tx · 35iEdLhH26eRDAJ9ugEsz7pyjKPvDo3yeqaLwyj15oka

3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC:  -0.09000000 Waves

2020.01.07 16:28 [843546] smart account 3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC > SELF 0.00000000 Waves

{ "type": 13, "id": "35iEdLhH26eRDAJ9ugEsz7pyjKPvDo3yeqaLwyj15oka", "fee": 9000000, "feeAssetId": null, "timestamp": 1578403680632, "version": 1, "sender": "3MvQVj21fwPXbyXsrVDV2Sf639TcWTsaxmC", "senderPublicKey": "GfU9G8BJcrUfL2H2QthDHbeLHThimafNuKPuDQm9wbzr", "proofs": [ "34iRf9Jc7BZrtQPQfnSf1XiuYhUgtMuoQKL8k84txGAT1cbRVy8UrNLbfRCWyn3EUcRRYj9SMCQrKyQE7sbwHEK1" ], "script": "base64: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", "chainId": 84, "height": 843546, "spentComplexity": 0 } View: original | compacted Prev: AfH853SkUrezMdwKjFZkDpCBmjA7tLcPHUK7kdJg1QgH Next: 4ULCk3ip7KAmhQYfDFG1nfbHxJwLTz1s6QPuU6syi9Sx Diff:
OldNewDifferences
1414 let up = pow(E, FACTORDECIMALS, fraction(sigma, sqrtDeltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
1515 let down = fraction(1, (FACTOR * FACTOR), up)
1616 let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
17- let pUp = ((pow(E, 5, ((r / 100) * deltaT), 8, 8, HALFUP) * down) / (up - down))
17+ let pUp = fraction(pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP), down, (up - down))
1818 let pDown = (1 - pUp)
19- WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df)])
19+ WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp)])
2020 }
2121
2222
Full:
OldNewDifferences
11 {-# STDLIB_VERSION 3 #-}
22 {-# SCRIPT_TYPE ACCOUNT #-}
33 {-# CONTENT_TYPE DAPP #-}
44 let FACTOR = 100000000
55
66 let FACTORDECIMALS = 8
77
88 let E = 271828182
99
1010 @Callable(i)
1111 func coxRossRubinsteinCall (T,S,K,r,sigma,n) = {
1212 let deltaT = fraction(T, FACTOR, (365 * n))
1313 let sqrtDeltaT = pow(deltaT, FACTORDECIMALS, 5, 1, FACTORDECIMALS, HALFUP)
1414 let up = pow(E, FACTORDECIMALS, fraction(sigma, sqrtDeltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
1515 let down = fraction(1, (FACTOR * FACTOR), up)
1616 let df = pow(E, FACTORDECIMALS, fraction(-(r), deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP)
17- let pUp = ((pow(E, 5, ((r / 100) * deltaT), 8, 8, HALFUP) * down) / (up - down))
17+ let pUp = fraction(pow(E, FACTORDECIMALS, fraction(r, deltaT, 100), FACTORDECIMALS, FACTORDECIMALS, HALFUP), down, (up - down))
1818 let pDown = (1 - pUp)
19- WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df)])
19+ WriteSet([DataEntry("deltaT", deltaT), DataEntry("sqrtDeltaT", sqrtDeltaT), DataEntry("up", up), DataEntry("down", down), DataEntry("df", df), DataEntry("pUp", pUp)])
2020 }
2121
2222

github/deemru/w8io/3ef1775 
39.85 ms