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//
// time: Fri Nov 13 21:21:54 1998
//
// version: 3.1.2 (format), 3.1.4 (DX)
//
//
// Begin MDF
// MODULE logn
// CATEGORY Options
// DESCRIPTION Log of Stock Value
// INPUT S; value list or field or string or string list; (none); Stock Price
// INPUT sdev; value list or field or string or string list; (none); Std Dev of Stock Price
// INPUT t; value list or field or string or string list; (none); Time to Maturity
// INPUT r; value list or field or string or string list; (none); Interest Rate (1+r)
// INPUT K; value list or field or string or string list; (none); Strike Price
// OUTPUT output_1; value or value list or field;
// End MDF
// workspace: width = 472, height = 257
// layout: snap = 0, width = 50, height = 50, align = NN
//
macro logn(
S
,sdev
,t
,r
,K
) -> (
output_1
) {
//
// node Input[14]: x = 182, y = 0, inputs = 0, label = Input
// parameter: position = 1, name = 'S', value = '(none)', descriptive = 1, description = 'Stock Price', required = 1, visible = 1
//
logn_Input_14_out_1 = S;
//
// node Input[15]: x = 430, y = 0, inputs = 0, label = Input
// parameter: position = 2, name = 'sdev', value = '(none)', descriptive = 1, description = 'Std Dev of Stock Price', required = 1, visible = 1
//
logn_Input_15_out_1 = sdev;
//
// node Input[16]: x = 368, y = 0, inputs = 0, label = Input
// parameter: position = 3, name = 't', value = '(none)', descriptive = 1, description = 'Time to Maturity', required = 1, visible = 1
//
logn_Input_16_out_1 = t;
//
// node Input[17]: x = 306, y = 0, inputs = 0, label = Input
// parameter: position = 4, name = 'r', value = '(none)', descriptive = 1, description = 'Interest Rate (1+r)', required = 1, visible = 1
//
logn_Input_17_out_1 = r;
//
// node Input[18]: x = 244, y = 0, inputs = 0, label = Input
// parameter: position = 5, name = 'K', value = '(none)', descriptive = 1, description = 'Strike Price', required = 1, visible = 1
//
logn_Input_18_out_1 = K;
//
// node Compute[9]: x = 265, y = 92, inputs = 6, label = Compute
// input[1]: defaulting = 0, visible = 0, type = 32, value = "(log10($0/($4*pow($3, -$2))) / ($1 * pow($2,0.5))) + (0.5*$1*pow($2,0.5))"
// expression: value = (log10(S/(K*pow(r, -t))) / (sdev * pow(t,0.5))) + (0.5*sdev*pow(t,0.5))
// name[2]: value = S
// name[3]: value = sdev
// name[4]: value = t
// name[5]: value = r
// name[6]: value = K
//
logn_Compute_9_out_1 =
Compute(
"(log10($0/($4*pow($3, -$2))) / ($1 * pow($2,0.5))) + (0.5*$1*pow($2,0.5))",
logn_Input_14_out_1,
logn_Input_15_out_1,
logn_Input_16_out_1,
logn_Input_17_out_1,
logn_Input_18_out_1
) [instance: 9, cache: 1];
//
// node Output[7]: x = 306, y = 195, inputs = 1, label = Output
// parameter: position = 1, name = 'output_1', value = ' ', descriptive = 0, description = ' ', required = 0, visible = 1
//
output_1 = logn_Compute_9_out_1;
// network: end of macro body
}
logn_Input_14_out_1 = NULL;
logn_Input_15_out_1 = NULL;
logn_Input_16_out_1 = NULL;
logn_Input_17_out_1 = NULL;
logn_Input_18_out_1 = NULL;
logn_Compute_9_out_1 = NULL;
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