tx · EhRsq3RftxU1TpBCfd5zLbP43gcG5T4nVCSvKgee8Soh

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.08 13:26 [844817] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "EhRsq3RftxU1TpBCfd5zLbP43gcG5T4nVCSvKgee8Soh",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578479203895,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "3k9TbitV9fno9onEBygFYWd7EodABpPD8yVeZmitkNUxJvE2oeBGxQYmcSyAM7dtBGBAsT3gyJFzdwQUmeDE1BGc"
    ],
    "script": 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    "chainId": 84,
    "height": 844817,
    "spentComplexity": 0
}

View: original | compacted
Prev: 2J2kmTneo2bKAKpvPAxq1BGbrbpXXqiboXdtMGDvT4E9
Next: EyJbrqksQGpEiHF9k4ux2Zf8AoZBuhULiKiUzCvAsY1M

Diff: 
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New
Differences
1
1
 
{-# STDLIB_VERSION 3 #-}
2
2
 
{-# SCRIPT_TYPE ACCOUNT #-}
3
3
 
{-# CONTENT_TYPE DAPP #-}
4
-
let FACTOR = 1000000
4
+
let FACTOR = 10000000
5
5
 
6
-
let FACTORDECIMALS = 6
6
+
let FACTORDECIMALS = 7
7
7
 
8
-
let E = 2718281
8
+
let E = 27182818
9
9
 
10
10
 
@Callable(i)
11
11
 
func coxRossRubinsteinCall (T,S,K,r,sigma,n) = {
Full: 
Old
New
Differences
1
1
 
{-# STDLIB_VERSION 3 #-}
2
2
 
{-# SCRIPT_TYPE ACCOUNT #-}
3
3
 
{-# CONTENT_TYPE DAPP #-}
4
-
let FACTOR = 1000000
4
+
let FACTOR = 10000000
5
5
 
6
-
let FACTORDECIMALS = 6
6
+
let FACTORDECIMALS = 7
7
7
 
8
-
let E = 2718281
8
+
let E = 27182818
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
40
 
    let firstLevelSecondValue = ((fraction(secondInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(thirdInnerPrice, pDown, (FACTOR * FACTOR))) * df)
41
41
 
    let firstLevelThirdValue = ((fraction(thirdInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fourthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
42
42
 
    let firstLevelFifthValue = ((fraction(fourthInnerPrice, pUp, (FACTOR * FACTOR)) + fraction(fifthInnerPrice, pDown, (FACTOR * FACTOR))) * df)
43
43
 
    let secondLevelFirstValue = ((fraction(firstLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
44
44
 
    let secondLevelSecondValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
45
45
 
    let secondLevelThirdValue = ((fraction(firstLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(firstLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
46
46
 
    let thirdLevelFirstValue = ((fraction(secondLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
47
47
 
    let thirdLevelSecondValue = ((fraction(secondLevelSecondValue, pUp, (FACTOR * FACTOR)) + fraction(secondLevelThirdValue, pDown, (FACTOR * FACTOR))) * df)
48
48
 
    let fourthLevel = ((fraction(thirdLevelFirstValue, pUp, (FACTOR * FACTOR)) + fraction(thirdLevelSecondValue, pDown, (FACTOR * FACTOR))) * df)
49
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)])
50
50
 
    }
51
51
 
52
52
 

github/deemru/w8io/873ac7e 
41.32 ms ◑