Looking for a calculation engine....

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

I am looking for a tool / library which would allow me to do the following: 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 calculation (Black Scholes (?sp?)) model. I would like the user to be able to select that 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 segel.com ==== [MESSAGE SEPARATOR] ====