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DataMuseum.dkPresents historical artifacts from the history of: Q1 computer |
This is an automatic "excavation" of a thematic subset of
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Length: 22436 (0x57a4)
Types: Q1_Text, reclen=79
Notes: q1file
Names: »BSR«
└─⟦0efc7a2b5⟧ Bits:30008603 DDMQ1-0044
└─⟦this⟧ »BSR«
/*BLACK AND SCHOLES*/
DCL PO CHAR (5);
DCL PA CHAR (4);
DCL PF CHAR (4);
DCL R CHAR (4);
DCL T CHAR (2);
DCL D CHAR (4);
DCL Z1 CHAR (3);
DCL ZN1 CHAR (6);
DCL Z2 CHAR (3);
DCL ZN2 CHAR (6);
DCL DOPT CHAR (20);
DCL DAT CHAR (8);
DCL SVAR CHAR (4);
DCL Q CHAR (5);
PUT FILE (DISPLAY) LIST('**** BLACK AND SCHOLES VÄRDERING ****') ;/*(A(37))
('TRYCK RETURN OM DU VILL FORTSÄTTA')(A(37))
('SKRIV SLUT OM DU VILL SLUTA')*/
GET SKIP LIST (SVAR);
IF SVAR='SLUT' THEN GO TO UT;
IGEN: PUT FILE (DISPLAY) SKIP LIST ('VILKEN OPTION ? ');
GET SKIP LIST (DOPT);
IF (DOPT='SLUT ') THEN GO TO UT;
PUT FILE (DISPLAY) SKIP LIST ('VILKET DATUM ? ');
GET SKIP LIST (DAT);
PUT FILE (DISPLAY) SKIP LIST ('AKTIENS BÖRSKURS ? ');
GET SKIP LIST (PA);
PUT FILE (DISPLAY) SKIP LIST ('FRAMTIDA TECKNINGSKURS ? ');
GET SKIP LIST (PF);
PUT FILE (DISPLAY) SKIP LIST ('RISKFRIA RÄNTAN ? ');
GET SKIP LIST (R);
PUT FILE (DISPLAY) SKIP LIST ('ÅTERSTÅENDE LÖPTID ? ');
GET SKIP LIST (T);
PUT FILE (DISPLAY) SKIP LIST ('VILKEN STANDARDAVVIKELSE ? ');
GET SKIP LIST (D);
A1= PA/PF ;
A2=LN (A1);
B1=R+0.5*D*D;
Y1=A2+B1*T;
DT=D*T;
Z1=Y1/DT;
A3= PA/PF;
A4=LN (A3);
B2=R-0.5*D*D;
Y2=A4+B2*T;
DT=D*T;
Z2=Y2/DT;
PUT SKIP LIST ('Z1= ',Z1);
PUT SKIP LIST ('Z2= ',Z2);
IF (Z1>1) THEN PUT SKIP LIST ('Z1 ÄR FÖR STOR!');
IF (Z2>1) THEN PUT SKIP LIST ('Z2 ÄR FÖR STOR!');
IF (Z1>1) THEN GO TO IGEN;
IF (Z2>1) THEN GO TO IGEN;
IF (Z1<-0.01) THEN PUT SKIP LIST ('Z1 ÄR FÖR LITEN!');
IF (Z2<-0.01) THEN PUT SKIP LIST ('Z2 ÄR FÖR LITEN!');
IF (Z1='0.00') THEN ZN1=0.5000;
IF (Z1='0.01') THEN ZN1=0.5040;
IF (Z1='0.02') THEN ZN1=0.5080;
IF (Z1='0.03') THEN ZN1=0.5120;
IF (Z1='0.04') THEN ZN1=0.5160;
IF (Z1='0.05') THEN ZN1=0.5199;
IF (Z1='0.06') THEN ZN1=0.5239;
IF (Z1='0.07') THEN ZN1=0.5279;
IF (Z1='0.08') THEN ZN1=0.5319;
IF (Z1='0.09') THEN ZN1=0.5359;
IF (Z1='0.10') THEN ZN1=0.5398;
IF (Z1='0.11') THEN ZN1=0.5438;
IF (Z1='0.12') THEN ZN1=0.5478;
IF (Z1='0.13') THEN ZN1=0.5517;
IF (Z1='0.14') THEN ZN1=0.5557;
IF (Z1='0.15') THEN ZN1=0.5596;
IF (Z1='0.16') THEN ZN1=0.5636;
IF (Z1='0.17') THEN ZN1=0.5675;
IF (Z1='0.18') THEN ZN1=0.5714;
IF (Z1='0.19') THEN ZN1=0.5753;
IF (Z1='0.20') THEN ZN1=0.5793;
IF (Z1='0.21') THEN ZN1=0.5832;
IF (Z1='0.22') THEN ZN1=0.5871;
IF (Z1='0.23') THEN ZN1=0.5910;
IF (Z1='0.24') THEN ZN1=0.5948;
IF (Z1='0.25') THEN ZN1=0.5987;
IF (Z1='0.26') THEN ZN1=0.6026;
IF (Z1='0.27') THEN ZN1=0.6064;
IF (Z1='0.28') THEN ZN1=0.6103;
IF (Z1='0.29') THEN ZN1=0.6141;
IF (Z1='0.30') THEN ZN1=0.6179;
IF (Z1='0.31') THEN ZN1=0.6217;
IF (Z1='0.32') THEN ZN1=0.6255;
IF (Z1='0.33') THEN ZN1=0.6293;
IF (Z1='0.34') THEN ZN1=0.6331;
IF (Z1='0.35') THEN ZN1=0.6368;
IF (Z1='0.36') THEN ZN1=0.6406;
IF (Z1='0.37') THEN ZN1=0.6443;
IF (Z1='0.38') THEN ZN1=0.6480;
IF (Z1='0.39') THEN ZN1=0.6517;
IF (Z1='0.40') THEN ZN1=0.6554;
IF (Z1='0.41') THEN ZN1=0.6591;
IF (Z1='0.42') THEN ZN1=0.6628;
IF (Z1='0.43') THEN ZN1=0.6664;
IF (Z1='0.44') THEN ZN1=0.6700;
IF (Z1='0.45') THEN ZN1=0.6736;
IF (Z1='0.46') THEN ZN1=0.6772;
IF (Z1='0.47') THEN ZN1=0.6808;
IF (Z1='0.48') THEN ZN1=0.6844;
IF (Z1='0.49') THEN ZN1=0.6879;
IF (Z1='0.50') THEN ZN1=0.6915;
IF (Z1='0.51') THEN ZN1=0.6950;
IF (Z1='0.52') THEN ZN1=0.6985;
IF (Z1='0.53') THEN ZN1=0.7019;
IF (Z1='0.54') THEN ZN1=0.7054;
IF (Z1='0.55') THEN ZN1=0.7088;
IF (Z1='0.56') THEN ZN1=0.7123;
IF (Z1='0.57') THEN ZN1=0.7157;
IF (Z1='0.58') THEN ZN1=0.7190;
IF (Z1='0.59') THEN ZN1=0.7224;
IF (Z1='0.60') THEN ZN1=0.7257;
IF (Z1='0.61') THEN ZN1=0.7291;
IF (Z1='0.62') THEN ZN1=0.7324;
IF (Z1='0.63') THEN ZN1=0.7357;
IF (Z1='0.64') THEN ZN1=0.7389;
IF (Z1='0.65') THEN ZN1=0.7422;
IF (Z1='0.66') THEN ZN1=0.7454;
IF (Z1='0.67') THEN ZN1=0.7486;
IF (Z1='0.68') THEN ZN1=0.7517;
IF (Z1='0.69') THEN ZN1=0.7549;
IF (Z1='0.70') THEN ZN1=0.7580;
IF (Z1='0.71') THEN ZN1=0.7611;
IF (Z1='0.72') THEN ZN1=0.7642;
IF (Z1='0.73') THEN ZN1=0.7673;
IF (Z1='0.74') THEN ZN1=0.7704;
IF (Z1='0.75') THEN ZN1=0.7734;
IF (Z1='0.76') THEN ZN1=0.7764;
IF (Z1='0.77') THEN ZN1=0.7794;
IF (Z1='0.78') THEN ZN1=0.7823;
IF (Z1='0.79') THEN ZN1=0.7852;
IF (Z1='0.80') THEN ZN1=0.7881;
IF (Z1='0.81') THEN ZN1=0.7910;
IF (Z1='0.82') THEN ZN1=0.7939;
IF (Z1='0.83') THEN ZN1=0.7967;
IF (Z1='0.84') THEN ZN1=0.7995;
IF (Z1='0.85') THEN ZN1=0.8023;
IF (Z1='0.86') THEN ZN1=0.8051;
IF (Z1='0.87') THEN ZN1=0.8078;
IF (Z1='0.88') THEN ZN1=0.8106;
IF (Z1='0.89') THEN ZN1=0.8133;
IF (Z1='0.90') THEN ZN1=0.8159;
IF (Z1='0.91') THEN ZN1=0.8186;
IF (Z1='0.92') THEN ZN2=0.8212;
IF (Z1='0.93') THEN ZN1=0.8238;
IF (Z1='0.94') THEN ZN1=0.8264;
IF (Z1='0.95') THEN ZN1=0.8289;
IF (Z1='0.96') THEN ZN1=0.8315;
IF (Z1='0.97') THEN ZN1=0.8340;
IF (Z1='0.98') THEN ZN1=0.8365;
IF (Z1='0.99') THEN ZN1=0.8389;
IF (Z1='1.00') THEN ZN1=0.8413;
IF (Z2='0.00') THEN ZN2=0.5000;
IF (Z2='0.01') THEN ZN2=0.5040;
IF (Z2='0.02') THEN ZN2=0.5080;
IF (Z2='0.03') THEN ZN2=0.5120;
IF (Z2='0.04') THEN ZN2=0.5160;
IF (Z2='0.05') THEN ZN2=0.5199;
IF (Z2='0.06') THEN ZN2=0.5239;
IF (Z2='0.07') THEN ZN2=0.5279;
IF (Z2='0.08') THEN ZN2=0.5319;
IF (Z2='0.09') THEN ZN2=0.5359;
IF (Z2='0.10') THEN ZN2=0.5398;
IF (Z2='0.11') THEN ZN2=0.5438;
IF (Z2='0.12') THEN ZN2=0.5478;
IF (Z2='0.13') THEN ZN2=0.5517;
IF (Z2='0.14') THEN ZN2=0.5557;
IF (Z2='0.15') THEN ZN2=0.5596;
IF (Z2='0.16') THEN ZN2=0.5636;
IF (Z2='0.17') THEN ZN2=0.5675;
IF (Z2='0.18') THEN ZN2=0.5714;
IF (Z2='0.19') THEN ZN2=0.5753;
IF (Z2='0.20') THEN ZN2=0.5793;
IF (Z2='0.21') THEN ZN2=0.5832;
IF (Z2='0.22') THEN ZN2=0.5871;
IF (Z2='0.23') THEN ZN2=0.5910;
IF (Z2='0.24') THEN ZN2=0.5948;
IF (Z2='0.25') THEN ZN2=0.5987;
IF (Z2='0.26') THEN ZN2=0.6026;
IF (Z2='0.27') THEN ZN2=0.6064;
IF (Z2='0.28') THEN ZN2=0.6103;
IF (Z2='0.29') THEN ZN2=0.6141;
IF (Z2='0.30') THEN ZN2=0.6179;
IF (Z2='0.31') THEN ZN2=0.6217;
IF (Z2='0.32') THEN ZN2=0.6255;
IF (Z2='0.33') THEN ZN2=0.6293;
IF (Z2='0.34') THEN ZN2=0.6331;
IF (Z2='0.35') THEN ZN2=0.6368;
IF (Z2='0.36') THEN ZN2=0.6406;
IF (Z2='0.37') THEN ZN2=0.6443;
IF (Z2='0.38') THEN ZN2=0.6480;
IF (Z2='0.39') THEN ZN2=0.6517;
IF (Z2='0.40') THEN ZN2=0.6554;
IF (Z2='0.41') THEN ZN2=0.6591;
IF (Z2='0.42') THEN ZN2=0.6628;
IF (Z2='0.43') THEN ZN2=0.6664;
IF (Z2='0.44') THEN ZN2=0.6700;
IF (Z2='0.45') THEN ZN2=0.6736;
IF (Z2='0.46') THEN ZN2=0.6772;
IF (Z2='0.47') THEN ZN2=0.6808;
IF (Z2='0.48') THEN ZN2=0.6844;
IF (Z2='0.49') THEN ZN2=0.6879;
IF (Z2='0.50') THEN ZN2=0.6915;
IF (Z2='0.51') THEN ZN2=0.6950;
IF (Z2='0.52') THEN ZN2=0.6985;
IF (Z2='0.53') THEN ZN2=0.7019;
IF (Z2='0.54') THEN ZN2=0.7054;
IF (Z2='0.55') THEN ZN2=0.7088;
IF (Z2='0.56') THEN ZN2=0.7123;
IF (Z2='0.57') THEN ZN2=0.7157;
IF (Z2='0.58') THEN ZN2=0.7190;
IF (Z2='0.59') THEN ZN2=0.7224;
IF (Z2='0.60') THEN ZN2=0.7257;
IF (Z2='0.61') THEN ZN2=0.7291;
IF (Z2='0.62') THEN ZN2=0.7324;
IF (Z2='0.63') THEN ZN2=0.7357;
IF (Z2='0.64') THEN ZN2=0.7389;
IF (Z2='0.65') THEN ZN2=0.7422;
IF (Z2='0.66') THEN ZN2=0.7454;
IF (Z2='0.67') THEN ZN2=0.7486;
IF (Z2='0.68') THEN ZN2=0.7517;
IF (Z2='0.69') THEN ZN2=0.7549;
IF (Z2='0.70') THEN ZN2=0.7580;
IF (Z2='0.71') THEN ZN2=0.7611;
IF (Z2='0.72') THEN ZN2=0.7642;
IF (Z2='0.73') THEN ZN2=0.7673;
IF (Z2='0.74') THEN ZN2=0.7704;
IF (Z2='0.75') THEN ZN2=0.7734;
IF (Z2='0.76') THEN ZN2=0.7764;
IF (Z2='0.77') THEN ZN2=0.7794;
IF (Z2='0.78') THEN ZN2=0.7823;
IF (Z2='0.79') THEN ZN2=0.7852;
IF (Z2='0.80') THEN ZN2=0.78;
IF (Z2='0.81') THEN ZN2=0.7910;
IF (Z2='0.82') THEN ZN2=0.7939;
IF (Z2='0.83') THEN ZN2=0.7967;
IF (Z2='0.84') THEN ZN2=0.7995;
IF (Z2='0.85') THEN ZN2=0.8023;
IF (Z2='0.86') THEN ZN2=0.8051;
IF (Z2='0.87') THEN ZN2=0.8078;
IF (Z2='0.88') THEN ZN2=0.8106;
IF (Z2='0.89') THEN ZN2=0.8133;
IF (Z2='0.90') THEN ZN2=0.8159;
IF (Z2='0.91') THEN ZN2=0.8186;
IF (Z2='0.92') THEN ZN2=0.8212;
IF (Z2='0.93') THEN ZN2=0.8238;
IF (Z2='0.94') THEN ZN2=0.8264;
IF (Z2='0.95') THEN ZN2=0.8289;
IF (Z2='0.96') THEN ZN2=0.8315;
IF (Z2='0.97') THEN ZN2=0.8340;
IF (Z2='0.98') THEN ZN2=0.8365;
IF (Z2='0.99') THEN ZN2=0.8389;
IF (Z2='1.00') THEN ZN2=0.8413;
PUT SKIP LIST ('ZN1=:',ZN1);
PUT SKIP LIST ('ZN2=:',ZN2);
Q=PF/EXP (R*T);
PUT SKIP LIST ('Q=:',Q);
PO=PA*ZN1-Q*ZN2;
PUT SKIP LIST (DOPT);
PUT SKIP LIST (DAT);
PUT SKIP LIST ('AKTIENS BÖRSKURS: ',PA);
PUT SKIP LIST ('FRAMTIDA TECKNINGSKURS: ',PF);
PUT SKIP LIST ('RISKFRIA RÄNTAN: ',R);
PUT SKIP LIST ('OPTIONENS ÅTERSTÅENDE LÖPTID: ', T);
PUT SKIP LIST ('STANDARDAVVIKELSE: ',D);
PUT SKIP LIST ('OPTIONENS BARÄKNADE VÄRDE: ',PO);
GO TO IGEN;
UT: END;