//
//ab
// file: evoluer.js
// version: 1.0, date: 04/2000
// 2.0, date: 12/2000
//
// copyright: Albator
//
function strategietest() {
var newwind2=window.open('liste.html','truc');
newwind2.document.write('
coucou');
}
function strategie() {
var sico;var type; var mat;var exer;var price;var delt;var volat;var levier;var cool;
var stemps;var svol;var volu;var pari;var comment;
var tx;var txdiv;var typew;
var em;var r; var t;
var fg;var money;var sep;var temp;var mid;var loc;var loc1;var j;var fg;var entete;var prixg;sep=" ";
// var chif;
var b=new Array();
var avervolp, avervolc;
var nbavervolp,nbavervolc;
mystring=document.mform.select1[document.mform.select1.selectedIndex].value;
r=extract(",");
t=extract(",");
prixg=extract(",");
prixg=document.mform.pact.value;
loc1=document.mform.select1.selectedIndex;
//
var newwind2=window.open();
rejete='';
cool='';
cool+='Assistant de strategie de warrants';
cool+='';
cool+='';
newwind2.document.write(cool);
//
// newwind2.support.document.open();
// newwind2.warrants.document.open();
cool='';
cool+='Evaluation de stratégie';
cool+='';
cool+='';
newwind2.support.document.write(cool);
cool=''+r+' - '+t+' @ '+prixg+'
';
// cool+=" Cours sous-jacent: "+prixg
// +" : pour "+round_up((document.mform.varact.value/prixg-1.0)*100.0,2)+"% de variation, soit
";
cool+="Evaluation pour une strategie à "+document.mform.varact.value
+" ("+round_up((document.mform.varact.value/prixg-1.0)*100.0,2)+"% de variation) dans "
+document.mform.vartemps.value+" "+((document.mform.vartemps.value<2)?"jour":"jours")
+" avec une variation de volatilité de "
+document.mform.varvol.value+" %.
"
+" Prise en compte du spread pour le calcul des Gain/Perte, (G/P), et des G/P potentiels, G/P pot.
";
// +"";
newwind2.support.document.write(cool);
avervolp=0.0;
nbavervolp=0;
avervolc=0.0;
nbavervolc=0;
irejec=1;
for(j = 1;j<=(a[loc1+1].length-1);j++) {
mystring=a[loc1+1][j];
sico=extract(",");
type=extract(",");
if ( ((type == 'P') && (document.mform.straP.checked))
|| ((type == 'C') && (document.mform.straC.checked)) ) {
mat=extract(",");
exer=extract(",");
price=extract(",");
//
// ancienne methode, ne pas effacer ou modifier a cause de la fonction extract.
delt=extract(",");volat=extract(",");levier=extract(",");stemps=extract(",");svol=extract(",");
volu=extract(",");pari=extract(",");comment=extract(",");em=extract(",");
tx=extract(",");txdiv=extract(",");typew=extract(",");
document.mform.varspread.value=extract(",");
document.mform.vol.value=volat;
loc22=j;
detailwarr2(loc22);
if (svol == "") {
// modifier pour calcul de stats
document.mform.vol.value=1;
testinput();
valwar=parseFloat(document.mform.valo.value);
volat=round_up(calculvolat(valwar,m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),2);
document.mform.vol.value=volat;
// calcvol();
// volat=document.mform.vol.value;
// m_step=100;
testinput();
//document.mform.valo.value=round_up(calcprix(m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),4);
delt=round_up(sensibilite("delta",m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),2);
levier=round_up(sensibilite("levier",m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),2);
svol=round_up(sensibilite("vol",m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),2);
stemps=round_up(sensibilite("temps",m_type,m_style,m_step,m_spot,m_dat1,m_dat2,m_tx,m_div,m_vol,m_exercice,m_parite),2);
a[loc1+1][j]=sico+","+type+","+mat+","+exer+","+price+","+delt+","+volat+","+levier+","+stemps+","+svol+","
+volu+","+pari+","+comment+","+em+","+tx+","+txdiv+","+typew;
}
if (volat !='') scenar();
//
//
pmvalue=round_up(1.0*(document.mform.scenarwarr.value-document.mform.varspread.value-document.mform.valo.value),2);
pmvaluep=round_up(100.0*pmvalue/document.mform.valo.value,2);
ratio=Math.abs(round_up(document.mform.pourcspread.value/stemps,2));
pmvaluepot=round_up(-pmvalue-2.0*document.mform.varspread.value,2);
pmvaluepotp=round_up(100.*pmvaluepot/document.mform.scenarwarr.value,2);
//
cool='';
color1=hex(Math.min(Math.max(10,127*(2-Math.pow(Math.pow((1.0-prixg/exer),2),0.5))),255));
cool+=""+her(sico)+hec(type)+hec(mat)
+het(''+exer
+'')
+her(price)
// +her(delt)
// +her(volat)
+her(round_up(levier,2))
// +he(" ")
+het(''
+round_up(stemps,2)
+'')
+her(round_up(document.mform.scenarwarr.value,3))
+het(''
+document.mform.pourcspread.value
+'')
+hec(round_up(volat,2))
+hec(round_up(pmvalue,2))
+hec(round_up(pmvaluep,2))
+hec(ratio)
+hec(pmvaluepot)
+hec(Math.max(pmvaluepotp,-100))
// +her(svol)+her(volu)+her(pari)+he(em)
//ab +hec(document.mform.varspread.value)
+"
";
if (((volat > 10.0) && (volat<100.0)) && (document.mform.varspread.value >= 0.01)) {
b[j-irejec]=','+sico+','+type+','+mat+','+exer+','
+prixg+','
+price+','
// +delt+','
+round_up(levier,2)+','
+round_up(stemps,2)+','
+round_up(document.mform.scenarwarr.value,3)+','
+round_up(document.mform.pourc.value,2)+','
+round_up(volat,2)+','
+pmvalue+','
+pmvaluep+','
+ratio+','
+pmvaluepot+','
+pmvaluepotp+',';
newwind2.warrants.document.write(cool);
if (type == "C") {
avervolc+=1.0*volat;
nbavervolc++;
} else {
avervolp+=1.0*volat;
nbavervolp++;
}
} else {
rejete+=cool;
irejec++;
}
}
// newwind2.document.write('');
// newwind2.document.write('');
}
if (rejete) {
newwind2.warrants.document.write('
');
newwind2.warrants.document.write('Warrants pas retenus');
newwind2.warrants.document.write(rejete);
newwind2.warrants.document.write('
');
}
//
// write table in bottom part of the frame
newwind2.warrants.document.write('Evaluation sans garantie, effectuée le ');
newwind2.warrants.document.write('');
newwind2.warrants.document.write('');
//
//
newwind2.support.document.write('Moyenne de la volatilite des warrants : ');
newwind2.support.document.write((nbavervolc)+' Call à '+round_up(avervolc/nbavervolc,2));
newwind2.support.document.write(', '+(nbavervolp)+' Put à '+round_up(avervolp/nbavervolp,2));
newwind2.support.document.write(', tous les '+(nbavervolp+nbavervolc)+' à '+round_up((avervolp+avervolc)/(nbavervolc+nbavervolp),2));
newwind2.support.document.write('');
//
cool='';
newwind2.support.document.write(cool);
newwind2.support.document.write('');
newwind2.support.document.write('