From c41a1cafe2f89339bceb67c84538649639948578 Mon Sep 17 00:00:00 2001
From: Kevin <kevin.d.keogh@gmail.com>
Date: Fri, 15 Sep 2017 00:09:54 -0400
Subject: [PATCH] Fix exported struct fields

---
 models.go | 98 +++++++++++++++++++++++++++----------------------------
 serve.go  |  6 ++--
 2 files changed, 52 insertions(+), 52 deletions(-)

diff --git a/models.go b/models.go
index a6a9488..6c94aea 100644
--- a/models.go
+++ b/models.go
@@ -25,24 +25,24 @@ func (t RFC8601Time) MarshalJSON() ([]byte, error) {
 // Option struct that holds all the details of an option
 // Option details
 type Option struct {
-	optType    int64
-	strike     float64
-	expiryDate RFC8601Time
+	OptType    int64
+	Strike     float64
+	ExpiryDate RFC8601Time
 
 	// Market data
-	valueDate RFC8601Time
-	spot      float64
-	rfr       float64
-	vol       float64
-	sims      int64
+	ValueDate RFC8601Time
+	Spot      float64
+	Rfr       float64
+	Vol       float64
+	Sims      int64
 
 	// Results
-	fv    float64
-	delta float64
-	vega  float64
-	rho   float64
-	gamma float64
-	theta float64
+	FV    float64
+	Delta float64
+	Vega  float64
+	Rho   float64
+	Gamma float64
+	Theta float64
 }
 
 // Single simulation of Geometric Brownian Motion
@@ -62,46 +62,46 @@ func RunSimulations(opt *Option) {
 	var i int64
 	var level float64
 
-	levels := make([]float64, opt.sims)
+	levels := make([]float64, opt.Sims)
 
-	tte := opt.expiryDate.Sub(opt.valueDate).Hours() / (24 * 365)
+	tte := opt.ExpiryDate.Sub(opt.ValueDate).Hours() / (24 * 365)
 
-	for i = 0; i < opt.sims; i++ {
+	for i = 0; i < opt.Sims; i++ {
 		randNum := rand.NormFloat64()
 		// Base
-		levels[i] = gbmSimulation(opt.spot, opt.rfr, opt.vol, tte, randNum)
-		opt.fv += math.Max((levels[i]-opt.strike)*float64(opt.optType), 0)
+		levels[i] = gbmSimulation(opt.Spot, opt.Rfr, opt.Vol, tte, randNum)
+		opt.FV += math.Max((levels[i]-opt.Strike)*float64(opt.OptType), 0)
 
 		// Delta
-		level = gbmSimulation(opt.spot+0.0001, opt.rfr, opt.vol, tte, randNum)
-		opt.delta += math.Max((level-opt.strike)*float64(opt.optType), 0)
+		level = gbmSimulation(opt.Spot+0.0001, opt.Rfr, opt.Vol, tte, randNum)
+		opt.Delta += math.Max((level-opt.Strike)*float64(opt.OptType), 0)
 
 		// Gamma -- TODO: Doesn't look right
-		level = gbmSimulation(opt.spot+0.0001, opt.rfr, opt.vol, tte, randNum)
-		level += gbmSimulation(opt.spot-0.0001, opt.rfr, opt.vol, tte, randNum)
-		level -= 2 * gbmSimulation(opt.spot, opt.rfr, opt.vol, tte, randNum)
-		opt.gamma += math.Max((level-opt.strike)*float64(opt.optType), 0)
+		level = gbmSimulation(opt.Spot+0.0001, opt.Rfr, opt.Vol, tte, randNum)
+		level += gbmSimulation(opt.Spot-0.0001, opt.Rfr, opt.Vol, tte, randNum)
+		level -= 2 * gbmSimulation(opt.Spot, opt.Rfr, opt.Vol, tte, randNum)
+		opt.Gamma += math.Max((level-opt.Strike)*float64(opt.OptType), 0)
 
 		// Vega
-		level = gbmSimulation(opt.spot, opt.rfr, opt.vol+0.0001, tte, randNum)
-		opt.vega += math.Max((level-opt.strike)*float64(opt.optType), 0)
+		level = gbmSimulation(opt.Spot, opt.Rfr, opt.Vol+0.0001, tte, randNum)
+		opt.Vega += math.Max((level-opt.Strike)*float64(opt.OptType), 0)
 
 		// Theta
-		level = gbmSimulation(opt.spot, opt.rfr, opt.vol, tte-1./365, randNum)
-		opt.theta += math.Max((level-opt.strike)*float64(opt.optType), 0)
+		level = gbmSimulation(opt.Spot, opt.Rfr, opt.Vol, tte-1./365, randNum)
+		opt.Theta += math.Max((level-opt.Strike)*float64(opt.OptType), 0)
 
 		// Rho -- TODO: Doesn't look right
-		level = gbmSimulation(opt.spot, opt.rfr+0.0001, opt.vol, tte, randNum)
-		opt.rho += math.Max((level-opt.strike)*float64(opt.optType), 0)
+		level = gbmSimulation(opt.Spot, opt.Rfr+0.0001, opt.Vol, tte, randNum)
+		opt.Rho += math.Max((level-opt.Strike)*float64(opt.OptType), 0)
 	}
 
-	df := math.Exp(-opt.rfr * tte)
-	opt.fv = opt.fv / float64(opt.sims) * df
-	opt.delta = (opt.delta/float64(opt.sims)*df - opt.fv) / 0.0001
-	opt.gamma = (opt.gamma/float64(opt.sims)*df - opt.fv) / 10000
-	opt.vega = (opt.vega/float64(opt.sims)*df - opt.fv) / 0.01
-	opt.theta = (opt.theta/float64(opt.sims)*math.Exp(-opt.rfr*(tte-1./365)) - opt.fv) / -(1. / 365)
-	opt.rho = (opt.rho/float64(opt.sims)*math.Exp(-(opt.rfr+0.01)*tte) - opt.fv)
+	df := math.Exp(-opt.Rfr * tte)
+	opt.FV = opt.FV / float64(opt.Sims) * df
+	opt.Delta = (opt.Delta/float64(opt.Sims)*df - opt.FV) / 0.0001
+	opt.Gamma = (opt.Gamma/float64(opt.Sims)*df - opt.FV) / 10000
+	opt.Vega = (opt.Vega/float64(opt.Sims)*df - opt.FV) / 0.01
+	opt.Theta = (opt.Theta/float64(opt.Sims)*math.Exp(-opt.Rfr*(tte-1./365)) - opt.FV) / -(1. / 365)
+	opt.Rho = (opt.Rho/float64(opt.Sims)*math.Exp(-(opt.Rfr+0.01)*tte) - opt.FV)
 }
 
 /*
@@ -138,18 +138,18 @@ func main() {
 `,
 		value.Format("2006-01-02"),
 		"Call", "Call",
-		opt.spot, opt.spot,
+		opt.Spot, opt.Spot,
 		expiry.Format("2006-01-02"), expiry.Format("2006-01-02"),
-		opt.strike, opt.strike,
-		opt.rfr*100, opt.rfr*100,
-		opt.vol*100, opt.vol*100,
-		opt.fv, opt.fv,
-		opt.delta, opt.delta,
-		opt.gamma, opt.gamma,
-		opt.vega, opt.vega,
-		opt.theta, opt.theta,
-		opt.rho, opt.rho,
-		opt.sims)
+		opt.Strike, opt.Strike,
+		opt.Rfr*100, opt.Rfr*100,
+		opt.Vol*100, opt.Vol*100,
+		opt.FV, opt.FV,
+		opt.Delta, opt.Delta,
+		opt.Gamma, opt.Gamma,
+		opt.Vega, opt.Vega,
+		opt.Theta, opt.Theta,
+		opt.Rho, opt.Rho,
+		opt.Sims)
 
 }
 */
diff --git a/serve.go b/serve.go
index dd1edfc..7bc0763 100644
--- a/serve.go
+++ b/serve.go
@@ -19,9 +19,9 @@ func formatRequest(r *http.Request) {
 		fmt.Printf("Error: %s\n", err)
 	}
 
-	fmt.Println("Option type:", opt.optType)
-	fmt.Println("Strike:", opt.strike)
-	fmt.Println("Expiry date:", opt.expiryDate.Format("2006-01-02"))
+	fmt.Println("Option type:", opt.OptType)
+	fmt.Println("Strike:", opt.Strike)
+	fmt.Println("Expiry date:", opt.ExpiryDate.Format("2006-01-02"))
 
 	for k, v := range r.Header {
 		fmt.Printf("%v: %v\n", k, v)