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options may not have the vega to make up for the losses on the long option positions If you are trading a double diagonal spread using options on futures, you need to account for any basis difference between the underlying contract for the near-term options versus the deferred contract There can be substantial price difference between futures contract that may cause the near-term strangle to be misaligned with the deferred The example we used with the S&P is a futuresbased spread, but it works beautifully because the May S&P options are serial options based on the June futures This avoids basis differences between underlying contracts A common mistake for novice traders is to look at the long double diagonal spread as free trade by buying the near-term options at a lower premium and selling out-of-the-money deferred options at an equal or higher premium The dif culty with this spread is that the Greeks are not in your favor The volatility effect on the deferred short option is likely to be greater than the near term and thus create signi cant volatility risk The theta will be much greater on the short-term purchased options causing the purchased options to lose value much faster regardless of the movement of the underlying asset

where R is the vector of user-to-satellite geometric ranges In the case of double di erences, the covariance matrix for denoted as is not diagonal; instead, [ ]ij =

2 2 2

It is critical to discover the applications that will be affected when the source database is migrated to the new platform The number and types of applications affected and the degree of the impact will determine the applications migration strategy Once the applications and their details are known, the level of effort involved in modifying these applications to work with the Database Machine can be estimated To collect this information, you should:

(8153)

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and a set of (m + 1) satellites will be required to generate a set of m measurements The integer ambiguity resolution problem can be applied in various scenarios: L1, L2, L1 and L2, and widelane The number of possible scenarios increases further with the advent of a third frequency in the modernized signal structure Therefore, in this section, we will discuss general characteristics of the problem and means for its solution The solution process will be structured as follows 1 Initialization The main objective of this step is to provide an initial estimate p0 of the position that is su ciently accurate so that the hot s of the approximation = H p + + N (8154)

Capture the complexity of the applications connecting into the source system, whether they are using database- and vendor-specific technologies, and the support of these tools and applications with Oracle Database 11g Release 2 Focus on capturing source code metrics on the portions of code that comprise database-related logic Capture the use of vendor-specific SQL functions or logic within the application code The more complex the vendor-specific SQL being used in these applications, the harder the translation becomes Document the drivers used for connectivity native, JDBC, ODBC and versions and any specific requirements for running with particular drivers and versions Identify the application servers connecting to the source database, whether they are based on Java or NET, application server connection pools and mechanisms used, and Oracle Database 11 g Release 2 support provided by the application servers Capture off-the-shelf reporting and business intelligence tools used, along with the tools support for Oracle Database 11 g Release 2 and any custom SQL statements used within or generated by the tool that are proprietary to the source database

1 are negligible, where = R(p0 ) and H is the Jacobian of eqn (B59) de ned at p0 The initial estimate of p0 may, for example, come from the solution of eqn (8151) 2 Candidate Generation The main objective of this step is to generate candidate integer vectors For the i th SV, a real-valued estimate of the integer is i N i = i which has a standard deviation of approximately N = A candii date integer vector can be formed by the operation N = N i where the notation x indicates rounding x to the nearest integer Given m cana set of m satellites, there would be approximately 2 N + 1 For m = 8, with = 1, for didate integers within one sigma of N the L1 signal, with 02 meters, this is approximately 118 candidates For the widelane signal, with 09 meters, there would be approximately 38 candidates The bene t of decreasing the number of candidates is obvious and will be discussed in Section 891

9

3 Candidate Evaluation The main objective for this step is to de ne a cost function useful for ranking the candidate integer vectors For each candidate integer vector N, the solution to eqn (8154) provides an estimate of the position error vector: p = H H

10:

N

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