Showing posts sorted by relevance for query 1. Sort by date Show all posts
Showing posts sorted by relevance for query 1. Sort by date Show all posts

Wednesday, 7 June 2017

Conways BufferedImageOp of Life

Conways BufferedImageOp of Life


 protected class ConwayImageOp implements BufferedImageOp {

@Override
public BufferedImage filter(BufferedImage bi, BufferedImage bout) {
int width = bi.getWidth();
int height = bi.getHeight();
int[] rgbArray = new int[bi.getWidth() * bi.getHeight()];
int[] modArray = new int[bi.getWidth() * bi.getHeight()];
rgbArray = bi.getRGB(0, 0, bi.getWidth(), bi.getHeight(), rgbArray, 0, bi.getWidth());
int peer;
int x, y, xr, yr;
int[][] karray = {
{-1, -1}, {-1, 0}, {-1, 1},
{0, -1}, {0, 1},
{1, -1}, {1, 0}, {1, 1}
};

for (int index = 0, mi = rgbArray.length; index < mi; index++) {
int[] counts = new int[24];
x = index % bi.getWidth();
y = index / bi.getWidth();
for (int m = 0, q = karray.length; m < q; m++) {
if (karray[m] != null) {
xr = x + karray[m][0];
yr = y + karray[m][1];

if ((karray[m] != null) && (((xr >= 0) && (yr >= 0) && (xr < width) && (yr < height)))) {
peer = rgbArray[(yr * width) + xr];
for (int i = 0; i < 24; i++) {
if (((peer >> i) & 1) == 1) counts[i]++;
}
}

}
}
int current = rgbArray[index];
int conway = 0;
for (int pix = 0; pix < 24; pix++) {
conway |= (Conway(((current >> pix) & 1), counts[pix]) << pix);
}
modArray[index] = conway | 0xFF000000;
}
bout.setRGB(0, 0, bout.getWidth(), bout.getHeight(), modArray, 0, bout.getWidth());
return bout;
}

int Conway(int current, int sum) {
if (sum == 3) return 1;
if ((current == 1) && (sum == 2)) return 1;
return 0;
}

@Override
public Rectangle2D getBounds2D(BufferedImage bi) {
return null;
}

@Override
public BufferedImage createCompatibleDestImage(BufferedImage bi, ColorModel cm) {
return new BufferedImage(bi.getWidth(), bi.getHeight(), BufferedImage.TYPE_INT_ARGB);
}

@Override
public Point2D getPoint2D(Point2D pd, Point2D pd1) {
return null;
}

@Override
public RenderingHints getRenderingHints() {
return null;
}
}
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Saturday, 1 April 2017

Create a Cisco ASA VM in VMware Fusion

Create a Cisco ASA VM in VMware Fusion


[ Tip: Want to use the latest Cisco ASAv with VMware Fusion and Vagrant? http://binarynature.blogspot.com/2016/07/cisco-asav-vagrant-box-for-vmware-fusion.html ]

DISCLAIMER: The information provided herein is for general informational and educational purposes only.

This post provides a solution on how to create a Cisco ASA device in VMware Fusion for the Mac. Why do this? Well, the most documented method to integrate the Cisco ASA with GNS3 is by having it run on the QEMU hypervisor. Since VMware Fusion 6 can integrate with GNS3 (check out my previous post), we now have another hypervisor option to bring the Cisco ASA into the GNS3 environment.

The following components were used for this tutorial:
  • Mac OS X 10.9 (Mavericks)
  • VMware Fusion 6.0
  • Fedora 20 LXDE Spin (32-bit PC Edition)
  • Cisco ASA 8.4(2) image file

1. Create the ASAVM directory
This will be the working directory for our project. You can create the folder (directory) in the GUI, but I will use the command line method in my example. Run the following command from Terminal:

$ mkdir $HOME/Documents/ASAVM

2. Copy/Move the Cisco ASA image file to the ASAVM directory
Again, feel free to copy/move the file in the GUI, but I will use the command line method. In my example, I will copy the file from my Downloads/Labs directory to the Documents/ASAVM directory. Run the following command from Terminal:

$ cp $HOME/Downloads/Labs/asa842-k8.bin $HOME/Documents/ASAVM

3. Create the repack.v4.1.sh script file
Web forum member dmz is the author of the script that allows us to run the Cisco ASA 8.4(2) software on virtualization hypervisors. The script essentially unpacks the original ASA software binary file, performs patch operations, and repacks the files (and optionally creates a bootable ISO image file). Many thanks to dmz for providing the script as Im sure this was a very difficult process to reverse engineer and debug. Visit the web forum post at 7200emu.hacki.at for more information.

Choose either of the following methods for creating the repack.v4.1.sh script file:

# Method 1
Get the script file via curl. Run the following command from Terminal:

$ curl -Lo $HOME/Documents/ASAVM/repack.v4.1.sh http://goo.gl/4SKV8n

# Method 2
Create the repack.v4.1.sh script file manually with the nano text editor. Run the following command from Terminal:

$ nano $HOME/Documents/ASAVM/repack.v4.1.sh

Copy the code from GitHub and paste (command + v) the contents into the text editor window.

control + o (Save) the file, press the return key to confirm, and then control + x (exit) the nano text editor.

4. Verify the contents of the ASAVM directory
We should have two files in the ASAVM directory. Run the following command from Terminal to verify:

$ ls -lh $HOME/Documents/ASAVM
total 49160
-rw-r--r-- 1 marc staff 24M Jan 8 18:50 asa842-k8.bin
-rw-r--r-- 1 marc staff 4.2K Jan 8 18:51 repack.v4.1.sh

5. Create the Fedora Linux virtual machine (VM)
Why do we need to create a Linux VM? The repack.v4.1.sh script needs to be run in Linux in order to complete the required operations for the creation of the bootable Cisco ASA ISO image file.

Create the Fedora Linux VM with the following steps:
  1. Open the VMware Fusion application.
  2. Select File -> New... from the menu.
  3. Select Install from disc or image.
  4. Click the Continue button.
  5. Click the Use another disc or disc image... button.
  6. Navigate to and select the Fedora-Live-LXDE-i686-20-1.iso disc image.
  7. Click the Open button.
  8. Click the Continue button.
  9. On the Choose Operating System screen, select Linux -> Fedora.
  10. Click the Continue button.
  11. Click the Finish button.
  12. Click the Save button to save the virtual machine in the default Virtual Machines folder.


The Fedora Linux virtual machine will now automatically boot into the live disc environment which runs in the virtual machines vRAM, rather than loading from the virtual hard disk drive.

6. Set the password for the liveuser
We are currently logged in as the liveuser standard user account. The user account has no password by default, so we will set a password for it. This step is a prerequisite for upcoming tasks. Run the following command from LXTerminal:

[liveuser@localhost]$ passwd
Changing password for user liveuser.
New password: Pa$$worD1
Retype new password: Pa$$worD1
passwd: all authentication tokens updated successfully.


7. Start the SSH Server
Our next task is to start the SSH Server daemon as we will need to enable remote access to the Linux VM. Run the following command from LXTerminal:

[liveuser@localhost]$ sudo systemctl start sshd.service
...
[sudo] password for liveuser: Pa$$worD1

Verify the daemon process has started and is in the running state. Run the following command from LXTerminal:

[liveuser@localhost]$ pgrep -a sshd
1792 /usr/sbin/sshd -D


8. Download and install software packages
A couple of packages will need to be installed for the repack.v4.1.sh script to be able to create the bootable Cisco ASA ISO image file. Run the following command from LXTerminal:

[liveuser@localhost]$ sudo yum -y update vim-minimal && sudo yum -y install vim-common mkisofs

Verify the packages have been successfully installed by running the following command from LXTerminal:

[liveuser@localhost]$ type xxd mkisofs
xxd is /bin/xxd
mkisofs is /bin/mkisofs


9. Get the IP configuration for the Fedora Linux VM
Your virtual machine will likely have a different dynamic IP address, so make sure to substitute the value in upcoming examples. Run the following command from LXTerminal:

[liveuser@localhost]$ ip addr | grep global
inet 192.168.217.145/24 scope global dynamic eno16777736


10. Transfer files from the Mac host to the Fedora Linux VM
Now that we have the IP address for the Linux VM guest, we can establish a scp connection and transfer the files from our Mac host to the remote Linux VM guest. Run the following commands from Terminal:

$ cd $HOME/Documents/ASAVM
$ scp * liveuser@192.168.217.145:Documents
The authenticity of host 192.168.217.145 (192.168.217.145) cant be established.
RSA key fingerprint is 62:38:a6:32:6b:d4:90:4a:7c:d8:10:b3:0c:85:d1:a5.
Are you sure you want to continue connecting (yes/no)? yes
Warning: Permanently added 192.168.217.145 (RSA) to the list of known hosts.
liveuser@192.168.217.145s password: Pa$$worD1
asa842-k8.bin 100% 24MB 24.0MB/s 00:01
repack.v4.1.sh 100% 4308 4.2KB/s 00:00

11. Create a SSH session to the Fedora Linux VM
Instead of continually entering commands in LXTerminal, within the virtual machine console, we will now simply establish a ssh session and enter the commands in our local Mac Terminal application. Run the following command from Terminal:

$ ssh liveuser@192.168.217.145
liveuser@192.168.217.145s password: Pa$$worD1

12. Run the repack.v4.1.sh script on the Fedora Linux VM (via SSH)
Run the following commands from Terminal:

[liveuser@localhost]$ cd $HOME/Documents
[liveuser@localhost]$ chmod +x repack.v4.1.sh
[liveuser@localhost]$ sudo ./repack.v4.1.sh ./asa842-k8.bin
[sudo] password for liveuser: Pa$$worD1
Repack script version: 4.1
Detected syslinux/cdrtools - ISO will be created
1359344+0 records in
1359344+0 records out
1359344 bytes (1.4 MB) copied, 2.4332 s, 559 kB/s
23697936+0 records in
23697936+0 records out
23697936 bytes (24 MB) copied, 97.922 s, 242 kB/s
/tmp/tmp.OFsCQZsGYc /home/liveuser/Documents

gzip: /home/liveuser/Documents/asa842-initrd-original.gz: decompression OK, trailing garbage ignored
114476 blocks
114476 blocks
114476 blocks
/home/liveuser/Documents
/tmp/tmp.KctycopD9w /home/liveuser/Documents
I: -input-charset not specified, using utf-8 (detected in locale settings)
Size of boot image is 4 sectors -> No emulation
21.05% done, estimate finish Wed Jan 8 22:46:41 2014
42.01% done, estimate finish Wed Jan 8 22:46:41 2014
63.01% done, estimate finish Wed Jan 8 22:46:41 2014
83.97% done, estimate finish Wed Jan 8 22:46:41 2014
Total translation table size: 2048
Total rockridge attributes bytes: 0
Total directory bytes: 2048
Path table size(bytes): 26
Max brk space used 0
23823 extents written (46 MB)
/home/liveuser/Documents

13. Verify the result
Four new files have been created in the directory. Run the following command from Terminal to confirm:

[liveuser@localhost]$ ll -h
-rw-r--r--. 1 root root 23M Jan 8 22:46 asa842-initrd.gz
-rw-r--r--. 1 root root 23M Jan 8 22:46 asa842-initrd-original.gz
-rw-r--r--. 1 liveuser liveuser 24M Jan 8 22:20 asa842-k8.bin
-rw-r--r--. 1 root root 1.3M Jan 8 22:44 asa842-vmlinuz
-rw-r--r--. 1 root root 47M Jan 8 22:46 asa.iso
-rwxr-xr-x. 1 liveuser liveuser 4.3K Jan 8 22:20 repack.v4.1.sh

We are finished with the interactive Linux portion, so close the ssh session to the the Fedora Linux VM. Run the following command from Terminal:

[liveuser@localhost]$ exit
logout
Connection to 192.168.217.145 closed.

14. Transfer the asa.iso file from the Fedora Linux VM to the Mac
Run the following command from Terminal:

$ scp liveuser@192.168.217.145:Documents/asa.iso $HOME/Documents/ASAVM
liveuser@192.168.217.145s password: Pa$$worD1
asa.iso 100% 47MB 23.3MB/s 00:02

Verify the asa.iso file has been transferred to the local Mac file system. Run the following command from Terminal:

$ ls -lh $HOME/Documents/ASAVM
total 144456
-rw-r--r-- 1 marc staff 47M Jan 13 18:04 asa.iso
-rw-r--r-- 1 marc staff 24M Jan 13 17:48 asa842-k8.bin
-rw-r--r-- 1 marc staff 4.2K Jan 13 17:50 repack.v4.1.sh

The use of the Fedora Linux VM is complete. We can now shut down the Fedora Linux virtual machine in VMware Fusion.

15. Create the Cisco ASA virtual machine (VM)
We are ready to create the base Cisco ASA VM with the following steps:
  1. Open the VMware Fusion application.
  2. Select File -> New... from the menu.
  3. Select Install from disc or image.
  4. Click the Continue button.
  5. Click the Use another disc or disc image... button.
  6. Navigate to and select the asa.iso disc image.
  7. Click the Open button.
  8. Click the Continue button.
  9. On the Choose Operating System screen, select Linux -> Other Linux 2.6x kernel.
  10. Click the Continue button.
  11. Click the Customize Settings button.
  12. Name the virtual machine package as ASAVM.
  13. Click the Save button to save the virtual machine in the default Virtual Machines folder.

16. Edit the virtual hardware for ASAVM
Make the following modifications in the Settings window:

ComponentValue
Processors1 processor core
Memory1024 MB
Network AdapterBridged Networking: Ethernet1
Network Adapter 2Custom: Private to my Mac
Hard Disk (IDE)0.50 GB
CD/DVD (IDE)asa.iso
Sound CardRemove Sound Card
USB & BluetoothRemove USB Controller
PrinterRemove Printer Port

# 16.1 Virtual Network Adapters
Ive only tested Bridged Networking with a wired (i.e., no Wi-Fi) Ethernet connection. As newer Mac laptops dont have a physical Ethernet port, the StarTech USB31000S (Black) | USB31000SW (White) is a viable solution. For my labs that use a Cisco ASA as an Internet edge device, I define the first virtual network adapter as the logical outside interface that connects to the physical network.

The virtual machine includes a single virtual network adapter by default. On the main Settings screen for the virtual machine, click the Add Device... button to add another Network Adapter device.

The second virtual network adapter will be set to Private to my Mac (VMnet1). For my labs that use a Cisco ASA as an edge device, I define the second virtual network adapter as the logical inside interface that connects to the virtual GNS3 network.

# 16.2 Virtual Hard Disk
Set the values for the following attributes of the virtual hard disk:
  • Disk size: 0.50 GB
  • Bus type: IDE
  • Check Pre-allocate disk space
  • Uncheck Split into multiple files
  • Click the Apply button.


17. Edit the ASAVM configuration file
Close the VMware Fusion application before executing the steps in this section.

Some settings cant be configured with the GUI, so we will need to directly edit the ASAVM .vmx (virtual machine configuration) file. My ASAVM virtual machine is located in the default VMware Fusion folder (directory), so I would edit the file with the following command from Terminal:

$ nano $HOME/Documents/Virtual Machines.localized/ASAVM.vmwarevm/ASAVM.vmx

# 17.1 Virtual Network Adapters
As you recall, we have two virtual network adapters configured for ASAVM. An issue is the model type is incorrect, so the Cisco ASA software wont recognize them upon boot. We can rectify this with the following steps:
  • Locate the line with the ethernet0.present = "TRUE" statement.
  • Insert a line directly below it with the ethernet0.virtualDev = "e1000e" statement.


...
ethernet0.present = "TRUE"
ethernet0.virtualDev = "e1000e"
ethernet0.connectionType = "custom"
ethernet0.wakeOnPcktRcv = "FALSE"
ethernet0.addressType = "generated"
ethernet0.linkStatePropagation.enable = "TRUE"
...

The previous steps will need to be repeated (substitute the vNIC index number) for every virtual network adapter attached to the virtual machine. So to complete my configuration, I would also insert the statement for my second virtual network adapter.

...
ethernet1.present = "TRUE"
ethernet1.virtualDev = "e1000e"
ethernet1.connectionType = "hostonly"
ethernet1.wakeOnPcktRcv = "FALSE"
ethernet1.addressType = "generated"
...

# 17.2 Virtual Serial Port
Just like with a physical Cisco ASA appliance, we can connect to our ASAVM with a console port connection. This is very similar to how we interface with our virtual routers in GNS3 (Dynamips). The following steps will create a virtual serial port that will allow us to emulate a console port connection via telnet.
  • Locate the line with the serial0.present = "FALSE" statement.
  • Change the value from FALSE to TRUE to enable it.
  • Add some more statements to define the properties of the virtual component.


...
serial0.present = "TRUE"
serial0.yieldOnMsrRead = "TRUE"
serial0.fileType = "network"
serial0.fileName = "telnet://127.0.0.1:52150"

...

We are finished configuring the .vmx file, so lets control + o (save) the file, press the return key to confirm, and then control + x (exit) the nano text editor.

18. Start ASAVM
Reopen the VMware Fusion application and start the ASAVM virtual machine. Press the enter key at the boot: prompt, within the ASAVM virtual console, to load the ASA.

19. Virtual console port connection to ASAVM
Remember we need to emulate a console port connection via telnet, so enter the following command from Terminal:

$ telnet 127.0.0.1 52150

20. Lab integration
Your virtual machine should be up and running, but a network device serves little purpose unless its actually connected to a network. Check out my Implement a Multivendor OSPF Lab with GNS3 and VMware Fusion post for a practical example.


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Wednesday, 19 April 2017

Creating volatility smile in R

Creating volatility smile in R


In this post, I try to use R to draw volatility curves. This is a draft version that I will be updating on a regular basis. I am using the Russell 2000 trade and option chain data for plotting these graphs.

Here are the outputs (and the PDF file)



 Here is my code


#!/usr/bin/Rscript
#!/usr/bin/Rscript
# russ2k_analysis.r
# source("russ2k_analysis.r")

library(RCurl)
library(e1071)
library(RQuantLib)
library(RcppBDT)
library(ggplot2)

home.folder <- ~/Work/finance/RUSS2K/
#Load historic closing prices
today <- Sys.Date()
day <- as.numeric(format(today,%d))
month <- as.numeric(format(today,%m))
year <- as.numeric(format(today,%Y))

#Author: Arthgallo Wachs (arthgallo.wachs@gmail.com)
URL <- paste(http://real-chart.finance.yahoo.com/table.csv?s=%5ERUT&a=,(month-1),&b=,(day),&c=,(year-1),&d=,(month-1),&e=,day,&f=,year,&g=d&ignore=.csv,sep="")
URL
targetFileName <- paste(home.folder,"russ2k",today,".csv",sep="")
download.file(URL,targetFileName,quiet=FALSE,mode="w",cacheOK=TRUE)
russ2k <- read.csv(targetFileName, head=TRUE, sep=",")
russ2k$Date <- as.Date(russ2k$Date)
names(russ2k)
hist(russ2k$Close,breaks=50)
mean(russ2k$Close)
median(russ2k$Close)
mode(russ2k$Close)
kurtosis(russ2k$Close)
skewness(russ2k$Close)
moment(russ2k$Close, order=3, center=TRUE)
underlying <- as.numeric(russ2k$Close[1])

source(paste(home.folder,"cSplit.r",sep=""))

# Load option chain
# http://www.cboe.com/delayedquote/QuoteTableDownload.aspx
option_chain_file <- paste(home.folder,"russ2k_optionchain.dat",sep="")

# russ2k.opt <- read.csv(option_chain_file, head=TRUE, sep=",")
# Read the last closing from option chain

russ2k.opt <- read.table(option_chain_file,
header=FALSE,
sep=",",
skip = "3",
col.names=c("Calls","Last.Sale","Net","Bid","Ask","Vol",
"Open.Int","Puts","Last Sale.1","Net.1","Bid.1","Ask.1",
"Vol.1","Open.Int.1","X"))

names(russ2k.opt)
russ2k.opt <- cSplit(russ2k.opt, c("Calls","Puts"), sep=" ")
names(russ2k.opt)
names(russ2k.opt)[names(russ2k.opt)=="Calls_1"] <- "year"
names(russ2k.opt)[names(russ2k.opt)=="Calls_2"] <- "month"
names(russ2k.opt)[names(russ2k.opt)=="Calls_3"] <- "strike"
names(russ2k.opt)[names(russ2k.opt)=="Calls_4"] <- "call_name"
names(russ2k.opt)[names(russ2k.opt)=="Puts_4"] <- "put_name"
names(russ2k.opt)[names(russ2k.opt)=="Bid"] <- "CBid"
names(russ2k.opt)[names(russ2k.opt)=="Ask"] <- "CAsk"
names(russ2k.opt)[names(russ2k.opt)=="Bid.1"] <- "PBid"
names(russ2k.opt)[names(russ2k.opt)=="Ask.1"] <- "PAsk"

names(russ2k.opt)

today <- Sys.Date()
russ2k.opt$year <- paste("20",russ2k.opt$year,sep="")

# Read the option chain and convert each expiry mm/YYYY to first of that month.
# This is needed since source month is "Jun" which needs to be translated to 06
russ2k.opt$expdate <- as.Date(paste(russ2k.opt$year,russ2k.opt$month,"01", sep="-"),format="%Y-%b-%d")
russ2k.opt$month <- format(russ2k.opt$expdate,"%m")

# Convert expiration date to third Friday for that month
russ2k.opt$expdate <- apply(russ2k.opt, 1, function(x) {getNthDayOfWeek(third,Fri,as.numeric(x[["month"]]),as.numeric(x[["year"]]))} )
russ2k.opt$expdate <- as.Date(russ2k.opt$expdate,origin="1970-01-01")

# Now convert expiration date to expiration days and expiration fractional years
russ2k.opt$expdays <- as.numeric(russ2k.opt$expdate - today,units="days")
russ2k.opt$expyrs <- russ2k.opt$expdays/365

# Now calculate implied Volatility for each strike price based on value
russ2k.opt$call_iv <- apply(russ2k.opt, 1, function(x)
{
tryCatch(
EuropeanOptionImpliedVolatility(
type = "call",
value = as.numeric(x[["CBid"]])+(as.numeric(x[["CAsk"]])-as.numeric(x[["CBid"]])/2),
underlying = underlying,
strike = as.numeric(x[["strike"]]),
dividendYield = 0,
riskFreeRate = 0.0003,
maturity = as.numeric(x[["expyrs"]]),
volatility = .3
)[[1]],
error = function(cond) {return(NA)},
warning = function(cond) {return(NA)},
finally = {
#Do Nothing
})
})

# Plot the volatility smile
#Drop column X
russ2k.opt <- within(russ2k.opt, rm(X))

# Omit all rows with implied volatility as NA
russ2k.opt <- russ2k.opt[complete.cases(russ2k.opt),]
russ2k.opt$exprank <- rank(russ2k.opt$expdays, ties.method="max")

nextexpdays <- min(russ2k.opt$expdays)
russ2k_nextexp <- russ2k.opt[russ2k.opt$expdays==nextexpdays]

#Plot the implied volatility smiles on the graph
pdf("russell2000.pdf",width=10,height=8,paper="USr",pointsize=12)
russ2k.opt$strike <- as.numeric(russ2k.opt$strike)
xmin <- min(russ2k.opt$strike)
xmax <- max(russ2k.opt$strike)
ymin <- min(russ2k.opt$call_iv)
ymax <- max(russ2k.opt$call_iv)
ymin <- 0.1;ymax <- 0.3
plot(russ2k_nextexp$strike, russ2k_nextexp$call_iv, typ="l", col="green", xlim=c(xmin, xmax), ylim= c(ymin,ymax),
main=c("Russell 2000 Call", "Volatility Smile"), xlab="Strike", ylab="Implied Vol")
unk_expdays <- unique(russ2k.opt$expdays)
unk_expdates <- unique(as.Date(russ2k.opt$expdate))
numexp <- length(unk_expdays)
for(i in 2:numexp)
{
nextexpdays <- unk_expdays[i]
russ2k_nextexp <- russ2k.opt[russ2k.opt$expdays==nextexpdays]
lines(russ2k_nextexp$strike, russ2k_nextexp$call_iv, col=rainbow(16)[i])
}
legend("bottomleft", cex=0.9, legend=as.vector(as.character(unk_expdates)), lty=1, col=rainbow(16)[2:numexp])
abline(v=underlying, col="red",lty=2)
closest_strike <- russ2k.opt$strike[which.min(abs(russ2k.opt$strike-underlying))]
closest_exp <- min(russ2k.opt$expdays)
closest_iv <- russ2k.opt[russ2k.opt$strike == closest_strike & russ2k.opt$expdays == closest_exp][1]$call_iv

abline(h=closest_iv, col="black", lty=2)

#Function for calculating Greeks
FxCalcGreeks <- function (type,
value,
underlying,
strike,
dividendYield,
riskFreeRate,
maturity,
implied_volatility)
{
#Calculates the greeks when passed a set of arguments
tryCatch({
# Compute all the greeks
eurOp<-EuropeanOption(
type = type,
underlying = underlying,
strike = strike,
dividendYield = dividendYield,
riskFreeRate = riskFreeRate,
maturity = maturity,
volatility = implied_volatility
)
c(eurOp$bsmValue,eurOp$delta,eurOp$gamma,eurOp$vega,eurOp$theta,eurOp$rho,eurOp$divRho)
}
,
error=function(cond) {return(NA)},
warning=function(cond) {return(NA)},
finally =
{
#Do Nothing
})
}

#Calculate Greeks for each row of data in russ2k.opt
russ2k.opt[, c(c.bsm.value,c.delta,c.gamma,c.vega,c.theta,c.rho,c.divRho)] <- t(apply(russ2k.opt,1,
function(x)
FxCalcGreeks(
type="call",
underlying=underlying,
strike=as.numeric(x[["strike"]]),
dividendYield = 0,
riskFreeRate=0.0003,
maturity = as.numeric(x[["expyrs"]]),
implied_volatility = as.numeric(x[["call_iv"]])
)
))


#Identify the 16,50 & 80 delta points
list.delta.16 <- c()
list.delta.50 <- c()
list.delta.84 <- c()
unk.expdays <- unique(russ2k.opt$expdays)
unk.expdates <- unique(as.Date(russ2k.opt$expdate))
numexp <- length(unk_expdays)
for(i in 1:numexp)
{
nextexpdays <- unk.expdays[i]
russ2k.nextexp <- russ2k.opt[russ2k.opt$expdays == nextexpdays]
strike.16 <- russ2k.nextexp[which.min(abs(russ2k.nextexp$c.delta - 0.16))]$strike
strike.50 <- russ2k.nextexp[which.min(abs(russ2k.nextexp$c.delta - 0.5))]$strike
strike.84 <- russ2k.nextexp[which.min(abs(russ2k.nextexp$c.delta - 0.84))]$strike
list.delta.16 <- c(list.delta.16, list(strike.16))
list.delta.50 <- c(list.delta.50, list(strike.50))
list.delta.84 <- c(list.delta.84, list(strike.84))
}
xmin <- min(unk.expdates)
xmax <- max(unk.expdates)
ymin <- min(unlist(list.delta.84))
ymax <- max(unlist(list.delta.16))

plot(unk.expdates, list.delta.16, typ="l", col="green", xlim=c(xmin, xmax), ylim= c(0,ymax),
main=c("Russell 2000 Option Cone", "Option Cone"), xlab="Expiration Dates", ylab="Strike")
xticks <- as.character(unk.expdates,format=%m/%y)

tryCatch({
axis(side=1,at=xticks[seq(1,numexp,2)],tcl=0.4,lwd.ticks=1,mgp=c(0,0.25,0), las=2, cex.axis=0.35)
},
error= function(cond) {return(NA)},
warning= function(cond) {return(NA)}
)

lines(unk.expdates, list.delta.50, col="black")
lines(unk.expdates, list.delta.84, col="red")
dev.off()

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Sunday, 23 April 2017

Crixalis – The Sand King

Crixalis – The Sand King




A guardian of the ancient Nerubian Kingdom of Azjol-Nerub, Crixalis fled to the deserts of Kalimdor in an attempt to escape the genocide of the Lich King. The harsh climate transformed this warrior into a master of the earth, able to tear the skin off his foes with vicious sand storms. Those unfortunate to succumb to his potent toxins are condemned to violently burst apart in a cloud of noxious fumes. Sensing his growing power, the Lich King sought out Crixalis and, unable to sway him, slew him in battle. Summoned to aid the Undead Scourge, the heart of the Sentinel quivers each time the ground trembles beneath them.




INTRO



 

Crixalis adalah hero ganker, roamer, dan INITIATOR (pembuka war). Memiliki banyak spell2 area, dua diantaranya berguna untuk kabur, dan 2 juga diantaranya sangat berguna buat creeping, salah satunya juga menjadikannya pusher hebat, dan ultinya berefek area dengan damage mematikan ditambah slow.

Tapi sebenarnya, hero ini sangat mudah dibunuh, dia tipis, rapuh, armor nya paling parah pula, padahal dia tipe STR, tapi pertumbuhan STR nya sangat buruk, dia sama sekali TIDAK cocok menjadi tanker, dia tidak punya cukup HP dan armor untuk nge-tank. Dia bahkan lebih tipis dari sebagain hero2 AGI dan INT, nah kan.. padahal dia STR.

Karena dia RAPUH, jadi apa sebaiknya main safe? Seperti yang dilakukan hero2 AGI / INT ? ow tentu TIDAK!, karena kali ini kamu akan kuperkenalkan dengan hero yang paling berani mati! Paling beresiko di mainkan. Jadi kamu yang pake sand king harusnya benar- benar TIDAK punya rasa takut, jiwa petarung sejati, lupakan kalau kamu rapuh, lupakan kalau kamu mudah mati, lupakan skill2 berbahaya musuh, lupakan nyawa sendiri, karena semua pemakai sand king harus siap menanggung resiko itu, dengan �melempar� dirinya sendiri ke area musuh, yang berbahaya, untuk kepentingan tim, menjadi seorang.... WAR INITIATORS !!


Spoiler Statistic Hero
Name: Crixalis
Affiliation: STR Neutral
Strength: 18 + 2.6
Agility*: 19 +2.1
Intelligence: 16 + 1.8
HP: 492
HP Regen : 0.79
Mana: 208
Mana Regen : 0.65
Damage: 43 - 59
Armor: 3
Movespeed: 300
Range: 128 ( melee)
Missile Speed: Instant
Sight Range: 1800/800




Keunggulan dan Kelemahan

KEUNGGULAN :

1. Semua skill nya AoE, dan salah satunya termasuk AoE spell paling berbahaya (epicenter)
2. punya 2 skill kabur / menghindar, sangat sedikit hero yang seperti ini
3. Salah satu pusher terbaik, dengan banyak spell2 area nya, terutama caustic finale
4.Sangat mudah creeping sekaligus nyicil
5. Mudah mengontrol lane 

KELEMAHAN :

1. Armor terparah.. setelah tiny
2. Hero STR dengan pertumbuhan STR kurang
3. Memiliki 2 channeling spell,
4. Item dibatasi ( ada skill nya orb)



SKILL
Burrowstrike


The Sand King burrows into the ground, tunnels forward impaling everything above him, then surfaces.

Level 1 - Deals 100 damage and stuns for 1.65 seconds.
Level 2 - Deals 160 damage and stuns for 1.65 seconds.
Level 3 - Deals 220 damage and stuns for 1.65 seconds.
Level 4 - Deals 280 damage and stuns for 1.65 seconds.

Casting range: 350/450/550/650
Area of Effect: 175
Mana Cost: 140
Cooldown: 11

Burrowstrike adalah skill �stun� mu, nge-stun area yang animasi nya sama seperti �impale� nya lion dan NA, tapi yang ini dikombinasikan dengan BLINK, artinya kamu melakukan blink sambil nge-stun. Karena itu skill ini adalah �pembuka� ultimu. Tapi hati-hati, tidak seperti impale, setelah menggunakan skill ini kamu akan berada di area yang tidak aman.

Musuh yang terkena akan terlempar ke udara selama 0.52 detik, tapi itu tidak termasuk durasi stunnya, durasi stun dimulai setelah musuh itu kembali ke tanah.

Tipe damage magical, damage dikurangi resistance musuh, dan di block oleh spell immunity. Penggunaan skill ini akan dijelaskan di bagian strategy.


Sand Storm


Sand King creates a fearsome Sand Storm. The storm blinds his enemies and he becomes invisible to them. The storm also causes his opponents to take damage.

Level 1 - Deals 20 damage per second. 1.5 second delay before Sand King is revealed, lasts 20 seconds.
Level 2 - Deals 40 damage per second. 1.5 second delay before Sand King is revealed, lasts 40 seconds.
Level 3 - Deals 60 damage per second. 1.5 second delay before Sand King is revealed, lasts 60 seconds.
Level 4 - Deals 80 damage per second. 1.5 second delay before Sand King is revealed, lasts 80 seconds.

Area of Effect: 300/350/400/550
Mana Cost: 60/50/40/30
Cooldown: 40/30/20/10

Tujuan utama skill ini adalah untuk �pertahanan�, karena skill ini channeling, membuatmu invisible sekaligus mengusir musuh2 yang mencoba mendekatimu dengan DPS nya.

Skill ini sangat berguna untuk nge-block �missile� skill stun �bertarget� musuh (storm bolt, hellfire blast), atau skill nuke bertarget lainnya yang digunakan untuk musuh �yang bisa terlihat� / visible (thundergod�s wrath, assassinate, Eclipse), skill yang penggunaannya memerlukan �klik ke target� (reaper schyte, brain sap), terutama yang orb walker (traxex, viper,huskar), dan musuh yang nyerang physical, selama mereka tidak memiliki �truesight�.

Jadi kalau mereka bakal membunuhmu, sembunyi aj dalam sand storm, dengan begitu musuhmu pasti bakaln menjauh, lalu gunakan blink atau burrow strike untuk kabur. gunakan juga untuk mengusir musuh2 di area creep saat di lane. Sebenarnya skill ini juga sangat berguna buat creeping, apalagi di hutan, 80 DPS itu sangat sakit buat creep2.

Tipe damage magical, jadi dikurangi resistance, dan di block oleh spell immunity. Tp kalau kamu magic immune lalu menggunakan skill ini, kamu TIDAK invisible. Sebenarnya skill ini memberikan vision yang luas. Dan karena ini channeling spell, jadi bergerak dari posisimu akan me-remove channeling nya.

Caustic Finale


Each of the Sand Kings attacks injects a deadly venom that causes the target to explode violently on death, dealing damage in an area.

Level 1 - 90 damage, lasts 8 seconds.
Level 2 - 130 damage, lasts 8 seconds.
Level 3 - 170 damage, lasts 8 seconds.
Level 4 - 220 damage, lasts 8 seconds.

Area of Effect : 400

Salah satu skill �farming� (creeping ) terbaik, dengan AoE damage yang sangat baik dan luas. Karena itu skill ini juga yang membuat sand king menjadi pusher yang hebat. Pada dasarnya skill ini memang digunakan buat creeping , sekaligus nyicil. Jadi setiap kamu nge-last hit, targetmu itu akan �meledak� (jadi tidak ada �jasad� nya) dan nyerang di 400 AoE.

Selain buat creeping, di war juga skill ini sangat berguna, last hit sekali creepnya ( kalau ada) dan kamu akan nyerang area dengan damage yang gede (lebih baik daripada mukul2 musuh aj :P).

Sebenarnya, karena skill ini juga ada �buff� nya, selama 2 detik untuk target yang kamu pukul. Jadi kalau ada yang membunuh creep itu selama durasi buff nya(2 detik) itu, meski bukan kamu yang nge-last hit, target akan tetap meledak.

Tipe damage magical, jadi dikurangi resistance dan di block oleh spell immunity. Skill ini juga tidak bekerja saat nge-deny, karena �buff� nya tidak kena ke unit teman. Dan skill ini ORB EFFECT.

Epicenter


Sends a disturbance into the earth, causing it to shudder violently. All caught within range will take damage and become slowed. The closer to the epicenter, the more damage taken.

Level 1 - Emits 6 pulses (8 pulse*). Each pulse deals 110 damage and slows by 30%,
Level 2 - Emits 8 pulses (10 pulse *). Each pulse deals 110 damage and slows by 30%,
Level 3 - Emits 10 pulses (12 Pulse *). Each pulse deals 110 damage and slows by 30%,

Mana Cost: 175/250/325
Cooldown: 140(120*)/120(100*)/100(80*)


Skill ulti area yang sangat berbahaya, di early-mid game termasuk sangat mematikan. Tapi karena ini channeling spell, berarti ada banyak �kelemahan� nya juga. Sebenarnya channelingnya hanya 2 detik (animasi sand king ngangkat2 ekornya) sebelum skill ini aktif, jadi menghentikan channeling selama 2 detik itu (berjalan/kena stun,dll) tidak akan mengaktifkan epicenter, atau kamu tidak akan membuat �pulse�.

Tapi kalau channelingmu berhasil, kamu akan membuat pulse (getaran / gelombang di tanah), berkali-kali, dengan tiap pulse menghaslkan 110 damage, dan semakin banyak pulse yang kamu buat, semakin luas AREA EFFECT nya. Pulse akan muncul tepat di posisimu dimanapun kamu berada, artinya bukan di titik saat kamu melakukan channeling, karena itu setelah channeling selesai, langsung maju dekati target.

Tipe damage magical jadi dikurangi resistance, damagenya diblok magic immunity tapi slownya tidak dblok.


SKILL BUILD


STANDARD BUILD :
1. Burrowstrike
2. Caustic Finale
 
3. Burrowstrike
4. Caustic Finale
5. Sand Storm
 
6. Epicenter
7. Burrowstrike
8. Burrowstrike
9. Caustic Finale
10. Caustic Finale
 
11. Epicenter
12. Sand Storm
13. Sand Storm
14. Sand Storm
15. Stats
 
16. Epicenter


Ini build up yang paling umum digunakan untuk crixalis. WAJIB Gunakan skill build ini kalau...

- Lawan di lane mu melee semua ( 1 melee kalau solo mid), apalagi kalau broodmother.

- Lawanmu punya skill berefek area seperti tiny, lina, jakiro, davion,dll

Burrow strike sudah pasti dimentokin pertama, Caustic finale berefek area, jadi sangat berguna buat nyicil musuh melee waktu kamu nge-last hit. Apalagi kalau lawanmu pusher hebat, kamu bisa mengimbanginya dengan caustic finale. 1 level sand storm untuk jaga-jaga kalau kamu di bokong, atau untuk nge-block spell bertarget lawan. Tp Kalau lawanmu punya spell berefek area, sand storm ga akan terlalu membantu, karena itu ambil belakangan aj.



ALTERNATIF BUILD :


1. Burrow Strike
2. Sand Storm
 
3. Burrow Strike
4. Sand Storm
 
5. Burrow Strike
6. Epicenter
7. Burrow Strike
8. Sand Storm
9. Sand Storm
10. Caustic Finale
 
11. Epicenter
12. Caustic Finale
13. Caustic Finale
14. Caustic Finale
15. Stats
 
16. Epicenter
17. 25. Stats


Gunakan skill build ini kalau...

- lawanmu punya spell bertarget (stun/nuke yang bertarget � zeus, venge, luna, leoric,dll)
- lawanmu Orb walker
- Lawanmu TIDAK punya spell berefek area
- Kamu Malas nge-last hit

Kali ini sand storm yang diambil bareng burrow. Sand storm nge-block spell2 bertarget lawan, termasuk yang orb walker seperti viper yang nge-slow, tinggal �ilang� aj dalam sand storm, dan dia akan menjauh. Jangan gunakanskill build ini kalau ada lawanmu punya spell area seperti raigor, lina,dll, spell area itu yang akan me-remove sand storm mu.

Sand storm level 4 mana cost nya sangat murah dengan cooldown yang cukup singkat, jadi klo malas main lane, creeping di hutan aj, creeping di hutan dengan sand storm sangat praktis, 80 damage per detik loh... cepat kaya, coba degh!!

Sebenarnya sand king termasuk pusher terbaik juga, klo dia naikin caustic finale nya di early, karena damage areanya sangat mudah membersihkan creep2 musuh. Tapi di early game itu malah merugikan, karena kalau kamu terlalu nge-push, ganker musuh mudah nge-bokong kamu.





Item Build dan Gameplay






EARLY ITEM

ITEM AWAL :
Klo main lane, belilah 3 gauntlet 1 branch dan 1 tango, atau 1 RoR dan 4 branch (klo ga mau bikin bracer), atau langsung jadiin basilus dan 1 tango. Kalau ga mau jadiin bracer, jangan jual gauntletnya kecuali kalau slot mu sudah penuh.

Klo mau langsung nge-bokong sebaiknya beli magic stick, observe ward, clarity, tango, dan branch. Kecuali kalau kamu battlenya ga serius ,langsung beli bottle aj.
 

ITEM CORE :

MAGIC WAND


Sama, �bekal� nya ganker juga. Ngisi HP dan Mana instant, sering nge-bokong artinya charge nya akan selalu terisi..Sekalian menambah stats mu ( kapasitas HP dan Mana mu )
 


BOOTS OF SPEED

 

Yang ini wajib buat semua hero..



EARLY STRATEGY
Drafting..

Jangan Pick Crixalis:
1. Kalau lawan kalian ada yang pick hero yang corenya Radiance; Daggermu tidak akan berguna.
2. Tim kalian kekurangan Tanker.
3. Anda penakut, malas ngebokong.
4. Salah satu dari tim lawan adalah Pugna.

Pick Crixalis:
1. Lawan kalian banyak yang pick summoners/cloners. Ilusi mereka cepat hilang.
2. Tim kalian butuh seorang initiator pemberani.
3. Tim kalian kekurangan Ganker.
4. Carry kalian butuh buff untuk mengejar targetnya.
 

Role:
Carry/Semi-Carry = Rush Daggermu...
Ganker/Disabler = Direkomendasikan.
Nuker/Pusher = Kurang cocok.
Support/Warder = Boleh...
Initiator = Diwajibkan!!
Tanker/Semi-Tanker = Tidak!!!
 


Lane

DI awal, kamu bisa menjadi ganker atau menjadi support. Kalau mau nge-bokong di level 1 sebaiknya ada rylai di tim mu, dan kamu harusnya melakukan roaming non-stop, jadi sebaiknya juga bawa clarity dan tango banyak2, sebaiknya sabar dulu, tunggu waktu yang tepat untuk nge-bokong, saat musuh2 sudah menekan ke arah tower kalian, �creep blocking� dari temanmu yang main lane akan sangat membantu.





Untuk sand king yang main lane (menajdi support), se-lane dengan carry ( klo ga ada babysitter yang lebih kompeten), atau siapa saja.Kusarankan ( artinya cuman disarankan ^^ )main di lane bawah (sentinel ) atau di lane atas ( scourge).

Sebenarnya kamu termasuk carry di awal battle, kamu harus membeli dagger secepatnya, karena itu klo km se-lane dengan carry, biarkan dia yang nge-last hit, kamu creeping di hutan aj nanti. Tapi klo km tidak se-lane dengan carry, usahakan selalu dapat last hit.

Sebaiknya selalu Analisa dulu musuhmu di lane..
 


1 melee :

Ikuti standard build. Skenrionya mudah, yang perlu kamu lakukan hanya mendapat last hit lebih banyak dari �dia�. Kuasai area creep, last hit creep sekalian nyicil HP nya dengan caustic. Sebenarnya klo dia bukan stunner, dia tidak akan berani mendekati area creep.

Tetap cicil dia, deny juga sebanyak mungkin ( tp deny TIDAK memicu caustic finale), biarkan dia nge-push ke arah tower mu, dan kalau HP nya sudah dibawah setengah, langsung majuin pukul2 dulu, kalau dia mulai kabur langsung stun dengan burrow strike, lalu pukul2 lg, kejar, dan bunuh.
 


2 Melee :

Hampir sama dengan 1 melee, beruntung caustic final berefek area, artinya kamu bisa nyicil mereka sekaligus. Tetap kuasai area creep, kali ini gunakan sand storm disana,


Spoiler Screenshot


itu akan mengusir musuh2 dari area creep, last hit creep yang sudah bisa di last hit. Skenario killing nya juga sama dengan 1 melee, tapi kali ini dengan bantuan partner lane mu.
 


1 Range :

Karena dia solo, sebaiknya ikuti standard build aj. Bad news nya, kamu bakal dicicil dengan mudah oleh dia, karena nyerang range. Selain itu juga dia akan selalu di luar AoE caustic finale ( kecuali kalau range nya pendek seperti morph, lanaya,dll), solusinya? Ambil burrow dengan caustic finale sebagai skill awal mu. Biasanya musuh range selalu berada di dekat creep range nya, jadi..


Spoiler Screenshot

Pertama majuin langsung dengan burrow



burrow strike membuat HP creep range menjadi merah



Last hit creep range nya, untuk memicu caustic finale,




Lihat HP furion setelah caustic finale menyerangnya, kejar dan bunuh...



1 melee dan 1 range :

Yang ini tergantung kamu, ikuti standard build, kalau kamu jago / suka nge-last hit, atau ikuti alternatif build klo malas nge-last hit. Sebaiknya kamu lebih memperhitungkan siapa saja lawanmu di sana (lihat di bagian penjelasan skill build up)
 


2 Range :

Sama dengan 1 range, bedanya yang ini kamu harus lebih berhati2, melakukan trik di atas dengan 2 range itu sangat berbahaya, kecuali teman se-lane mu hero yang agresif juga. Klo lawanmu ada yang orb walker, kusarankan main pasif aj, ikuti alternatif build.



DI lane, kumpul gold sebanyak mungkin, beli item regen mana secepatnya, yang menjadi bekal mu saat nge-bokong, apalagi kalau kamu juga sudah punya ulti, lengkap sudah perbekalan ganking mu. Mualilah roaming, dan target utama mu adalah CARRY lawan.

Dengan arcane boots, kamu akan semakin aktif ganking, saatnya kamu mulai menunjukkan keberanianmu, kamu punya potensi besar untuk membunuh di early game, strategy killing mu sangat simple..

Pertama stun target dengan burrow strike, jadi jangan di majuin karena bisa saja kamu terkena stun/disable target. SS di bawah adalah contoh aj..

Spoiler Screenshot



aktifkan epicenter, selama channeling ( 2 detik )




Kejar dia, sebenarnya phase boots sangat berguna juga




okay, rhasta siap di last hit..





 
BURROW STRIKE:
Spoiler Screenshot


- Skill ini merupakan kombinasi dari blink dan stun, jadi bisa digunakan untuk blink, stun, blink + stun, kabur, motong jalan, dan mengejar.

- Kalau kamu nge-kl
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Saturday, 17 June 2017

CPU Z 1 66 1 Free Download

CPU Z 1 66 1 Free Download


CPU-Z 1.66.1 Free Download
CPU-Z is a freeware that gathers information on some of the main devices of your system.
CPU
  • Name and number.
  • Core stepping and process.
  • Package.
  • Core voltage.
  • Internal and external clocks, clock multiplier.
  • Supported instruction sets.
  • Cache information.
Mainboard
  • Vendor, model and revision.
  • BIOS model and date.
  • Chipset (northbridge and southbridge) and sensor.
  • Graphic interface.
Memory
  • Frequency and timings.
  • Module(s) specification using SPD (Serial Presence Detect) : vendor, serial number, timings table.
System
  • Windows and DirectX version.
Whats New in This Release:

� Intel Xeon E5-2600 V2, Core i3-4xxx, Core i7-3910K processors.
� Intel Ivy Bridge-E/EP/EX support improved.
� Intel Atom Bay Trail-T preliminary support.
� AMD Opteron 3200 and 3300 series
� ITE IT8603 and IT8623 SIOs (Asus FM2+ mainboards).
� Microsoft Windows 8.1 (Windows Blue).
� New version checker.

Screenshots:
 CPU-Z 1.66.1 Free DownloadCPU-Z 1.66.1 Free DownloadCPU-Z 1.66.1 Free DownloadCPU-Z 1.66.1 Free DownloadCPU-Z 1.66.1 Free DownloadCPU-Z 1.66.1 Free Download



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