From: mrchameleon@... (Chris Reay)
Date: 2002-04-12T08:36:55+09:00
Subject: Re: ruby and finance

I'm doing some preliminary work studying the term structure of
derivatives' implied volaties. I've written some basic Ruby classes
encapsulating descriptive statistics, covariance, line-fitting,
pricing, and term structures. Most are pure Ruby (with some Ruby-C
extensions). Ruby is a pleasure to work with, and (because it's not
real-time) speed is no problem. My speed bottlenecks are dominated by
database IO.

Viva Ruby!

Chris