deploy: ebd4cc0010

2025-02-16 14:12:49 +00:00
parent c6a89e5b35
commit e0aeb9b06e
2737 changed files with 5220 additions and 1039045 deletions
--- a/node_modules/shiki/samples/apl.sample
+++ b/node_modules/shiki/samples/apl.sample
@@ -1,37 +0,0 @@
-CND ← {
-    X ← ⍵
-    a ← 0.31938153 ¯0.356563782 1.781477937 ¯1.821255978 1.330274429
-
-    l ← |X
-    k ← ÷1+0.2316419×l
-    w ← 1 - (÷((2×(○1))*0.5)) × (*-(l×l)÷2) × (a +.× (k*⍳5))
-
-    ((|0⌊×X)×(1-w))+(1-|0⌊×X)×w
-}
-
-⍝ S - current price
-⍝ X - strike price
-⍝ T - expiry in years
-⍝ r - riskless interest rate
-⍝ v - volatility
-
-S ← 60
-X ← 65
-T ← 1
-r ← 0.1
-v ← 0.2
-
-d1 ← { ((⍟S÷X)+(r+(v*2)÷2)×⍵)÷(v×⍵*0.5) }
-d2 ← { (d1 ⍵) -v×⍵*0.5 }
-
-⍝ Call price
-callPrice ← { (S×CND(d1 ⍵))-(X×*-r×⍵)×CND(d2 ⍵) }
-
-avg ← { (+/⍵) ÷ ⊃⍴ ⍵ }
-
-⎕←avg callPrice¨ (⍳ 100000) ÷ 10000
-
-⍝ Put price (not tested)
-⍝ putPrice ← { (X×*-r×⍵)×CND(-d2 ⍵)-S×CND(-d1 ⍵) }
-
-⍝ From https://github.com/melsman/apltail/blob/master/tests/blacksch.apl