Demagic Edgescript: com.nodelab.equity.CalcBlackScholes

org.edgescript.TypeScriptInfo.prerequisiteParcels

List{}

org.edgescript.TypeScriptInfo.script

/* BaliCalculator subclass: #BaliCalcBlackScholes instanceVariableNames: 'maturityText maturity type spot price gamma sigma theta delta rate strike rho vega realtimeIndicator ' classVariableNames: '' poolDictionaries: '' category: 'Bali'! !BaliCalcBlackScholes methodsFor: 'aspects'! date ^self display dimHistory focus! date: aBaliTime self display dimHistory focus: aBaliTime.! dateText ^self display dimHistory focusHolder! delta ^delta isNil ifTrue: [delta := 0 asValue] ifFalse: [delta]! gamma ^gamma isNil ifTrue: [gamma := 0 asValue] ifFalse: [gamma]! maturity maturity isNil ifTrue: [self maturity: (BaliTime now addYears: 1)]. ^maturity! maturity: aBaliTime maturity := aBaliTime. self maturityText value: (maturity printType: #day)! maturityText ^maturityText isNil ifTrue: [maturityText := String new asValue] ifFalse: [maturityText]! price ^price isNil ifTrue: [price := 0 asValue] ifFalse: [price]! rate ^rate isNil ifTrue: [rate := self server defaultRate asDouble asValue] ifFalse: [rate]! realtimeIndicator "This method was generated by UIDefiner. Any edits made here may be lost whenever methods are automatically defined. The initialization provided below may have been preempted by an initialize method." ^realtimeIndicator isNil ifTrue: [realtimeIndicator := String new asValue] ifFalse: [realtimeIndicator]! rho ^rho isNil ifTrue: [rho := 0 asValue] ifFalse: [rho]! sigma ^sigma isNil ifTrue: [sigma := 25 asValue] ifFalse: [sigma]! spot | env | env := self display envDimensions. ^spot isNil ifTrue: [spot := (self display plugin firstSource valueAspect: #price environment: env) asValue] ifFalse: [spot]! strike ^strike isNil ifTrue: [strike := self spot value asValue] ifFalse: [strike]! theta ^theta isNil ifTrue: [theta := 0 asValue] ifFalse: [theta]! type ^type isNil ifTrue: [type := #call asValue] ifFalse: [type]! vega ^vega isNil ifTrue: [vega := 0 asValue] ifFalse: [vega]! ! !BaliCalcBlackScholes methodsFor: 'actions'! calculate | source years spotValue strikeValue sigmaValue rateValue | source := self display plugin firstSource. spotValue := self spot value. spotValue isNil ifTrue: [^nil]. spotValue := spotValue asDouble. years := (self maturity subtractDate: self display dimHistory focus) / 365. strikeValue := self strike value asDouble. sigmaValue := self sigma value asDouble. rateValue := self rate value asDouble. self price value: (source bsPriceCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self delta value: (source bsDeltaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self gamma value: (source bsGammaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self theta value: (source bsThetaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self vega value: (source bsVegaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self rho value: (source bsRhoCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self display dimHistory realtime value ifTrue: [self realtimeIndicator value: ''] ifFalse: [self realtimeIndicator value: 'Historical data']! changeDate self display dimHistory realtime value: false. self date: (BaliTime fromString: self dateText value string). self reset.! changeMaturity self maturity: (BaliTime fromString: self maturityText value). self calculate! changeRealtime | env | env := self display envDimensions. self spot value: (self display plugin firstSource valueAspect: #price environment: env). self strike value: self spot value. super changeRealtime.! reset | env | env := self display envDimensions. self spot value: (self firstSource valueAspect: #last environment: env). self strike value: self spot value. super reset.! ! "-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- "! BaliCalcBlackScholes class instanceVariableNames: ''! !BaliCalcBlackScholes class methodsFor: 'interface specs'! windowSpec "UIPainter new openOnClass: self andSelector: #windowSpec" ^#(#FullSpec #window: #(#WindowSpec #label: 'Black & Scholes' #min: #(#Point 183 335 ) #max: #(#Point 183 335 ) #bounds: #(#Rectangle 812 675 995 1010 ) #colors: #(#LookPreferences #setForegroundColor: #(#ColorValue #black ) #setBackgroundColor: #(#ColorValue 6143 7167 8191 ) #setSelectionForegroundColor: #(#ColorValue #black ) #setSelectionBackgroundColor: #(#ColorValue 4915 4915 4915 ) #setBorderColor: #(#ColorValue #black ) ) #isEventDriven: true ) #component: #(#SpecCollection #collection: #( #(#LabelSpec #layout: #(#Point 5 6 ) #label: ' date' ) #(#LabelSpec #layout: #(#Point 5 29 ) #label: 'Spot' ) #(#LabelSpec #layout: #(#Point 5 53 ) #label: 'Strike' ) #(#LabelSpec #layout: #(#Point 5 75 ) #label: 'Sigma' ) #(#LabelSpec #layout: #(#Point 5 98 ) #label: 'Maturity' ) #(#LabelSpec #layout: #(#Point 5 121 ) #label: 'Rate' ) #(#InputFieldSpec #layout: #(#Rectangle 77 4 177 25 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #dateText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeDate ) #tabable: false #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 27 177 48 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #spot #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 50 177 71 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #strike #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 73 177 94 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #sigma #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 96 177 117 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #maturityText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeMaturity ) #tabable: true #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 119 177 140 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #rate #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#RadioButtonSpec #layout: #(#Point 6 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Call' #select: #call ) #(#RadioButtonSpec #layout: #(#Point 58 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Put' #select: #put ) #(#DividerSpec #layout: #(#LayoutFrame 93 0 175 0 -5 1 179 0 ) ) #(#ActionButtonSpec #layout: #(#Rectangle 3 162 90 191 ) #model: #calculate #label: 'Calculate' #defaultable: true ) #(#LabelSpec #layout: #(#Point 5 194 ) #label: 'Price' ) #(#LabelSpec #layout: #(#Point 5 217 ) #label: ' delta' ) #(#LabelSpec #layout: #(#Point 5 242 ) #label: 'Gamma' ) #(#LabelSpec #layout: #(#Point 5 266 ) #label: 'Theta' ) #(#LabelSpec #layout: #(#Point 5 289 ) #label: 'Vega' ) #(#LabelSpec #layout: #(#Point 5 312 ) #label: 'Rho' ) #(#InputFieldSpec #layout: #(#Rectangle 77 194 177 215 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #price #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 217 177 238 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #delta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 240 177 261 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #gamma #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 263 177 284 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #theta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 286 177 307 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #vega #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 309 177 330 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #rho #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#ArbitraryComponentSpec #layout: #(#LayoutFrame -30 1 167 0 -5 1 186 0 ) #flags: 0 #component: #logotype ) ) ) )! ! */

org.edgescript.TypeScriptInfo.prerequisiteScripts

List{}

Node data	Value
org.edgescript.TypeScriptInfo.prerequisiteParcels	List{}
org.edgescript.TypeScriptInfo.prerequisiteMethods	List{}
org.edgescript.TypeScriptInfo.script	/* BaliCalculator subclass: #BaliCalcBlackScholes instanceVariableNames: 'maturityText maturity type spot price gamma sigma theta delta rate strike rho vega realtimeIndicator ' classVariableNames: '' poolDictionaries: '' category: 'Bali'! !BaliCalcBlackScholes methodsFor: 'aspects'! date ^self display dimHistory focus! date: aBaliTime self display dimHistory focus: aBaliTime.! dateText ^self display dimHistory focusHolder! delta ^delta isNil ifTrue: [delta := 0 asValue] ifFalse: [delta]! gamma ^gamma isNil ifTrue: [gamma := 0 asValue] ifFalse: [gamma]! maturity maturity isNil ifTrue: [self maturity: (BaliTime now addYears: 1)]. ^maturity! maturity: aBaliTime maturity := aBaliTime. self maturityText value: (maturity printType: #day)! maturityText ^maturityText isNil ifTrue: [maturityText := String new asValue] ifFalse: [maturityText]! price ^price isNil ifTrue: [price := 0 asValue] ifFalse: [price]! rate ^rate isNil ifTrue: [rate := self server defaultRate asDouble asValue] ifFalse: [rate]! realtimeIndicator "This method was generated by UIDefiner. Any edits made here may be lost whenever methods are automatically defined. The initialization provided below may have been preempted by an initialize method." ^realtimeIndicator isNil ifTrue: [realtimeIndicator := String new asValue] ifFalse: [realtimeIndicator]! rho ^rho isNil ifTrue: [rho := 0 asValue] ifFalse: [rho]! sigma ^sigma isNil ifTrue: [sigma := 25 asValue] ifFalse: [sigma]! spot \| env \| env := self display envDimensions. ^spot isNil ifTrue: [spot := (self display plugin firstSource valueAspect: #price environment: env) asValue] ifFalse: [spot]! strike ^strike isNil ifTrue: [strike := self spot value asValue] ifFalse: [strike]! theta ^theta isNil ifTrue: [theta := 0 asValue] ifFalse: [theta]! type ^type isNil ifTrue: [type := #call asValue] ifFalse: [type]! vega ^vega isNil ifTrue: [vega := 0 asValue] ifFalse: [vega]! ! !BaliCalcBlackScholes methodsFor: 'actions'! calculate \| source years spotValue strikeValue sigmaValue rateValue \| source := self display plugin firstSource. spotValue := self spot value. spotValue isNil ifTrue: [^nil]. spotValue := spotValue asDouble. years := (self maturity subtractDate: self display dimHistory focus) / 365. strikeValue := self strike value asDouble. sigmaValue := self sigma value asDouble. rateValue := self rate value asDouble. self price value: (source bsPriceCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self delta value: (source bsDeltaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self gamma value: (source bsGammaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self theta value: (source bsThetaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self vega value: (source bsVegaCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self rho value: (source bsRhoCall: (self type value = #call) spot: spotValue years: years strike: strikeValue sigma: sigmaValue rate: rateValue). self display dimHistory realtime value ifTrue: [self realtimeIndicator value: ''] ifFalse: [self realtimeIndicator value: 'Historical data']! changeDate self display dimHistory realtime value: false. self date: (BaliTime fromString: self dateText value string). self reset.! changeMaturity self maturity: (BaliTime fromString: self maturityText value). self calculate! changeRealtime \| env \| env := self display envDimensions. self spot value: (self display plugin firstSource valueAspect: #price environment: env). self strike value: self spot value. super changeRealtime.! reset \| env \| env := self display envDimensions. self spot value: (self firstSource valueAspect: #last environment: env). self strike value: self spot value. super reset.! ! "-- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- -- "! BaliCalcBlackScholes class instanceVariableNames: ''! !BaliCalcBlackScholes class methodsFor: 'interface specs'! windowSpec "UIPainter new openOnClass: self andSelector: #windowSpec" ^#(#FullSpec #window: #(#WindowSpec #label: 'Black & Scholes' #min: #(#Point 183 335 ) #max: #(#Point 183 335 ) #bounds: #(#Rectangle 812 675 995 1010 ) #colors: #(#LookPreferences #setForegroundColor: #(#ColorValue #black ) #setBackgroundColor: #(#ColorValue 6143 7167 8191 ) #setSelectionForegroundColor: #(#ColorValue #black ) #setSelectionBackgroundColor: #(#ColorValue 4915 4915 4915 ) #setBorderColor: #(#ColorValue #black ) ) #isEventDriven: true ) #component: #(#SpecCollection #collection: #( #(#LabelSpec #layout: #(#Point 5 6 ) #label: ' date' ) #(#LabelSpec #layout: #(#Point 5 29 ) #label: 'Spot' ) #(#LabelSpec #layout: #(#Point 5 53 ) #label: 'Strike' ) #(#LabelSpec #layout: #(#Point 5 75 ) #label: 'Sigma' ) #(#LabelSpec #layout: #(#Point 5 98 ) #label: 'Maturity' ) #(#LabelSpec #layout: #(#Point 5 121 ) #label: 'Rate' ) #(#InputFieldSpec #layout: #(#Rectangle 77 4 177 25 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #dateText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeDate ) #tabable: false #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 27 177 48 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #spot #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 50 177 71 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #strike #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 73 177 94 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #sigma #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#InputFieldSpec #layout: #(#Rectangle 77 96 177 117 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #maturityText #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #changeMaturity ) #tabable: true #isReadOnly: false #type: #string ) #(#InputFieldSpec #layout: #(#Rectangle 77 119 177 140 ) #isOpaque: true #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue #white ) ) #model: #rate #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #tabable: true #isReadOnly: false #type: #number ) #(#RadioButtonSpec #layout: #(#Point 6 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Call' #select: #call ) #(#RadioButtonSpec #layout: #(#Point 58 144 ) #model: #type #callbacksSpec: #(#UIEventCallbackSubSpec #valueChangeSelector: #calculate ) #label: 'Put' #select: #put ) #(#DividerSpec #layout: #(#LayoutFrame 93 0 175 0 -5 1 179 0 ) ) #(#ActionButtonSpec #layout: #(#Rectangle 3 162 90 191 ) #model: #calculate #label: 'Calculate' #defaultable: true ) #(#LabelSpec #layout: #(#Point 5 194 ) #label: 'Price' ) #(#LabelSpec #layout: #(#Point 5 217 ) #label: ' delta' ) #(#LabelSpec #layout: #(#Point 5 242 ) #label: 'Gamma' ) #(#LabelSpec #layout: #(#Point 5 266 ) #label: 'Theta' ) #(#LabelSpec #layout: #(#Point 5 289 ) #label: 'Vega' ) #(#LabelSpec #layout: #(#Point 5 312 ) #label: 'Rho' ) #(#InputFieldSpec #layout: #(#Rectangle 77 194 177 215 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #price #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 217 177 238 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #delta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 240 177 261 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #gamma #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 263 177 284 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #theta #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 286 177 307 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #vega #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#InputFieldSpec #layout: #(#Rectangle 77 309 177 330 ) #colors: #(#LookPreferences #setBackgroundColor: #(#ColorValue 7700 7700 7700 ) ) #model: #rho #tabable: false #isReadOnly: true #type: #number #formatString: '0.000' ) #(#ArbitraryComponentSpec #layout: #(#LayoutFrame -30 1 167 0 -5 1 186 0 ) #flags: 0 #component: #logotype ) ) ) )! ! */
org.edgescript.TypeScriptInfo.defineType	com.nodelab.equity.CalcBlackScholes
org.edgescript.TypeScriptInfo.prerequisiteScripts	List{}

Node com.nodelab.equity.CalcBlackScholes