[R-SIG-Finance] Bloomberg

[Davy]

Dearest,

On this page (1) you can find an example of a (pseudo) gradient, you
need to make the intervals closer and then change the direction. I think
however that such an approach will slow down your code.

(1) http://commons.wikimedia.org/wiki/Image:Quantile_graph.png
The R code is included at the bottom of the page.

I hope this can be of any help for your project,

Sincerely yours,

Davy