tx · G7t665xLmeST6KkscBmPzzPjAMR4is6rcdC5hMWd5Zcx

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.08 12:44 [844781] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "G7t665xLmeST6KkscBmPzzPjAMR4is6rcdC5hMWd5Zcx",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578476747131,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "2HWomZgTsBX1dCnipvAT1dw3E3XZpvC9bmKfQV5iqedGNxUUdjspZp9oLJLPdh2z4U1R3Sy1kb1kdTptGy6bfDAX"
    ],
    "script": "base64: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",
    "chainId": 84,
    "height": 844781,
    "spentComplexity": 0
}

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Diff: 
Old
New
Differences
16
16
 
    let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
17
17
 
    let pUp = fraction((pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) - down), FACTOR, (up - down))
18
18
 
    let pDown = (FACTOR - pUp)
19
-
    let firstProjectedPrice = ((S * pow(fraction(up, FACTOR, FACTOR), FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(fraction(down, FACTOR, FACTOR), FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP))
19
+
    let firstProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)), 1, (FACTOR * FACTOR))
20
20
 
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstProjectedPrice", firstProjectedPrice)])
21
21
 
    }
22
22
 

Full: 
Old
New
Differences
1
1
 
{-# STDLIB_VERSION 3 #-}
2
2
 
{-# SCRIPT_TYPE ACCOUNT #-}
3
3
 
{-# CONTENT_TYPE DAPP #-}
4
4
 
let FACTOR = 10000
5
5
 
6
6
 
let FACTORDECIMALS = 4
7
7
 
8
8
 
let E = 27182
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
17
 
    let pUp = fraction((pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) - down), FACTOR, (up - down))
18
18
 
    let pDown = (FACTOR - pUp)
19
-
    let firstProjectedPrice = ((S * pow(fraction(up, FACTOR, FACTOR), FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(fraction(down, FACTOR, FACTOR), FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP))
19
+
    let firstProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)), 1, (FACTOR * FACTOR))
20
20
 
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstProjectedPrice", firstProjectedPrice)])
21
21
 
    }
22
22
 
23
23
 

github/deemru/w8io/c3f4982 
35.26 ms ◑