I first tried to use bsearch algorithm for locating the point where PnL for a complex position
(ie. which can have more than 1 leg) becomes about 0, but then learned the hard way that there can be more than one B/E point
How best to find such B/E points in an efficient manner with 4 decimals for the spot?
Can one still use such a fast algorithm like the bsearch one?
Anybody done such a thing?
(ie. which can have more than 1 leg) becomes about 0, but then learned the hard way that there can be more than one B/E point

How best to find such B/E points in an efficient manner with 4 decimals for the spot?
Can one still use such a fast algorithm like the bsearch one?
Anybody done such a thing?
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