Overview
We have some experimental support for visualising option analytics from RQuantLib using rgl. We have experienced instability with rgl on different Linux and Windows platforms: while it can be seen to be exceptionally stable on some platforms, it still seems very fragile on others. So far, we are mostly suspecting card / driver support from one particular manufacturer (whose name starts with A and ends with I ...).Anybody curious and interesting in helping can test the code available here which can be executed in R via
> library(RQuantLib)
> source(url("http://dirk.eddelbuettel.com/code/rquantlib/OptionSurfaces.R"))
Below are a few animated gifs showing the demo's output:
