tx · 4ULCk3ip7KAmhQYfDFG1nfbHxJwLTz1s6QPuU6syi9Sx 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC: -0.09000000 Waves 2020.01.07 16:29 [843547] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves
{ "type": 13, "id": "4ULCk3ip7KAmhQYfDFG1nfbHxJwLTz1s6QPuU6syi9Sx", "fee": 9000000, "feeAssetId": null, "timestamp": 1578403859134, "version": 1, "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC", "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr", "proofs": [ "3q4GM94KXKDe5MaSDXNf6fMLJSyNo1ZmTajV4azC8LdHB1ukG5EvZksSS6aV4MYU5K25cmQ1Sy7PoafEfYLaJY4X" ], "script": "base64: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", "chainId": 84, "height": 843547, "spentComplexity": 0 } View: original | compacted Prev: 35iEdLhH26eRDAJ9ugEsz7pyjKPvDo3yeqaLwyj15oka Next: 4vjpLpqB2MsYtQTqdjTr4meUYQyEBV6Zd2ffcxYPxnFk Diff:
Old | New | Differences | |
---|---|---|---|
14 | 14 | let up = pow(E, FACTORDECIMALS, fraction(sigma, sqrtDeltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
15 | 15 | let down = fraction(1, (FACTOR * FACTOR), up) | |
16 | 16 | let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
17 | - | let pUp = fraction(pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP), | |
17 | + | let pUp = fraction((pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) - down), 1, (up - down)) | |
18 | 18 | let pDown = (1 - pUp) | |
19 | 19 | WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp)]) | |
20 | 20 | } |
Old | New | Differences | |
---|---|---|---|
1 | 1 | {-# STDLIB_VERSION 3 #-} | |
2 | 2 | {-# SCRIPT_TYPE ACCOUNT #-} | |
3 | 3 | {-# CONTENT_TYPE DAPP #-} | |
4 | 4 | let FACTOR = 100000000 | |
5 | 5 | ||
6 | 6 | let FACTORDECIMALS = 8 | |
7 | 7 | ||
8 | 8 | let E = 271828182 | |
9 | 9 | ||
10 | 10 | @Callable(i) | |
11 | 11 | func coxRossRubinsteinCall (T,S,K,r,sigma,n) = { | |
12 | 12 | let deltaT = fraction(T, FACTOR, (365 * n)) | |
13 | 13 | let sqrtDeltaT = pow(deltaT, FACTORDECIMALS, 5, 1, FACTORDECIMALS, HALFUP) | |
14 | 14 | let up = pow(E, FACTORDECIMALS, fraction(sigma, sqrtDeltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
15 | 15 | let down = fraction(1, (FACTOR * FACTOR), up) | |
16 | 16 | let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
17 | - | let pUp = fraction(pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP), | |
17 | + | let pUp = fraction((pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) - down), 1, (up - down)) | |
18 | 18 | let pDown = (1 - pUp) | |
19 | 19 | WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp)]) | |
20 | 20 | } | |
21 | 21 | ||
22 | 22 |
github/deemru/w8io/c3f4982 26.32 ms ◑