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feat(docs): update format
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sam committed Mar 8, 2021
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2 changes: 1 addition & 1 deletion package.json
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{
"name": "backbone-cabal-kb",
"version": "1.2.1",
"version": "1.3.0",
"description": "Backbone Cabal Knowledgebase",
"main": "index.js",
"files": [
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28 changes: 28 additions & 0 deletions pricing_gastx.md
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| **values_pricing_gastx** | **\_id** | **description** |
| ------------------------------------------------------------------------------------------- | ------------- | ---------------------------------------------------------------------------------------------------------------------------- |
| 1191914 | s | Price of underlying asset |
| 3 | k | Strike price of the option. In the case of average strike options, k/s is the multiplier for the average |
| 3575742 | k/s multipler | std dev multipler of s by K |
| 5.87 | v | Volatility of the underlygin asset price, defined as the annualized standard deviation of the continuously-compounded return |
| 4.4 | r | Annual continuously-compounded risk-free interest rate |
| 0.08219178082 | tt | Time to maturity in estimated block time ~(13s = 1block) |
| 0 | d | Dividend yield, annualized, continuously-compounded |
| 10080 | m | Number of prices in the average calculation (based on BitMex contract EVO7LD) |
| | numsim | Number of Monte Carlo iterations |
| | printsds | Print standard deviation for the particular Monte Carlo calculation |
| \*The settlement price is calculated from 10080 snaps over the 7-day period (1440 per day). | | |
| Measuring Price Average (Alternative Model to BitMex) | | |
| 4 | OHLC | Open, High, Low, Close |
| 30 | Days | Periods of measurement (24 hours) |
| 120 | Total | points of price times periods of measurement |
| 120 | m | |
| 30/365 | tt | Time to Maturity |
| Max Gas Price Points | | |
| seconds per block | 15 | |
| blocks per minute | 4 | |
| minutes per hour | 60 | |
| blocks per hour | 240 | |
| blocks per day | 5760 | |
| gas price points per day | 5760 | |
| gas price points per week | 40320 | |
| gas price points per month | 1209600 | |
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