I created an option strategy risk calculator application last year on the iPad for several reasons. Partly to brush up on my programming skills which had been on the back-burner of late I also wanted to expand my skills and apply the knowledge I'd accumulated at LIFFE/NYSE. Having risen through the ranks as an analyst, developer, then architect, I am now hands off and manage software development teams for a living, so I do this in my own time.
I am currently working on a second application and this time I wanted to use it to expand my knowledge of finance. As part of this I am working on using the QuantLib quantitative finance library on the iPad.
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