add blackscholes
authorSimon Marlow <marlowsd@gmail.com>
Fri, 20 Aug 2010 12:03:04 +0000 (12:03 +0000)
committerSimon Marlow <marlowsd@gmail.com>
Fri, 20 Aug 2010 12:03:04 +0000 (12:03 +0000)
parallel/Makefile
parallel/blackscholes/Future.hs [new file with mode: 0644]
parallel/blackscholes/Makefile [new file with mode: 0644]
parallel/blackscholes/blackscholes.hs [new file with mode: 0644]
parallel/blackscholes/blackscholes_data.hs-inc [new file with mode: 0644]

index b8bcc4c..73f7efe 100644 (file)
@@ -1,7 +1,7 @@
 TOP = ..
 include $(TOP)/mk/boilerplate.mk
 
-SUBDIRS = parfib partree sumeuler matmult ray gray prsa mandel queens coins
+SUBDIRS = parfib partree sumeuler matmult ray gray prsa mandel queens coins blackscholes
 
 # CPP SYMBOLS
 #
diff --git a/parallel/blackscholes/Future.hs b/parallel/blackscholes/Future.hs
new file mode 100644 (file)
index 0000000..3e8c2de
--- /dev/null
@@ -0,0 +1,16 @@
+module Future (Eval(..), Future, runEval, rseq, fork, join, deep) where
+
+import Control.DeepSeq
+import Control.Parallel
+import Control.Parallel.Strategies
+
+data Future a = Future a
+
+fork :: Eval a -> Eval (Future a)
+fork a = do a' <- rpar (runEval a); return (Future a')
+
+join :: Future a -> Eval a
+join (Future a) = a `pseq` return a
+
+deep :: NFData a => Eval a -> Eval a
+deep m = do a <- m; rnf a `pseq` return a
diff --git a/parallel/blackscholes/Makefile b/parallel/blackscholes/Makefile
new file mode 100644 (file)
index 0000000..aa9f521
--- /dev/null
@@ -0,0 +1,8 @@
+TOP = ../..
+include $(TOP)/mk/boilerplate.mk
+
+PROG_ARGS = 10000 15000000
+SRC_HC_OPTS += -package parallel
+
+include $(TOP)/mk/target.mk
+
diff --git a/parallel/blackscholes/blackscholes.hs b/parallel/blackscholes/blackscholes.hs
new file mode 100644 (file)
index 0000000..bbaed73
--- /dev/null
@@ -0,0 +1,216 @@
+{-# LANGUAGE RecordWildCards,CPP  #-}
+-- Intel Concurrent Collections for Haskell
+-- Copyright (c) 2010, Intel Corporation.
+--
+-- This program is free software; you can redistribute it and/or modify it
+-- under the terms and conditions of the GNU Lesser General Public License,
+-- version 2.1, as published by the Free Software Foundation.
+--
+-- This program is distributed in the hope it will be useful, but WITHOUT
+-- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+-- FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public License for
+-- more details.
+--
+-- You should have received a copy of the GNU Lesser General Public License along with
+-- this program; if not, write to the Free Software Foundation, Inc., 
+-- 51 Franklin St - Fifth Floor, Boston, MA 02110-1301 USA.
+
+-- Ported from CnC/C++ program by Ryan Newton
+
+-- Description
+-- ===========
+
+-- The Black-Scholes equation is a differential equation that describes how,
+-- under a certain set of assumptions, the value of an option changes as the 
+-- price of the underlying asset changes.
+
+-- The formula for a put option is similar. The cumulative normal distribution 
+-- function, CND(x), gives the probability that normally distributed random
+-- variable will have a value less than x. There is no closed form expression for
+-- this function, and as such it must be evaluated numerically. The other 
+-- parameters are as follows: S underlying asset's current price, 
+-- X the strike price, T time to the expiration date, r risk-less rate of return,
+-- and v stock's volatility.
+
+-- Blackscholes has a single step collection called (compute). It is executed once
+-- for each tag in the tag collection <tags>. This tag collection is produced
+-- by the environment.
+
+-- (compute) inputs [data] items. Each [data] item contains a pointer to an 
+-- array of ParameterSet objects. For each ParameterSet object the Black-Scholes equation 
+-- is solved, and results are stored in the emitted items [price].
+
+-- To reduce the influence of the serial part each calculation is repeated for NUM_RUNS times.
+
+-- There are no constraints on the parallelism in this example. An instance of
+-- (compute) does not rely on a data item from another instance and it does not
+-- relay on a control tag from another instance. All the tags are produced by
+-- the environment before the program begins execution. All steps can be executed
+-- in parallel if there are enough processors.
+
+
+-- Usage
+-- =====
+
+-- The command line is:
+
+-- blackscholes b n
+--     b  : positive integer for the size of blocks
+--     n  : positive integer for the number of options
+    
+-- e.g.
+-- blackscholes 100000 100 4
+
+import Control.Monad hiding (join)
+--import Data.Array
+
+import Data.Array.Unboxed
+import System.Environment
+
+import Control.Parallel.Strategies
+import Control.DeepSeq
+import Future
+
+-- #define fptype float
+-- #define ERR_CHK
+num_runs = 100
+
+type FpType = Float
+
+
+-- -- This scheme is for the original data tuples in the input:
+-- data OptionData = OptionData {
+--     s       :: FpType,              -- spot price
+--     strike  :: FpType,              -- strike price
+--     r       :: FpType ,             -- risk-free interest rate
+--     divq    :: FpType ,             -- dividend rate
+--     v       :: FpType ,             -- volatility
+--     t       :: FpType ,             -- time to maturity or option expiration in years 
+--                                     --     (1yr = 1.0, 6mos = 0.5, 3mos = 0.25, ..., etc)  
+--     optionType :: String,   -- Option type.  "P"=PUT, "C"=CALL
+--     divs :: FpType,         -- dividend vals (not used in this test)
+--     dGrefval :: FpType      -- DerivaGem Reference Value
+-- } deriving Show
+
+-- -- These are the blocked/chunked inputs to our kernel extracted from
+-- -- the original tuples:
+-- data ParameterSet =  ParameterSet {
+--     dat :: OptionData,
+--     sptprice   :: UArray Int FpType,
+--     strikep    :: UArray Int FpType,
+--     rate       :: UArray Int FpType,
+--     volatility :: UArray Int FpType ,
+--     otime      :: UArray Int FpType,
+--     otype      :: UArray Int Bool,
+--     granularity :: Int 
+-- } deriving Show
+
+
+-- This tuple contains the inputs for one invocation of our kernel
+data ParameterSet =  ParameterSet {
+       sptprice   :: FpType,
+       strike     :: FpType,
+       rate       :: FpType,
+       volatility :: FpType ,
+       otime      :: FpType,
+       otype      :: Bool
+} deriving Show
+
+
+--data_init :: Array Int Int
+--data_init :: Array Int OptionData
+data_init :: Array Int ParameterSet
+
+-- This defines some hard coded data as a big constant array:
+#include "blackscholes_data.hs"
+size_init = let (s,e) = bounds data_init in e - s + 1
+
+inv_sqrt_2xPI = 0.39894228040143270286
+
+cndf :: FpType -> FpType
+cndf inputX = if sign then 1.0 - xLocal else xLocal
+  where 
+    sign = inputX < 0.0
+    inputX' = if sign then -inputX else inputX
+    
+    -- Compute NPrimeX term common to both four & six decimal accuracy calcs
+    xNPrimeofX = inv_sqrt_2xPI * exp(-0.5 * inputX * inputX);
+
+    xK2 = 1.0 / (0.2316419 * inputX + 1.0);    
+    xK2_2 = xK2   * xK2; -- Need all powers of xK2 from ^1 to ^5:
+    xK2_3 = xK2_2 * xK2;
+    xK2_4 = xK2_3 * xK2;
+    xK2_5 = xK2_4 * xK2;
+    
+    xLocal   = 1.0 - xLocal_1 * xNPrimeofX;
+    xLocal_1 = xK2   *   0.319381530  + xLocal_2;
+    xLocal_2 = xK2_2 * (-0.356563782) + xLocal_3 + xLocal_3' + xLocal_3'';
+    xLocal_3   = xK2_3 * 1.781477937;
+    xLocal_3'  = xK2_4 * (-1.821255978);
+    xLocal_3'' = xK2_5 * 1.330274429;
+
+
+blkSchlsEqEuroNoDiv :: FpType -> FpType -> FpType -> FpType -> FpType -> Bool -> Float -> FpType
+blkSchlsEqEuroNoDiv sptprice strike rate volatility time otype timet =
+   if not otype
+   then (sptprice * nofXd1) - (futureValueX * nofXd2)
+   else let negNofXd1 = 1.0 - nofXd1
+           negNofXd2 = 1.0 - nofXd2
+       in (futureValueX * negNofXd2) - (sptprice * negNofXd1)
+ where 
+   logValues  = log( sptprice / strike )                
+   xPowerTerm = 0.5 * volatility * volatility
+   xDen = volatility * sqrt(time)
+   xD1  = (((rate + xPowerTerm) * time) + logValues) / xDen
+   xD2  = xD1 -  xDen
+
+   nofXd1 = cndf xD1 
+   nofXd2 = cndf xD1    
+   futureValueX = strike *  exp ( -(rate) * (time) )
+
+executeStep :: Int -> Int -> UArray Int FpType
+executeStep t granularity = 
+--       stepPutStr$ "  Executing "++ show granularity ++ " iterations starting at "++ show t ++ "\n"
+--       let ls = map (\ j ->        
+       listArray (0, granularity-1) $
+                       Prelude.map (\i -> 
+--                              let OptionData { .. } = data_init ! (t+i `mod` size_init)
+                              let ParameterSet { .. } = data_init ! ((t+i) `mod` size_init)
+                             in blkSchlsEqEuroNoDiv sptprice strike rate volatility otime otype 0)
+                           [0 .. granularity-1]
+--                     )
+--              [0 .. num_runs-1]
+                 
+
+blackscholes :: Int -> Int -> Eval Float
+blackscholes numOptions granularity = 
+   do 
+      fs <- forM [0, granularity .. numOptions-1] $ \t ->
+              fork (return (executeStep t granularity))
+
+      foldM (\ acc f -> 
+                do x <- join f
+                   return (acc + (x ! 0)))
+               0 fs
+
+main = do args <- getArgs 
+          let (numOptions, granularity) =
+               case args of 
+--              []      -> (10, 5)
+                []      -> (10000, 1000)
+                [b]     -> (10, read b)
+                [b,n] -> (read n, read b)
+
+          if granularity > numOptions
+          then error "Granularity must be bigger than numOptions!!"
+          else return ()
+
+         putStrLn$ "Running blackscholes, numOptions "++ show numOptions ++ " and block size " ++ show granularity
+          let result = runEval $ blackscholes numOptions granularity
+--          putStrLn$ "Final result, here's one price: "++ show ((result !! 0) ! 0)
+          --putStrLn$ "Final result, here's one price: "++ show (result UB.! 0)
+         putStrLn$ "Final result: "++ show result
+         return result
+
+
+
diff --git a/parallel/blackscholes/blackscholes_data.hs-inc b/parallel/blackscholes/blackscholes_data.hs-inc
new file mode 100644 (file)
index 0000000..baac56d
--- /dev/null
@@ -0,0 +1,1006 @@
+--    #include file of test data inpout params and DerivaGem control reference value
+--
+-- S,     K,      r,        q,      vol,    T,     P/C,    Divs,        DG RefValue
+
+data_init = listArray (0,999) [ 
+ ParameterSet { sptprice=42.00,   strike=40.00,  rate=0.1000,   volatility=0.20,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=42.00,   strike=40.00, rate=0.1000,   volatility=0.20,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.15,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.15,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=60.00,   strike=65.00, rate=0.0800,   volatility=0.30,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet{sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0500,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0725,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.25,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0825,   volatility=0.50,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.10,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.50,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=True},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=41.25, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=50.00, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.05,   otime=0.05,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.15,   otime=0.15,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.65,   otime=0.75,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.25,   otime=0.25,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.35,   otime=0.35,   otype=False},
+ ParameterSet {sptprice=50.00,   strike=60.75, rate=0.0275,   volatility=0.45,   otime=0.40,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.25,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.10,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=0.50,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.50,   otime=1.00,   otype=True},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=90.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=100.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.10,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=0.50,   otype=False},
+ ParameterSet {sptprice=100.00,   strike=110.00, rate=0.1000,   volatility=0.10,   otime=1.00,   otype=False}
+ ]