monad-par-0.1: examples/blackscholes_data.hs

--    #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}
 ]