tx · AfH853SkUrezMdwKjFZkDpCBmjA7tLcPHUK7kdJg1QgH 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC: -0.09000000 Waves 2020.01.07 16:24 [843541] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves
{ "type": 13, "id": "AfH853SkUrezMdwKjFZkDpCBmjA7tLcPHUK7kdJg1QgH", "fee": 9000000, "feeAssetId": null, "timestamp": 1578403497003, "version": 1, "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC", "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr", "proofs": [ "5jD8v1MQnaEsbn9zt5HxnuUbR7116XcibdHNv7VT2YuH5sNmoQ8RWdQKPjy5uz6ySzBcugLfLkCisKTPDgRPCNy7" ], "script": "base64:AAIDAAAAAAAAAAwIARIICgYBAQEBAQEAAAADAAAAAAZGQUNUT1IAAAAAAAX14QAAAAAADkZBQ1RPUkRFQ0lNQUxTAAAAAAAAAAAIAAAAAAFFAAAAAAAQM8TWAAAAAQAAAAFpAQAAABVjb3hSb3NzUnViaW5zdGVpbkNhbGwAAAAGAAAAAVQAAAABUwAAAAFLAAAAAXIAAAAFc2lnbWEAAAABbgQAAAAGZGVsdGFUCQAAawAAAAMFAAAAAVQFAAAABkZBQ1RPUgkAAGgAAAACAAAAAAAAAAFtBQAAAAFuBAAAAApzcXJ0RGVsdGFUCQAAbAAAAAYFAAAABmRlbHRhVAUAAAAORkFDVE9SREVDSU1BTFMAAAAAAAAAAAUAAAAAAAAAAAEFAAAADkZBQ1RPUkRFQ0lNQUxTBQAAAAZIQUxGVVAEAAAAAnVwCQAAbAAAAAYFAAAAAUUFAAAADkZBQ1RPUkRFQ0lNQUxTCQAAawAAAAMFAAAABXNpZ21hBQAAAApzcXJ0RGVsdGFUAAAAAAAAAABkBQAAAA5GQUNUT1JERUNJTUFMUwUAAAAORkFDVE9SREVDSU1BTFMFAAAABkhBTEZVUAQAAAAEZG93bgkAAGsAAAADAAAAAAAAAAABCQAAaAAAAAIFAAAABkZBQ1RPUgUAAAAGRkFDVE9SBQAAAAJ1cAQAAAACZGYJAABsAAAABgUAAAABRQUAAAAORkFDVE9SREVDSU1BTFMJAABrAAAAAwkBAAAAAS0AAAABBQAAAAFyBQAAAAZkZWx0YVQAAAAAAAAAAGQFAAAADkZBQ1RPUkRFQ0lNQUxTBQAAAA5GQUNUT1JERUNJTUFMUwUAAAAGSEFMRlVQBAAAAANwVXAJAABpAAAAAgkAAGgAAAACCQAAbAAAAAYFAAAAAUUAAAAAAAAAAAUJAABoAAAAAgkAAGkAAAACBQAAAAFyAAAAAAAAAABkBQAAAAZkZWx0YVQAAAAAAAAAAAgAAAAAAAAAAAgFAAAABkhBTEZVUAUAAAAEZG93bgkAAGUAAAACBQAAAAJ1cAUAAAAEZG93bgQAAAAFcERvd24JAABlAAAAAgAAAAAAAAAAAQUAAAADcFVwCQEAAAAIV3JpdGVTZXQAAAABCQAETAAAAAIJAQAAAAlEYXRhRW50cnkAAAACAgAAAAZkZWx0YVQFAAAABmRlbHRhVAkABEwAAAACCQEAAAAJRGF0YUVudHJ5AAAAAgIAAAAKc3FydERlbHRhVAUAAAAKc3FydERlbHRhVAkABEwAAAACCQEAAAAJRGF0YUVudHJ5AAAAAgIAAAACdXAFAAAAAnVwCQAETAAAAAIJAQAAAAlEYXRhRW50cnkAAAACAgAAAARkb3duBQAAAARkb3duCQAETAAAAAIJAQAAAAlEYXRhRW50cnkAAAACAgAAAAJkZgUAAAACZGYFAAAAA25pbAAAAABwsLP5", "chainId": 84, "height": 843541, "spentComplexity": 0 } View: original | compacted Prev: 7m9uSunr8jpCyXaLBxg8igJ2fJmT5sLuMPmGNVnpRd3w Next: 35iEdLhH26eRDAJ9ugEsz7pyjKPvDo3yeqaLwyj15oka Diff:
Old | New | Differences | |
---|---|---|---|
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 | - | let df = pow(E, FACTORDECIMALS, | |
16 | + | let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
17 | 17 | let pUp = ((pow(E, 5, ((r / 100) * deltaT), 8, 8, HALFUP) * down) / (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)]) |
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 | - | let df = pow(E, FACTORDECIMALS, | |
16 | + | let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP) | |
17 | 17 | let pUp = ((pow(E, 5, ((r / 100) * deltaT), 8, 8, HALFUP) * down) / (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)]) | |
20 | 20 | } | |
21 | 21 | ||
22 | 22 |
github/deemru/w8io/3ef1775 51.02 ms ◑