tx · EmbnnPmEyt8cYgM2EfeQBNhYktrYv6DcyLFnWSisr4MF

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.07 16:20 [843537] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{
    "type": 13,
    "id": "EmbnnPmEyt8cYgM2EfeQBNhYktrYv6DcyLFnWSisr4MF",
    "fee": 9000000,
    "feeAssetId": null,
    "timestamp": 1578403240884,
    "version": 1,
    "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC",
    "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr",
    "proofs": [
        "4ezEVEnLBskwmeBQ2TwBYqNYVfQB6p9Vkc5r6CEd3Ufb3evogWNSjM5QmmsHH9vChXabar4isk8NYcnZHNEKA78s"
    ],
    "script": "base64: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",
    "chainId": 84,
    "height": 843537,
    "spentComplexity": 0
}

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Diff: 
Old
New
Differences
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
-
    let down = fraction(1, FACTOR, up)
15
+
    let down = fraction(1, (FACTOR * FACTOR), up)
16
16
 
    let df = pow(E, 5, ((-(r) / 100) * deltaT), 8, 8, HALFUP)
17
17
 
    let pUp = ((pow(E, 5, ((r / 100) * deltaT), 8, 8, HALFUP) * down) / (up - down))
18
18
 
    let pDown = (1 - pUp)
Full: 
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
-
    let down = fraction(1, FACTOR, up)
15
+
    let down = fraction(1, (FACTOR * FACTOR), up)
16
16
 
    let df = pow(E, 5, ((-(r) / 100) * deltaT), 8, 8, 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)])
20
20
 
    }
21
21
 
22
22
 

github/deemru/w8io/873ac7e 
17.70 ms ◑