Added New Calc Mode for my Greek Engine
This afternoon I got a request from the GUI guy to make some requests - specifically the price-to-implied Vol and implied Vol-to-price calculations where they just want a singular calculation done and then forgotten. I didn't plan on this for the code, so I had to think about it for a few minutes. Then it really hit me - I have the instruments getting the current prices and all the supporting data all the time. If I just copy that out and don't hook up the ticker plants, then I can do the calc and then toss the copy away. It's pretty clean as it's the same workspace and environment, it's just not ticking because it's not hooked up - but it doesn't need to. It's only one calculation - done right then.
Sweet.
I still needed to spend quite a bit of time refactoring the code to make it simpler to deal with these two new ways of getting the data. Pretty much the entire afternoon was spent doing this - but I got it. And it works perfectly. Very nice to see.
An added bonus is that I was able to clean up the code in the refactoring so it's easier to follow now than before. And that's always a good thing.