You seem to be working in 2D (I assume price and time). A parallelepiped is a 3D object from solid geometry - not plane geometry. A series of adjacent 2D parallelograms with shared sides would (by the definitions as I understand them) not be a parallelepiped. Not being familiar with Zeev's work, I have no idea what the third dimension may be.
If I have a little time later, I'll try to "follow up". Right now, I'm busy reprogramming/enhancing my stock boards program.
lurqer
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