-- #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} ]