w8 · tx · 2J2···4E9

tx · 2J2kmTneo2bKAKpvPAxq1BGbrbpXXqiboXdtMGDvT4E9

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.08 13:25 [844816] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "2J2kmTneo2bKAKpvPAxq1BGbrbpXXqiboXdtMGDvT4E9",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578479124354,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "psDnULbtShth6eqBPHh637oGDBmqgzkisJtMvDDc2hd9eXziimumgLSPm7eUM4AKkZ4edGGK9a6HVdaaC4yZxUJ"
    ],
    "script": 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    "chainId": 84,
    "height": 844816,
    "spentComplexity": 0
}

View: original | compacted
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Diff: 
Old New Differences
37 37          then (fifthProjectedPrice - K)
38 38          else 0
39 39      let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
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)])
40 +     let firstLevelSecondValue = ((fraction(secondInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(thirdInnerPrice, pDown, (FACTOR * FACTOR))) * df)
41 +     let firstLevelThirdValue = ((fraction(thirdInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fourthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
42 +     let firstLevelFifthValue = ((fraction(fourthInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fifthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
43 +     let secondLevelFirstValue = ((fraction(firstLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
44 +     let secondLevelSecondValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
45 +     let secondLevelThirdValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
46 +     let thirdLevelFirstValue = ((fraction(secondLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
47 +     let thirdLevelSecondValue = ((fraction(secondLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
48 +     let fourthLevel = ((fraction(thirdLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(thirdLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
49 +     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), DataEntry("finalValue", fourthLevel)])
41 50      }
42 51  
43 52  
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 39      let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
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)])
40 +     let firstLevelSecondValue = ((fraction(secondInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(thirdInnerPrice, pDown, (FACTOR * FACTOR))) * df)
41 +     let firstLevelThirdValue = ((fraction(thirdInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fourthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
42 +     let firstLevelFifthValue = ((fraction(fourthInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fifthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
43 +     let secondLevelFirstValue = ((fraction(firstLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
44 +     let secondLevelSecondValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
45 +     let secondLevelThirdValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
46 +     let thirdLevelFirstValue = ((fraction(secondLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
47 +     let thirdLevelSecondValue = ((fraction(secondLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
48 +     let fourthLevel = ((fraction(thirdLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(thirdLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
49 +     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), DataEntry("finalValue", fourthLevel)])
41 50      }
42 51  
43 52

Old	New		Differences
37	37		then (fifthProjectedPrice - K)
38	38		else 0
39	39		let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
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)])
	40	+	let firstLevelSecondValue = ((fraction(secondInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(thirdInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	41	+	let firstLevelThirdValue = ((fraction(thirdInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fourthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	42	+	let firstLevelFifthValue = ((fraction(fourthInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fifthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	43	+	let secondLevelFirstValue = ((fraction(firstLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	44	+	let secondLevelSecondValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	45	+	let secondLevelThirdValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	46	+	let thirdLevelFirstValue = ((fraction(secondLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	47	+	let thirdLevelSecondValue = ((fraction(secondLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	48	+	let fourthLevel = ((fraction(thirdLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(thirdLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	49	+	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), DataEntry("finalValue", fourthLevel)])
41	50		}
42	51
43	52

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	39		let firstLevelFirstValue = ((fraction(firstInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(secondInnerPrice, pDown, (FACTOR * FACTOR))) * df)
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)])
	40	+	let firstLevelSecondValue = ((fraction(secondInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(thirdInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	41	+	let firstLevelThirdValue = ((fraction(thirdInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fourthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	42	+	let firstLevelFifthValue = ((fraction(fourthInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fifthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
	43	+	let secondLevelFirstValue = ((fraction(firstLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	44	+	let secondLevelSecondValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	45	+	let secondLevelThirdValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	46	+	let thirdLevelFirstValue = ((fraction(secondLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	47	+	let thirdLevelSecondValue = ((fraction(secondLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
	48	+	let fourthLevel = ((fraction(thirdLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(thirdLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
	49	+	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), DataEntry("finalValue", fourthLevel)])
41	50		}
42	51
43	52

github/deemru/w8io/873ac7e 
29.04 ms ◑