 2:23pm
URL: http://quantlib.414.s1.nabble.com/Chicago-Mercantile-Exchange-SPAN-tp9354.html
Hi all
is there anyone who can help to implement the CME SPAN algorithm?
Even just pointing to tech references that could speed up a quick implementation would be appreciated.
Feel free to contact me off-list if preferred
thank you in advance
ciao -- Nando
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