tx · eHzMSZXkiqkU6dxzpfiCgn7ABjRf95egH59Xm4KJquu

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.08 13:18 [844810] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "eHzMSZXkiqkU6dxzpfiCgn7ABjRf95egH59Xm4KJquu",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578478697924,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "5FEA2HmZMweCrWXoimV53XKUeoCiN9QjkpiWieQnzRChzogqGbFb5TmD9P5wtJZtddGdcQiRgipuYUuu2rug2j8m"
    ],
    "script": "base64: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",
    "chainId": 84,
    "height": 844810,
    "spentComplexity": 0
}

View: original | compacted
Prev: HNcBUViu8RrLimGJX9kXHAFDEGNXKBWw35PA71H2XzQf
Next: 2J2kmTneo2bKAKpvPAxq1BGbrbpXXqiboXdtMGDvT4E9

Diff: 
Old
New
Differences
36
36
 
    let fifthInnerPrice = if ((fifthProjectedPrice > (K * FACTOR)))
37
37
 
        then (fifthProjectedPrice - K)
38
38
 
        else 0
39
-
    let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, FACTOR) + fraction(secondInnerPrice, pDown, FACTOR)) * df)
39
+
    let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
40
40
 
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstInnerPrice", firstInnerPrice), DataEntry("secondInnerPrice", secondInnerPrice), DataEntry("thirdInnerPrice", thirdInnerPrice), DataEntry("fourthInnerPrice", fourthInnerPrice), DataEntry("fifthInnerPrice", fifthInnerPrice), DataEntry("firstLevelFirstValue", firstLevelFirstValue)])
41
41
 
    }
42
42
 

Full: 
Old
New
Differences
1
1
 
{-# STDLIB_VERSION 3 #-}
2
2
 
{-# SCRIPT_TYPE ACCOUNT #-}
3
3
 
{-# CONTENT_TYPE DAPP #-}
4
4
 
let FACTOR = 1000000
5
5
 
6
6
 
let FACTORDECIMALS = 6
7
7
 
8
8
 
let E = 2718281
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
19
 
    let firstProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
20
20
 
    let secondProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 3, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 1, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
21
21
 
    let thirdProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 2, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
22
22
 
    let fourthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 1, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 3, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
23
23
 
    let fifthProjectedPrice = fraction(((S * pow(up, FACTORDECIMALS, 0, 0, FACTORDECIMALS, HALFUP)) * pow(down, FACTORDECIMALS, 4, 0, FACTORDECIMALS, HALFUP)), 1, FACTOR)
24
24
 
    let firstInnerPrice = if ((firstProjectedPrice > (K * FACTOR)))
25
25
 
        then (firstProjectedPrice - (K * FACTOR))
26
26
 
        else 0
27
27
 
    let secondInnerPrice = if ((secondProjectedPrice > (K * FACTOR)))
28
28
 
        then (secondProjectedPrice - (K * FACTOR))
29
29
 
        else 0
30
30
 
    let thirdInnerPrice = if ((thirdProjectedPrice > (K * FACTOR)))
31
31
 
        then (thirdProjectedPrice - (K * FACTOR))
32
32
 
        else 0
33
33
 
    let fourthInnerPrice = if ((fourthProjectedPrice > (K * FACTOR)))
34
34
 
        then (fourthProjectedPrice - K)
35
35
 
        else 0
36
36
 
    let fifthInnerPrice = if ((fifthProjectedPrice > (K * FACTOR)))
37
37
 
        then (fifthProjectedPrice - K)
38
38
 
        else 0
39
-
    let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, FACTOR) + fraction(secondInnerPrice, pDown, FACTOR)) * df)
39
+
    let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
40
40
 
    WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp), DataEntry("pDown", pDown), DataEntry("firstInnerPrice", firstInnerPrice), DataEntry("secondInnerPrice", secondInnerPrice), DataEntry("thirdInnerPrice", thirdInnerPrice), DataEntry("fourthInnerPrice", fourthInnerPrice), DataEntry("fifthInnerPrice", fifthInnerPrice), DataEntry("firstLevelFirstValue", firstLevelFirstValue)])
41
41
 
    }
42
42
 
43
43
 

github/deemru/w8io/873ac7e 
24.53 ms ◑