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MathGroup Archive 1996

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Looking for a calculation engine....

  • To: mathgroup at
  • Subject: [mg4009] Looking for a calculation engine....
  • From: Mike Segel <mikey at>
  • Date: Tue, 14 May 1996 02:39:50 -0400
  • Organization: Assoc. of Retired Cafeine Junkie Hackers
  • Sender: owner-wri-mathgroup at

I am looking for a tool / library which would allow me to do the
call this math engine, providing the formula, its variables. (To set up
the calculation.)
Then call this calculation many times (1,000 + times).

Rather than compiling the function, I would like to be able to change it
from the
software. The idea is that I want to allow a non technical user to be
able to take
the calculation and then change it.
(Or is it feasible to compile the function then link it in?)

For example, lets say I want to evaluate stock options. There is a base
(Black Scholes (?sp?)) model. I would like the user to be able to select
equation, or create his/her own varation. 

I am sure that it can be done with Mathematica, but how?
How fast will it be?
What is the best API to mathematica?
What are the alternatives?

Please respond via email since I am not a regular poster.
Please also forgive any typos.

-Mike Segel
mikey at


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