Line data Source code
1 : /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 : /*
3 : * This file is part of the LibreOffice project.
4 : *
5 : * This Source Code Form is subject to the terms of the Mozilla Public
6 : * License, v. 2.0. If a copy of the MPL was not distributed with this
7 : * file, You can obtain one at http://mozilla.org/MPL/2.0/.
8 : */
9 :
10 : #ifndef SC_OPENCL_OPINLINFUN_finacial
11 : #define SC_OPENCL_OPINLINFUN_finacial
12 1 : std::string approxEqualDecl="bool approxEqual(double a, double b);\n";
13 1 : std::string approxEqual =
14 : "bool approxEqual(double a, double b)\n"
15 : "{\n"
16 : " if (a == b)\n"
17 : " return true;\n"
18 : " double x = a - b;\n"
19 : " return (x < 0.0 ? -x : x) < ((a < 0.0 ? -a : a) * (1.0 / (16777216.0 *"
20 : "16777216.0)));\n"
21 : "}\n";
22 :
23 1 : std::string nKorrValDecl ="double constant nKorrVal[]"
24 : "= {0, 9e-1, 9e-2, 9e-3, 9e-4, 9e-5, 9e-6, 9e-7, "
25 : "9e-8,9e-9, 9e-10, 9e-11, 9e-12, 9e-13, 9e-14, 9e-15};\n";
26 :
27 1 : std::string SCdEpsilonDecl =
28 : "constant double SCdEpsilon = 1.0E-7;\n";
29 :
30 1 : std::string RoundDecl = "double Round(double fValue);\n";
31 :
32 1 : std::string Round =
33 : "double Round(double fValue)\n"
34 : "{\n"
35 : " if ( fValue == 0.0 )\n"
36 : " return fValue;\n"
37 : "\n"
38 : " double fFac = 0;\n"
39 : " int nExp;\n"
40 : " if ( fValue > 0.0 )\n"
41 : " nExp = ( floor( log10( fValue ) ) );\n"
42 : " else\n"
43 : " nExp = 0;\n"
44 : " int nIndex = 15 - nExp;\n"
45 : " if ( nIndex > 15 )\n"
46 : " nIndex = 15;\n"
47 : " else if ( nIndex <= 1 )\n"
48 : " nIndex = 0;\n"
49 : " fValue = floor( fValue + 0.5 + nKorrVal[nIndex] );\n"
50 : " return fValue;\n"
51 : "}\n";
52 :
53 1 : std::string GetRmzDecl =
54 : "double GetRmz( double fZins, double fZzr, double fBw, double fZw,int nF );\n";
55 :
56 1 : std::string GetRmz=
57 : "double GetRmz( double fZins, double fZzr, double fBw, double fZw, int nF )\n"
58 : "{\n"
59 : " double fRmz;\n"
60 : " if( fZins == 0.0 )\n"
61 : " fRmz = ( fBw + fZw ) / fZzr;\n"
62 : " else\n"
63 : " {\n"
64 : " double fTerm = pow( 1.0 + fZins, fZzr );\n"
65 : " if( nF > 0 )\n"
66 : " fRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1."
67 : "0 / fTerm ) ) / ( 1.0 + fZins );\n"
68 : " else\n"
69 : " fRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins /( 1.0 - 1.0 "
70 : "/ fTerm );\n"
71 : " }\n"
72 : " return -fRmz;\n"
73 : "}\n";
74 :
75 1 : std::string GetRmz_newDecl =
76 : "double GetRmz_new( double fZins, double fZzr, double fBw, double fZw,"
77 : "int nF );\n";
78 1 : std::string GetRmz_new=
79 : "double GetRmz_new( double fZins, double fZzr, double fBw, double fZw,"
80 : "int nF)\n"
81 : "{\n"
82 : " double fRmz;\n"
83 : " double fTerm = pow( 1.0 + fZins, fZzr );\n"
84 : " if( nF > 0 )\n"
85 : " fRmz = ( fZw * fZins *pow ( fTerm - 1.0,-1 ) + fBw * fZins *pow( "
86 : "( 1.0 - pow( fTerm,-1) ),-1) )* pow ( 1.0 + fZins,-1 );\n"
87 : " else\n"
88 : " fRmz = fZw * fZins *pow ( fTerm - 1.0 ,-1) + fBw * fZins *pow( "
89 : "1.0 - pow( fTerm,-1),-1 );\n"
90 : " return -fRmz;\n"
91 : "}\n";
92 1 : std::string GetZwDecl =
93 : "double GetZw( double fZins, double fZzr, double fRmz,"
94 : "double fBw, int nF );\n";
95 :
96 1 : std::string GetZw =
97 : "double GetZw( double fZins, double fZzr, double fRmz,"
98 : "double fBw, int nF )\n"
99 : "{\n"
100 : " double fZw;\n"
101 : " if( fZins == 0.0 )\n"
102 : " fZw = fBw + fRmz * fZzr;\n"
103 : " else\n"
104 : " {\n"
105 : " double fTerm = pow( 1.0 + fZins, fZzr );\n"
106 : " if( nF > 0 )\n"
107 : " fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) *( fTerm - 1.0 ) "
108 : "/ fZins;\n"
109 : " else\n"
110 : " fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins;\n"
111 : " }\n"
112 : " return -fZw;\n"
113 : "}\n";
114 :
115 1 : std::string GetZw_newDecl =
116 : "double GetZw_new( double fZins, double fZzr, double fRmz,"
117 : "double fBw, int nF );\n";
118 :
119 1 : std::string GetZw_new =
120 : "double GetZw_new( double fZins, double fZzr, double fRmz,"
121 : "double fBw, int nF )\n"
122 : "{\n"
123 : " double fZw;\n"
124 : " double fTerm = pow( 1.0 + fZins, fZzr );\n"
125 : " if( nF > 0 )\n"
126 : " fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) *( fTerm - 1.0 ) "
127 : "*pow( fZins,-1);\n"
128 : " else\n"
129 : " fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) *pow( fZins,-1);\n"
130 : " return -fZw;\n"
131 : "}\n";
132 :
133 1 : std::string IsLeapYearDecl =
134 : "bool IsLeapYear( int n );\n";
135 :
136 1 : std::string IsLeapYear =
137 : "bool IsLeapYear( int n )\n"
138 : "{\n"
139 : " return ( (( ( n % 4 ) == 0 ) && ( ( n % 100 ) != 0)) || ( ( n % 400 ) == "
140 : "0 ) );\n"
141 : "}\n";
142 :
143 1 : std::string DaysInMonthDecl=
144 : "int DaysInMonth( int nMonth, int nYear );\n";
145 :
146 1 : std::string DaysInMonth =
147 : "int DaysInMonth( int nMonth, int nYear )\n"
148 : "{\n"
149 : " int aDaysInMonth[12] = { 31, 28, 31, 30, 31, 30,\n"
150 : " 31, 31, 30, 31, 30, 31 };\n"
151 : "\n"
152 : " if ( nMonth != 2 )\n"
153 : " return aDaysInMonth[nMonth-1];\n"
154 : " else\n"
155 : " {\n"
156 : " if ( IsLeapYear(nYear) )\n"
157 : " return aDaysInMonth[nMonth-1] + 1;\n"
158 : " else\n"
159 : " return aDaysInMonth[nMonth-1];\n"
160 : " }\n"
161 : "}\n";
162 1 : std::string DaysInMonth_newDecl=
163 : "int DaysInMonth( int nMonth, int nYear );\n";
164 :
165 1 : std::string DaysInMonth_new =
166 : "int DaysInMonth( int nMonth, int nYear )\n"
167 : "{\n"
168 : " int tmp = 0;\n"
169 : " switch(nMonth)\n"
170 : " {\n"
171 : " case 1:\n"
172 : " case 3:\n"
173 : " case 5:\n"
174 : " case 7:\n"
175 : " case 8:\n"
176 : " case 10:\n"
177 : " case 12:\n"
178 : " tmp = 31;\n"
179 : " break;\n"
180 : " case 4:\n"
181 : " case 6:\n"
182 : " case 9:\n"
183 : " case 11:\n"
184 : " tmp =30;\n"
185 : " break;\n"
186 : " case 2:\n"
187 : " if ( IsLeapYear(nYear)==1)\n"
188 : " tmp = 29;\n"
189 : " else\n"
190 : " tmp = 28;\n"
191 : " break;\n"
192 : " }\n"
193 : " return tmp;\n"
194 : "}\n";
195 :
196 1 : std::string DaysToDateDecl =
197 : "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n";
198 :
199 1 : std::string DaysToDate =
200 : "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear )\n"
201 : "{\n"
202 : "\n"
203 : " int nTempDays;\n"
204 : " int i = 0;\n"
205 : " bool bCalc;\n"
206 :
207 : " do\n"
208 : " {\n"
209 : " nTempDays = nDays;\n"
210 : " *rYear = (int)((nTempDays / 365) - i);\n"
211 : " nTempDays -= ((int) *rYear -1) * 365;\n"
212 : " nTempDays -= (( *rYear -1) / 4) - (( *rYear -1) / 100) +"
213 : "((*rYear -1) / 400);\n"
214 : " bCalc = false;\n"
215 : " if ( nTempDays < 1 )\n"
216 : " {\n"
217 : " i++;\n"
218 : " bCalc = true;\n"
219 : " }\n"
220 : " else\n"
221 : " {\n"
222 : " if ( nTempDays > 365 )\n"
223 : " {\n"
224 : " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n"
225 : " {\n"
226 : " i--;\n"
227 : " bCalc = true;\n"
228 : " }\n"
229 : " }\n"
230 : " }\n"
231 : " }\n"
232 : " while ( bCalc );\n"
233 : " if(nTempDays!=0){\n"
234 : " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );"
235 : "*rMonth+=1)\n"
236 : " {\n"
237 : " nTempDays -= DaysInMonth( *rMonth, *rYear );\n"
238 : " }\n"
239 : " *rDay = (int)nTempDays;\n"
240 : " }\n"
241 : "}\n";
242 :
243 1 : std::string DateToDaysDecl=
244 : "int DateToDays( int nDay, int nMonth, int nYear );\n";
245 :
246 1 : std::string DateToDays=
247 : "int DateToDays( int nDay, int nMonth, int nYear )\n"
248 : "{\n"
249 : " int nDays = ((int)nYear-1) * 365;\n"
250 : " nDays += ((nYear-1) / 4) - ((nYear-1) / 100) + ((nYear-1) / 400);\n"
251 : " for( int i = 1; i < nMonth; i++ )\n"
252 : " nDays += DaysInMonth(i,nYear);\n"
253 : " nDays += nDay;\n"
254 : "\n"
255 : " return nDays;\n"
256 : "}\n";
257 :
258 1 : std::string DateToDays_newDecl=
259 : "int DateToDays_new( int nDay, int nMonth, int nYear );\n";
260 :
261 1 : std::string DateToDays_new=
262 : "int DateToDays_new( int nDay, int nMonth, int nYear )\n"
263 : "{\n"
264 : " int nDays = (nYear-1) * 365;\n"
265 : " nDays += (int)((nYear-1) *pow(4.0,-1.0)- (nYear-1) *pow( 100.0,-1.0)"
266 : "+ (nYear-1) *pow(400.0,-1.0));\n"
267 : " for( int i = 1; i < nMonth; i++ )\n"
268 : " nDays += DaysInMonth(i,nYear);\n"
269 : " nDays += nDay;\n"
270 : "\n"
271 : " return nDays;\n"
272 : "}\n";
273 :
274 :
275 1 : std::string GetNullDateDecl=
276 : "int GetNullDate(void);\n";
277 :
278 1 : std::string GetNullDate=
279 : "int GetNullDate(void)\n"
280 : "{\n"
281 : " return DateToDays(30,12,1899 );\n"
282 : "}\n";
283 1 : std::string GetNullDate_newDecl=
284 : "int GetNullDate_new(void);\n";
285 :
286 1 : std::string GetNullDate_new=
287 : "int GetNullDate_new(void)\n"
288 : "{\n"
289 : " return DateToDays_new(30,12,1899 );\n"
290 : "}\n";
291 :
292 1 : std::string ScaDateDecl=
293 : "void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, "
294 : "int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay,"
295 : "int *b30Days,int *bUSMode,int *nDay);\n";
296 :
297 1 : std::string ScaDate=
298 : "void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, "
299 : "int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay,"
300 : "int *b30Days,int *bUSMode,int *nDay)\n"
301 : "{\n"
302 : " DaysToDate( nNullDate + nDate, nOrigDay, nMonth, nYear );\n"
303 : " *bLastDayMode = (nBase != 5);\n"
304 : " *bLastDay = (*nOrigDay >= DaysInMonth( *nMonth, *nYear ));\n"
305 : " *b30Days = (nBase == 0) || (nBase == 4);\n"
306 : " *bUSMode = (nBase == 0);\n"
307 : " if( *b30Days)\n"
308 : " {\n"
309 : " *nDay = min( *nOrigDay, 30);\n"
310 : " if( *bLastDay || (*nDay >=DaysInMonth( *nMonth, *nYear )) )\n"
311 : " *nDay = 30;\n"
312 : " }\n"
313 : " else\n"
314 : " {\n"
315 : " int nLastDay = DaysInMonth( *nMonth, *nYear );\n"
316 : " *nDay = *bLastDay ? nLastDay : min( *nOrigDay, nLastDay );\n"
317 : " }\n"
318 : "}\n";
319 :
320 1 : std::string ScaDate2Decl=
321 : "void ScaDate2( int nNullDate, int nDate, int nBase,int *bLastDayMode,int *"
322 : "bLastDay,int *b30Days,int *bUSMode);\n";
323 :
324 1 : std::string ScaDate2=
325 : "void ScaDate2( int nNullDate, int nDate, int nBase,int *bLastDayMode,int *"
326 : "bLastDay,int *b30Days,int *bUSMode)\n"
327 : "{\n"
328 : " int nOrigDay=0, nMonth=0, nYear=0;\n"
329 : " DaysToDate( nNullDate + nDate, &nOrigDay, &nMonth, &nYear );\n"
330 : " *bLastDayMode = (nBase != 5);\n"
331 : " *bLastDay = (nOrigDay >= DaysInMonth( nMonth, nYear ));\n"
332 : " *b30Days = (nBase == 0) || (nBase == 4);\n"
333 : " *bUSMode = (nBase == 0);\n"
334 : "}\n";
335 :
336 1 : std::string lcl_GetCouppcdDecl=
337 : "int lcl_GetCouppcd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n";
338 :
339 1 : std::string lcl_GetCouppcd=
340 : "int lcl_GetCouppcd(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n"
341 : "{\n"
342 : " int aDate = nMat;\n"
343 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
344 : "rbUSMode=0,rnDay=0;\n"
345 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
346 : "sbUSMode=0,snDay=0;\n"
347 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
348 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
349 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
350 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
351 : " rYear=sYear;\n"
352 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
353 : " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay,"
354 : "sbLastDay,rDay,sDay))\n"
355 : " {\n"
356 : " rYear+=1;\n"
357 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
358 : " }\n"
359 : " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
360 : "rbLastDay,sDay,rDay))\n"
361 : " {\n"
362 : " double d = -1*(12/nFreq);\n"
363 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n"
364 : " }\n"
365 : " int nLastDay = DaysInMonth( rMonth, rYear );\n"
366 : " int nRealDay = (rbLastDayMode && rbLastDay) ? nLastDay :"
367 : "min( nLastDay, rDay );\n"
368 : " return DateToDays( nRealDay, rMonth, rYear ) - nNullDate;\n"
369 : "}\n";
370 :
371 1 : std::string lcl_GetCoupncdDecl=
372 : "int lcl_GetCoupncd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n";
373 :
374 1 : std::string lcl_GetCoupncd=
375 : "int lcl_GetCoupncd(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n"
376 : "{\n"
377 : " int aDate = nMat;\n"
378 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
379 : "rbUSMode=0,rnDay=0;\n"
380 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
381 : "sbUSMode=0,snDay=0;\n"
382 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
383 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
384 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
385 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
386 : " rYear=sYear;\n"
387 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
388 : " if(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,rbLastDay"
389 : ",sDay,rDay))\n"
390 : " {\n"
391 : " rYear-=1;\n"
392 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
393 : " }\n"
394 : " while(!checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
395 : "rbLastDay,sDay,rDay))\n"
396 : " {\n"
397 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear);\n"
398 : " }\n"
399 : " int nLastDay = DaysInMonth( rMonth, rYear );\n"
400 : " int nRealDay = (rbLastDayMode && rbLastDay) ? nLastDay :"
401 : "min( nLastDay, rDay );\n"
402 : " return DateToDays( nRealDay, rMonth, rYear ) - nNullDate;\n"
403 : "}\n";
404 :
405 1 : std::string addMonthsDecl=
406 : "void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay,"
407 : "int *nMonth,int nMonthCount,int *year);\n";
408 :
409 1 : std::string addMonths=
410 : "void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay,"
411 : "int *nMonth,int nMonthCount,int *year)\n"
412 : "{\n"
413 : " int nNewMonth = nMonthCount + *nMonth;\n"
414 : " if( nNewMonth > 12 )\n"
415 : " {\n"
416 : " --nNewMonth;\n"
417 : " *year+=nNewMonth / 12 ;\n"
418 : " *nMonth = ( nNewMonth % 12 ) + 1;\n"
419 : " }\n"
420 : " else if( nNewMonth < 1 )\n"
421 : " {\n"
422 : " *year+= nNewMonth / 12 - 1 ;\n"
423 : " *nMonth = nNewMonth % 12 + 12 ;\n"
424 : " }\n"
425 : " else\n"
426 : " *nMonth = nNewMonth ;\n"
427 : " if( b30Days )\n"
428 : " {\n"
429 : " *nDay = min( nOrigDay, 30);\n"
430 : " if( bLastDay || (*nDay >= DaysInMonth( *nMonth, *year )) )\n"
431 : " *nDay = 30;\n"
432 : " }\n"
433 : " else\n"
434 : " {\n"
435 : " int nLastDay = DaysInMonth( *nMonth, *year );\n"
436 : " *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n"
437 : " }\n"
438 : "}\n";
439 :
440 1 : std::string getDaysInMonthRangeDecl=
441 : "int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year);\n";
442 :
443 1 : std::string getDaysInMonthRange=
444 : "int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year)\n"
445 : "{\n"
446 : " if( nFrom > nTo )\n"
447 : " return 0;\n"
448 : " int nRet = 0;\n"
449 : " if( b30Days )\n"
450 : " nRet = (nTo - nFrom + 1) * 30;\n"
451 : " else\n"
452 : " {\n"
453 : " for( int nMonthIx = nFrom; nMonthIx <= nTo; ++nMonthIx )\n"
454 : " nRet += b30Days ? 30 : DaysInMonth( nMonthIx, year );\n"
455 : " }\n"
456 : " return nRet;\n"
457 : "}\n";
458 :
459 1 : std::string GetDaysInYearsDecl=
460 : "int GetDaysInYears( int nYear1, int nYear2 );\n";
461 :
462 1 : std::string GetDaysInYears=
463 : "int GetDaysInYears( int nYear1, int nYear2 )\n"
464 : "{\n"
465 : " int nLeaps = 0;\n"
466 : " for( int n = nYear1 ; n <= nYear2 ; n++ )\n"
467 : " {\n"
468 : " if( IsLeapYear( n ) )\n"
469 : " nLeaps++;\n"
470 : " }\n"
471 : " int nSum = 1;\n"
472 : " nSum += nYear2;\n"
473 : " nSum -= nYear1;\n"
474 : " nSum *= 365;\n"
475 : " nSum += nLeaps;\n"
476 : " return nSum;\n"
477 : "}\n";
478 :
479 1 : std::string GetDaysInYearDecl=
480 : "int GetDaysInYear( int nNullDate, int nDate, int nMode );\n";
481 :
482 1 : std::string GetDaysInYear=
483 : "int GetDaysInYear( int nNullDate, int nDate, int nMode )\n"
484 : "{\n"
485 : " switch( nMode )\n"
486 : " {\n"
487 : " case 0:\n"
488 : " case 2:\n"
489 : " case 4:\n"
490 : " return 360;\n"
491 : " case 1:\n"
492 : " {\n"
493 : " int nD=0, nM=0, nY=0;\n"
494 : " nDate += nNullDate;\n"
495 : " DaysToDate( nDate, &nD, &nM, &nY );\n"
496 : " return IsLeapYear( nY )? 366 : 365;\n"
497 : " }\n"
498 : " case 3:\n"
499 : " return 365;\n"
500 : " }\n"
501 : "}\n";
502 :
503 1 : std::string getDaysInYearRangeDecl =
504 : "int getDaysInYearRange( int nFrom, int nTo,int b30Days );\n";
505 :
506 1 : std::string getDaysInYearRange=
507 : "int getDaysInYearRange( int nFrom, int nTo,int b30Days )\n"
508 : "{\n"
509 : " if( nFrom > nTo )\n"
510 : " return 0;\n"
511 : " return b30Days ? ((nTo - nFrom + 1) * 360) : GetDaysInYears( nFrom, nTo)"
512 : ";\n"
513 : "}\n";
514 :
515 :
516 1 : std::string getDiffDecl=
517 : "int getDiff(int rFrom,int rTo,int fDay,int fMonth,int fYear,int fbLastDayMode,"
518 : "int fbLastDay,int fb30Days,int fbUSMode,int fnDay,int tDay,int tMonth,"
519 : "int tYear,int tbLastDayMode,int tbLastDay,int tb30Days,"
520 : "int tbUSMode,int tnDay);\n";
521 :
522 :
523 1 : std::string getDiff=
524 : "int getDiff(int rFrom,int rTo,int fDay,int fMonth,int fYear,int fbLastDayMode,"
525 : "int fbLastDay,int fb30Days,int fbUSMode,int fnDay,int tDay,int tMonth,"
526 : "int tYear,int tbLastDayMode,int tbLastDay,int tb30Days,"
527 : "int tbUSMode,int tnDay)\n"
528 : "{\n"
529 : " if(rFrom>rTo)\n"
530 : " {\n"
531 : " int d=fDay;fDay=tDay;tDay=d;\n"
532 : " int m=fMonth;fMonth=tMonth;tMonth=m;\n"
533 : " int y=fYear;fYear=tYear;tYear=y;\n"
534 : " int a=fbLastDayMode;fbLastDayMode=tbLastDayMode;tbLastDayMode=a;\n"
535 : " int b=fbLastDay;fbLastDay=tbLastDay;tbLastDay=b;\n"
536 : " int c=fb30Days;fb30Days=tb30Days;tb30Days=c;\n"
537 : " int e=fbUSMode;fbUSMode=tbUSMode;tbUSMode=e;\n"
538 : " int f=fnDay;fnDay=tnDay;tnDay=f;\n"
539 : " }\n"
540 : " int nDiff=0;\n"
541 : " if( tb30Days )\n"
542 : " {\n"
543 : " if( tbUSMode )\n"
544 : " {\n"
545 : " if( ((fMonth == 2) || (fnDay < 30)) && (tDay == 31) )\n"
546 : " tnDay = 31;\n"
547 : " else if( (tMonth == 2) && tbLastDay )\n"
548 : " tnDay = DaysInMonth( 2, tYear );\n"
549 : " }\n"
550 : " else\n"
551 : " {\n"
552 : " if( (fMonth == 2) && (fnDay == 30) )\n"
553 : " fnDay = DaysInMonth( 2, fYear );\n"
554 : " if( (tMonth == 2) && (tnDay == 30) )\n"
555 : " tnDay = DaysInMonth( 2, tYear );\n"
556 : " }\n"
557 : " }\n"
558 : " if( (fYear < tYear) || ((fYear == tYear) && (fMonth < tMonth)) )\n"
559 : " {\n"
560 : " int d = fb30Days ? 30:DaysInMonth(fMonth,fYear);\n"
561 : " nDiff = d- fnDay + 1;\n"
562 : " fDay = fnDay = 1;\n"
563 : " fbLastDay = 0;\n"
564 : " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,1,&fYear);\n"
565 : " if( fYear < tYear )\n"
566 : " {\n"
567 : " nDiff += getDaysInMonthRange( fMonth, 12,fb30Days,fYear);\n"
568 : " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,13-fMonth,&fYear"
569 : ");\n"
570 : " nDiff += getDaysInYearRange( fYear, tYear - 1,fb30Days);\n"
571 : " fYear+=tYear - fYear;\n"
572 : " }\n"
573 : " nDiff += getDaysInMonthRange(fMonth, tMonth - 1,fb30Days ,fYear );\n"
574 : " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,tMonth-fMonth,&fYear"
575 : ");\n"
576 : " }\n"
577 : " nDiff += tnDay - fnDay;\n"
578 : " return nDiff > 0 ? nDiff : 0;\n"
579 : "}\n";
580 :
581 1 : std::string lcl_GetcoupdaybsDecl=
582 : "int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase);\n";
583 :
584 :
585 1 : std::string lcl_Getcoupdaybs=
586 : "int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n"
587 : "{\n"
588 : " int aDate = nMat;\n"
589 : " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0,"
590 : "sMonth=0, sYear=0;\n"
591 : " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n"
592 : " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n"
593 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&"
594 : "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
595 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,&"
596 : "sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
597 : " rYear= sYear;\n"
598 : " nSettle=nSettle+nNullDate;\n"
599 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
600 : " if( aDate < nSettle )\n"
601 : " {\n"
602 : " rYear+= 1;\n"
603 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
604 : " }\n"
605 : " while(aDate > nSettle )\n"
606 : " {\n"
607 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,-1*(12/nFreq),&rYear"
608 : ");\n"
609 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
610 : " }\n"
611 : " return getDiff( aDate, nSettle, rDay, rMonth, rYear, rbLastDayMode, "
612 : "rbLastDay, rb30Days, rbUSMode, rnDay, sDay, sMonth, sYear, sbLastDayMode,"
613 : "sbLastDay, sb30Days, sbUSMode, snDay);\n"
614 : "}\n";
615 :
616 1 : std::string lcl_Getcoupdaybs_newDecl=
617 : "int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq,"
618 : "int nBase);\n";
619 :
620 1 : std::string lcl_Getcoupdaybs_new=
621 : "int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq,"
622 : "int nBase)\n"
623 : "{\n"
624 : " int aDate = nMat;\n"
625 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
626 : "rbUSMode=0,rnDay=0;\n"
627 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
628 : "sbUSMode=0,snDay=0;\n"
629 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
630 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
631 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
632 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
633 : " rYear=sYear;\n"
634 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
635 : " aDate=DateToDays_new( rnDay,rMonth,rYear);\n"
636 : " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay,"
637 : "sbLastDay,rDay,sDay))\n"
638 : " {\n"
639 : " rYear+=1;\n"
640 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
641 : " aDate=DateToDays_new( rnDay,rMonth,rYear );\n"
642 : " }\n"
643 : " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
644 : "rbLastDay,sDay,rDay))\n"
645 : " {\n"
646 : " double d = -1*(12/nFreq);\n"
647 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n"
648 : " aDate=DateToDays_new( rnDay,rMonth,rYear );\n"
649 : " }\n"
650 : " return getDiff( aDate,nSettle+nNullDate,rDay,rMonth,rYear,rbLastDayMode,"
651 : "rbLastDay,rb30Days,rbUSMode,rnDay,sDay,sMonth,sYear,sbLastDayMode,sbLastDay,"
652 : "sb30Days,sbUSMode, snDay);\n"
653 : "}\n";
654 :
655 1 : std::string lcl_GetcoupdaysDecl=
656 : "int lcl_Getcoupdays(int nNullDate,int nSettle, "
657 : "int nMat,int nFreq,int nBase);\n";
658 :
659 1 : std::string lcl_Getcoupdays=
660 : "int lcl_Getcoupdays(int nNullDate,int nSettle, "
661 : "int nMat,int nFreq,int nBase)\n"
662 : "{\n"
663 : " int aDate = nMat;\n"
664 : " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0,"
665 : "sMonth=0, sYear=0;\n"
666 : " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n"
667 : " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n"
668 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&"
669 : "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
670 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,&"
671 : "sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
672 : " rYear= sYear;\n"
673 : " nSettle=nSettle+nNullDate;\n"
674 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
675 : " if( aDate < nSettle )\n"
676 : " { \n"
677 : " rYear+= 1;\n"
678 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
679 : " }\n"
680 : " while(aDate > nSettle )\n"
681 : " {\n"
682 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,-1*(12/nFreq),&rYear"
683 : ");\n"
684 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
685 : " }\n"
686 : " int aNextDate=aDate;int aDay=rDay,aMonth=rMonth, aYear=rYear;\n"
687 : " int abLastDayMode=rbLastDayMode, abLastDay=rbLastDay,ab30Days=rb30Days,"
688 : "abUSMode=rbUSMode,anDay=rnDay;\n"
689 : " addMonths(ab30Days,abLastDay,&anDay,aDay,&aMonth,12/nFreq,&aYear);\n"
690 : " return getDiff( aDate, aNextDate, rDay, rMonth, rYear, rbLastDayMode, "
691 : "rbLastDay, rb30Days, rbUSMode, rnDay, aDay, aMonth, aYear, abLastDayMode,"
692 : "abLastDay, ab30Days, abUSMode, anDay);\n"
693 : "}\n";
694 :
695 1 : std::string lcl_Getcoupdays_newDecl=
696 : "int lcl_Getcoupdays_new(int nNullDate,int nSettle, "
697 : "int nMat,int nFreq,int nBase);\n";
698 :
699 1 : std::string lcl_Getcoupdays_new=
700 : "int lcl_Getcoupdays_new(int nNullDate,int nSettle, "
701 : "int nMat,int nFreq,int nBase)\n"
702 : "{\n"
703 : " int aDate = nMat;\n"
704 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
705 : "rbUSMode=0,rnDay=0;\n"
706 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
707 : "sbUSMode=0,snDay=0;\n"
708 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
709 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
710 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
711 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
712 : " rYear=sYear;\n"
713 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
714 : " aDate=DateToDays_new( rnDay,rMonth,rYear);\n"
715 : " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay,"
716 : "sbLastDay,rDay,sDay))\n"
717 : " {\n"
718 : " rYear+=1;\n"
719 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
720 : " aDate=DateToDays_new( rnDay,rMonth,rYear );\n"
721 : " }\n"
722 : " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
723 : "rbLastDay,sDay,rDay))\n"
724 : " {\n"
725 : " double d = -1*12*pow((double)nFreq,-1.0);\n"
726 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n"
727 : " aDate=DateToDays_new( rnDay,rMonth,rYear );\n"
728 : " }\n"
729 : " int aNextDate=aDate;int aDay=rDay,aMonth=rMonth, aYear=rYear;\n"
730 : " int abLastDayMode=rbLastDayMode, abLastDay=rbLastDay,ab30Days=rb30Days,"
731 : "abUSMode=rbUSMode,anDay=rnDay;\n"
732 : " int tmp = (int)(12*pow((double)nFreq,-1.0));\n"
733 : " addMonths(ab30Days,abLastDay,&anDay,aDay,&aMonth,tmp,&aYear);\n"
734 : " return getDiff( aDate, aNextDate, rDay, rMonth, rYear, rbLastDayMode, "
735 : "rbLastDay, rb30Days, rbUSMode, rnDay, aDay, aMonth, aYear, abLastDayMode,"
736 : "abLastDay, ab30Days, abUSMode, anDay);\n"
737 : "}\n";
738 :
739 1 : std::string lcl_GetcoupnumDecl=
740 : "int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq);\n";
741 :
742 1 : std::string lcl_Getcoupnum=
743 : "int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq)\n"
744 : "{\n"
745 : " int aDate = nMat;int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear="
746 : "0;\n"
747 : " int sDay=0,sMonth=0, sYear=0;\n"
748 : " DaysToDate(aDate+nNullDate,&rDay, &rMonth, &rYear );\n"
749 : " DaysToDate(nMat+nNullDate,&mDay, &mMonth, &mYear );\n"
750 : " DaysToDate(nSettle+nNullDate,&sDay, &sMonth, &sYear );\n"
751 : " rYear= sYear;\n"
752 : " nSettle=nSettle+nNullDate;\n"
753 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
754 : " if( aDate < nSettle )\n"
755 : " rYear+= 1;\n"
756 : " int d=DateToDays( rDay,rMonth,rYear );\n"
757 : " int nMonthCount=-1*(12 / nFreq);\n"
758 : " while(d > nSettle )\n"
759 : " {\n"
760 : " int nNewMonth = nMonthCount + rMonth;\n"
761 : " if( nNewMonth > 12 )\n"
762 : " {\n"
763 : " --nNewMonth;\n"
764 : " rYear+=nNewMonth / 12;\n"
765 : " rMonth = nNewMonth % 12 + 1;\n"
766 : " }\n"
767 : " else if( nNewMonth < 1 )\n"
768 : " {\n"
769 : " rYear+= nNewMonth / 12 - 1;\n"
770 : " rMonth = nNewMonth % 12 + 12;\n"
771 : " }\n"
772 : " else\n"
773 : " rMonth = nNewMonth;\n"
774 : " d=DateToDays( rDay,rMonth,rYear );\n"
775 : " }\n"
776 : " int n=(mYear-rYear)*12+mMonth-rMonth;\n"
777 : " n=n*nFreq/12;\n"
778 : " return n;\n"
779 : "}\n";
780 1 : std::string lcl_Getcoupnum_newDecl=
781 : "double lcl_Getcoupnum_new(int nNullDate,int nSettle,int nMat,int nFreq,int"
782 : " nBase);\n";
783 1 : std::string lcl_Getcoupnum_new=
784 : "double lcl_Getcoupnum_new(int nNullDate,int nSettle, int nMat,int nFreq,int"
785 : " nBase)\n"
786 : "{\n"
787 : " int aDate = nMat;\n"
788 : " int mDay=0,mMonth=0, mYear=0;\n"
789 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
790 : "rbUSMode=0,rnDay=0;\n"
791 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
792 : "sbUSMode=0,snDay=0;\n"
793 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
794 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
795 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
796 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
797 : " mMonth = rMonth, mYear = rYear;\n"
798 : " rYear=sYear;\n"
799 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
800 : " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay,"
801 : "sbLastDay,rDay,sDay))\n"
802 : " {\n"
803 : " rYear+=1;\n"
804 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
805 : " }\n"
806 : " int m= checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
807 : "rbLastDay,sDay,rDay);\n"
808 : " while(m)\n"
809 : " {\n"
810 : " double d = -1*(12/nFreq);\n"
811 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n"
812 : " m = checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
813 : "rbLastDay,sDay,rDay);\n"
814 : " }\n"
815 : " int n=(mYear-rYear)*12+mMonth-rMonth;\n"
816 : " double tmp = (double)(n*nFreq)/12.0;\n"
817 : " return tmp;\n"
818 : "}\n";
819 :
820 1 : std::string setDayDecl=
821 : "void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days,"
822 : "int *nDay);\n";
823 1 : std::string setDay=
824 : "void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days,"
825 : "int *nDay)\n"
826 : "{\n"
827 : " if( b30Days )\n"
828 : " {\n"
829 : " *nDay = min( nOrigDay, 30);\n"
830 : " if( bLastDay || (*nDay >= DaysInMonth( nMonth, nYear )) )\n"
831 : " *nDay = 30;\n"
832 : " }\n"
833 : " else\n"
834 : " {\n"
835 : " int nLastDay = DaysInMonth( nMonth, nYear );\n"
836 : " *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n"
837 : " }\n"
838 : "}\n";
839 :
840 :
841 1 : std::string coupdaysDecl=
842 : "double coupdays(int nSettle,int nMat,int nFreq,int nBase);\n";
843 :
844 :
845 1 : std::string coupdays=
846 : "double coupdays(int nSettle,int nMat,int nFreq,int nBase)\n"
847 : "{\n"
848 : " int nNullDate=GetNullDate();\n"
849 : " if( nBase == 1 )\n"
850 : " return lcl_Getcoupdays(nNullDate, nSettle, nMat,nFreq, nBase);\n"
851 : " else\n"
852 : " return (double)GetDaysInYear(0,0,nBase)/nFreq;\n"
853 : "}\n";
854 1 : std::string coupdays_newDecl=
855 : "double coupdays_new(int nSettle,int nMat,int nFreq,int nBase);\n";
856 :
857 1 : std::string coupdays_new=
858 : "double coupdays_new(int nSettle,int nMat,int nFreq,int nBase)\n"
859 : "{\n"
860 : " int nNullDate=693594;\n"
861 : " if( nBase == 1 )\n"
862 : " return lcl_Getcoupdays_new(nNullDate, nSettle, nMat,nFreq, nBase);\n"
863 : " else\n"
864 : " return (double)GetDaysInYear(0,0,nBase)*pow((double)nFreq,-1.0);\n"
865 : "}\n";
866 :
867 1 : std::string coupdaybsDecl=
868 : "double coupdaybs( int nSettle,int nMat,int nFreq,int nBase);\n";
869 :
870 1 : std::string coupdaybs=
871 : "double coupdaybs( int nSettle,int nMat,int nFreq,int nBase)\n"
872 : "{\n"
873 : " int nNullDate=GetNullDate();\n"
874 : " return lcl_Getcoupdaybs(nNullDate, nSettle, nMat,nFreq, nBase);\n"
875 : "}\n";
876 :
877 1 : std::string coupdaybs_newDecl=
878 : "double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase);\n";
879 :
880 1 : std::string coupdaybs_new=
881 : "double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase)\n"
882 : "{\n"
883 : " int nNullDate=693594;\n"
884 : " return lcl_Getcoupdaybs_new(nNullDate, nSettle, nMat,nFreq, nBase);\n"
885 : "}\n";
886 :
887 1 : std::string coupdaysncDecl=
888 : "double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase);\n";
889 :
890 :
891 1 : std::string coupdaysnc=
892 : "double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase)\n"
893 : "{\n"
894 : " int nNullDate=GetNullDate();\n"
895 : " if((nBase != 0) && (nBase != 4))\n"
896 : " {\n"
897 : " int aDate = nMat;\n"
898 : " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0,"
899 : "sMonth=0, sYear=0;\n"
900 : " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n"
901 : " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n"
902 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&"
903 : "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
904 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
905 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
906 : " rYear= sYear;\n"
907 : " nSettle=nSettle+nNullDate;\n"
908 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
909 : " if( aDate > nSettle )\n"
910 : " {\n"
911 : " rYear-= 1;\n"
912 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
913 : " }\n"
914 : " while(aDate <= nSettle )\n"
915 : " {\n"
916 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear)"
917 : ";\n"
918 : " aDate=DateToDays( rDay,rMonth,rYear );\n"
919 : " }\n"
920 : " return getDiff( nSettle, aDate, sDay, sMonth, sYear, sbLastDayMode, "
921 : "sbLastDay, sb30Days, sbUSMode, snDay, rDay, rMonth, rYear, rbLastDayMode, "
922 : "rbLastDay, rb30Days, rbUSMode, rnDay);\n"
923 : " }\n"
924 : " else\n"
925 : " return coupdays(nSettle,nMat,nFreq,nBase)- coupdaybs( nSettle,nMat,"
926 : "nFreq,nBase);\n"
927 : "}\n";
928 1 : std::string coupdaysnc_newDecl=
929 : "double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase);\n";
930 :
931 1 : std::string coupdaysnc_new=
932 : "double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase)\n"
933 : "{\n"
934 : " int nNullDate=693594;\n"
935 : " if((nBase != 0) && (nBase != 4))\n"
936 : " {\n"
937 : " int aDate = nMat;\n"
938 : " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
939 : "rbUSMode=0,rnDay=0;\n"
940 : " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
941 : "sbUSMode=0,snDay=0;\n"
942 : " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
943 : "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
944 : " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
945 : "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
946 : " rYear=sYear;\n"
947 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
948 : " aDate=DateToDays( rnDay,rMonth,rYear);\n"
949 : " if(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,rbLastDay"
950 : ",sDay,rDay))\n"
951 : " {\n"
952 : " rYear-=1;\n"
953 : " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
954 : " aDate=DateToDays( rnDay,rMonth,rYear );\n"
955 : " }\n"
956 : " while(!checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
957 : "rbLastDay,sDay,rDay))\n"
958 : " {\n"
959 : " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear);\n"
960 : " aDate=DateToDays( rnDay,rMonth,rYear );\n"
961 : " }\n"
962 : " return getDiff( nSettle+nNullDate,aDate,sDay,sMonth,sYear,sbLastDayMode, "
963 : "sbLastDay, sb30Days, sbUSMode, snDay, rDay, rMonth, rYear, rbLastDayMode, "
964 : "rbLastDay, rb30Days, rbUSMode, rnDay);\n"
965 : " }\n"
966 : " else\n"
967 : " return coupdays_new(nSettle,nMat,nFreq,nBase)- coupdaybs_new( nSettle,"
968 : "nMat,nFreq,nBase);\n"
969 : "}\n";
970 :
971 1 : std::string checklessthanDecl=
972 : "int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int "
973 : "bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay);\n";
974 1 : std::string checklessthan=
975 : "int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int "
976 : "bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay)\n"
977 : "{\n"
978 : " if( aYear != bYear )\n"
979 : " return aYear < bYear;\n"
980 : " if( aMonth != bMonth )\n"
981 : " return aMonth < bMonth;\n"
982 : " if( anDay != bnDay )\n"
983 : " return anDay < bnDay;\n"
984 : " if( abLastDay || bbLastDay )\n"
985 : " return !abLastDay && bbLastDay;\n"
986 : " return anOrigDay < bnOrigDay;\n"
987 : "}\n";
988 :
989 1 : std::string coupnumDecl=
990 : "double coupnum( int nSettle,int nMat,int nFreq,int nBase);\n";
991 :
992 1 : std::string coupnum=
993 : "double coupnum( int nSettle,int nMat,int nFreq,int nBase)\n"
994 : "{\n"
995 : " int nNullDate=GetNullDate();\n"
996 : " return lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n"
997 : "}\n";
998 1 : std::string coupnum_newDecl=
999 : "double coupnum_new( int nSettle,int nMat,int nFreq,int nBase);\n";
1000 :
1001 1 : std::string coupnum_new=
1002 : "double coupnum_new( int nSettle,int nMat,int nFreq,int nBase)\n"
1003 : "{\n"
1004 : " int nNullDate=693594;\n"
1005 : " return lcl_Getcoupnum_new(nNullDate,nSettle,nMat,nFreq,nBase);\n"
1006 : "}\n";
1007 :
1008 1 : std::string getPrice_Decl=
1009 : "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
1010 : "double fRedemp, int nFreq, int nBase );\n";
1011 :
1012 :
1013 1 : std::string getPrice_=
1014 : "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
1015 : "double fRedemp, int nFreq, int nBase )\n"
1016 : "{\n"
1017 : " double fFreq = nFreq;\n"
1018 : " double fE = coupdays( nSettle, nMat, nFreq, nBase );\n"
1019 : " double fDSC_E = coupdaysnc( nSettle, nMat, nFreq, nBase ) / fE;\n"
1020 : " double fN = coupnum( nSettle, nMat, nFreq, nBase );\n"
1021 : " double fA = coupdaybs( nSettle, nMat, nFreq, nBase );\n"
1022 : " double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + "
1023 : "fDSC_E ) );\n"
1024 : " fRet -= 100.0 * fRate / fFreq * fA / fE;\n"
1025 : " double fT1 = 100.0 * fRate / fFreq;\n"
1026 : " double fT2 = 1.0 + fYield / fFreq;\n"
1027 : " for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n"
1028 : " fRet += fT1 / pow( fT2, fK + fDSC_E );\n"
1029 : " return fRet;\n"
1030 : "}\n";
1031 1 : std::string getPrice_new_Decl=
1032 : "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
1033 : "double fRedemp, int nFreq, int nBase );\n";
1034 :
1035 :
1036 1 : std::string getPrice_new=
1037 : "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
1038 : "double fRedemp, int nFreq, int nBase )\n"
1039 : "{\n"
1040 : " double fFreq = nFreq;\n"
1041 : " double fE = coupdays_new( nSettle, nMat, nFreq, nBase );\n"
1042 : " double fDSC_E = coupdaysnc_new( nSettle, nMat, nFreq, nBase ) / fE;\n"
1043 : " double fN = coupnum_new( nSettle, nMat, nFreq, nBase );\n"
1044 : " double fA = coupdaybs_new( nSettle, nMat, nFreq, nBase );\n"
1045 : " double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + "
1046 : "fDSC_E ) );\n"
1047 : " fRet -= 100.0 * fRate / fFreq * fA / fE;\n"
1048 : " double fT1 = 100.0 * fRate / fFreq;\n"
1049 : " double fT2 = 1.0 + fYield / fFreq;\n"
1050 : " for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n"
1051 : " fRet += fT1 / pow( fT2, fK + fDSC_E );\n"
1052 : " return fRet;\n"
1053 : "}\n";
1054 :
1055 1 : std::string getYield_Decl=
1056 : "double getYield_( int nNullDate, int nSettle, int nMat, double fCoup,"
1057 : "double fPrice,double fRedemp, int nFreq, int nBase);\n";
1058 :
1059 1 : std::string getYield_=
1060 : "double getYield_( int nNullDate, int nSettle, int nMat, double fCoup,"
1061 : "double fPrice,double fRedemp, int nFreq, int nBase )\n"
1062 : "{\n"
1063 : " double fRate = fCoup;\n"
1064 : " double fPriceN = 0.0;\n"
1065 : " double fYield1 = 0.0;\n"
1066 : " double fYield2 = 1.0;\n"
1067 : " double fPrice1 = getPrice_(nSettle, nMat, fRate, fYield1, fRedemp, "
1068 : "nFreq, nBase );\n"
1069 : " double fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, "
1070 : "nFreq, nBase );\n"
1071 : " double fYieldN = ( fYield2 - fYield1 ) * 0.5;\n"
1072 : " for( unsigned int nIter = 0 ; nIter < 100 && fPriceN != fPrice ; nIter++ "
1073 : ")\n"
1074 : " {\n"
1075 : " fPriceN = getPrice_(nSettle, nMat, fRate, fYieldN, fRedemp, nFreq, "
1076 : "nBase );\n"
1077 : " if( fPrice == fPrice1 )\n"
1078 : " return fYield1;\n"
1079 : " else if( fPrice == fPrice2 )\n"
1080 : " return fYield2;\n"
1081 : " else if( fPrice == fPriceN )\n"
1082 : " return fYieldN;\n"
1083 : " else if( fPrice < fPrice2 )\n"
1084 : " {\n"
1085 : " fYield2 *= 2.0;\n"
1086 : " fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, nFreq"
1087 : ", nBase );\n"
1088 : " fYieldN = ( fYield2 - fYield1 ) * 0.5;\n"
1089 : " }\n"
1090 : " else\n"
1091 : " {\n"
1092 : " if( fPrice < fPriceN )\n"
1093 : " {\n"
1094 : " fYield1 = fYieldN;\n"
1095 : " fPrice1 = fPriceN;\n"
1096 : " }\n"
1097 : " else\n"
1098 : " {\n"
1099 : " fYield2 = fYieldN;\n"
1100 : " fPrice2 = fPriceN;\n"
1101 : " }\n"
1102 : " fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 "
1103 : ") / ( fPrice1 - fPrice2 ) );\n"
1104 : " }\n"
1105 : " }\n"
1106 : " return fYieldN;\n"
1107 : "}\n";
1108 :
1109 1 : std::string GetYearFracDecl=
1110 : "double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
1111 : "int nMode );\n";
1112 :
1113 1 : std::string GetYearFrac=
1114 : "double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
1115 : "int nMode ) \n"
1116 : "{\n"
1117 : " if( nStartDate == nEndDate )\n"
1118 : " return 0.0; \n"
1119 :
1120 : " if( nStartDate > nEndDate )\n"
1121 : " {\n"
1122 : " int n = nEndDate;\n"
1123 : " nEndDate = nStartDate;\n"
1124 : " nStartDate = n;\n"
1125 : " }\n"
1126 :
1127 : " int nDate1 = nStartDate + nNullDate;\n"
1128 : " int nDate2 = nEndDate + nNullDate;\n"
1129 :
1130 : " int nDay1, nDay2;\n"
1131 : " int nMonth1, nMonth2;\n"
1132 : " int nYear1, nYear2;\n"
1133 :
1134 : " DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n"
1135 : " DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n"
1136 :
1137 : " int nDayDiff;\n"
1138 : " switch( nMode )\n"
1139 : " {\n"
1140 : " case 0: \n"
1141 : " if ( nDay1 == 31 )\n"
1142 : " {\n"
1143 : " nDay1--;\n"
1144 : " }\n"
1145 : " if ( nDay1 == 30 && nDay2 == 31 )\n"
1146 : " {\n"
1147 : " nDay2--;\n"
1148 : " }\n"
1149 : " else\n"
1150 : " {\n"
1151 : " if ( nMonth1 == 2 && nDay1 == "
1152 : "( IsLeapYear( nYear1 ) ? 29 : 28 ) )\n"
1153 : " {\n"
1154 : " nDay1 = 30;\n"
1155 : " if ( nMonth2 == 2 && nDay2 == "
1156 : "( IsLeapYear( nYear2 ) ? 29 : 28 ) )\n"
1157 : " {\n"
1158 : " nDay2 = 30;\n"
1159 : " }\n"
1160 : " }\n"
1161 : " }\n"
1162 : " nDayDiff = ( nYear2 - nYear1 ) * 360 + "
1163 : "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n"
1164 : " break;\n"
1165 : " case 1: \n"
1166 : " case 2: \n"
1167 : " case 3: \n"
1168 : " nDayDiff = nDate2 - nDate1;\n"
1169 : " break;\n"
1170 : " case 4: \n"
1171 : " if ( nDay1 == 31 )\n"
1172 : " {\n"
1173 : " nDay1--;\n"
1174 : " }\n"
1175 : " if ( nDay2 == 31 )\n"
1176 : " {\n"
1177 : " nDay2--;\n"
1178 : " }\n"
1179 : " nDayDiff = ( nYear2 - nYear1 ) * 360 + "
1180 : "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n"
1181 : " break;\n"
1182 : " }\n"
1183 :
1184 : " double nDaysInYear;\n"
1185 : " switch( nMode )\n"
1186 : " {\n"
1187 : " case 0: \n"
1188 : " case 2: \n"
1189 : " case 4: \n"
1190 : " nDaysInYear = 360;\n"
1191 : " break;\n"
1192 : " case 1: \n"
1193 : " {\n"
1194 : " bool isYearDifferent = ( nYear1 != nYear2 );\n"
1195 : " if ( isYearDifferent &&\n"
1196 : " ( ( nYear2 != nYear1 + 1 ) ||\n"
1197 : " ( nMonth1 < nMonth2 ) ||\n"
1198 : " ( nMonth1 == nMonth2 && nDay1 < nDay2 ) ) )\n"
1199 : " {\n"
1200 :
1201 : " int nDayCount = 0;\n"
1202 : " for ( int i = nYear1; i <= nYear2; i++ )\n"
1203 : " nDayCount += ( IsLeapYear( i ) ? 366 : 365 );\n"
1204 :
1205 : " nDaysInYear = ( double ) nDayCount / "
1206 : "( double ) ( nYear2 - nYear1 + 1 );\n"
1207 : " }\n"
1208 : " else\n"
1209 : " {\n"
1210 : " if ( isYearDifferent && IsLeapYear( nYear1 ) )\n"
1211 : " {\n"
1212 : " nDaysInYear = 366;\n"
1213 : " }\n"
1214 : " else\n"
1215 : " {\n"
1216 :
1217 : " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 "
1218 : "&& nDay1 <= 29 ) ||\n"
1219 : " ( IsLeapYear( nYear2 ) && ( nMonth2 > 3 || "
1220 : "( nMonth2 == 2 && nDay1 == 29 ) ) ) )\n"
1221 : " {\n"
1222 : " nDaysInYear = 366;\n"
1223 : " }\n"
1224 : " else\n"
1225 : " {\n"
1226 : " nDaysInYear = 365;\n"
1227 : " for ( int i = nYear1; i <= nYear2; i++ )\n"
1228 : " {\n"
1229 : " if ( IsLeapYear( i ) )\n"
1230 : " {\n"
1231 : " nDaysInYear = 366;\n"
1232 : " break;\n"
1233 : " }\n"
1234 : " }\n"
1235 : " }\n"
1236 : " }\n"
1237 : " }\n"
1238 : " }\n"
1239 : " break;\n"
1240 : " case 3: \n"
1241 : " nDaysInYear = 365;\n"
1242 : " break;\n"
1243 : " }\n"
1244 : " return (double)( nDayDiff ) / (nDaysInYear);\n"
1245 : "}\n";
1246 :
1247 :
1248 1 : std::string GetYieldmatDecl=
1249 : "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n"
1250 : "double fRate, double fPrice, int nBase );\n";
1251 :
1252 :
1253 1 : std::string GetYieldmat=
1254 : "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n"
1255 : "double fRate, double fPrice, int nBase )\n"
1256 : "{\n"
1257 : " double fIssMat = GetYearFrac_new( nNullDate, nIssue, nMat, nBase );\n"
1258 : " double fIssSet = GetYearFrac_new( nNullDate, nIssue, nSettle, nBase );\n"
1259 : " double fSetMat = GetYearFrac_new( nNullDate, nSettle, nMat, nBase );\n"
1260 : " double y = 1.0 + fIssMat * fRate;\n"
1261 : " y =y * pow( (fPrice / 100.0 + fIssSet * fRate),-1);\n"
1262 : " y-=1.0;\n"
1263 : " y = y * pow(fSetMat,-1);\n"
1264 : " return y;\n"
1265 : "}\n";
1266 :
1267 1 : std::string GetDiffDateDecl=
1268 : "int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
1269 : " int* pOptDaysIn1stYear );\n";
1270 :
1271 1 : std::string GetDiffDate=
1272 : "int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
1273 : " int* pOptDaysIn1stYear )\n"
1274 : "{\n"
1275 : " bool bNeg = nStartDate > nEndDate;\n"
1276 : " if( bNeg )\n"
1277 : " {\n"
1278 : " int n = nEndDate;\n"
1279 : " nEndDate = nStartDate;\n"
1280 : " nStartDate = n;\n"
1281 : " }\n"
1282 : " int nRet;\n"
1283 : " switch( nMode )\n"
1284 : " {\n"
1285 : " case 0: \n"
1286 : " case 4: \n"
1287 : " {\n"
1288 : " int nD1, nM1, nY1, nD2, nM2, nY2;\n"
1289 : " nStartDate += nNullDate;\n"
1290 : " nEndDate += nNullDate;\n"
1291 : " DaysToDate( nStartDate, &nD1, &nM1, &nY1 );\n"
1292 : " DaysToDate( nEndDate, &nD2, &nM2, &nY2 );\n"
1293 : " bool bLeap = IsLeapYear( nY1 );\n"
1294 : " int nDays, nMonths;\n"
1295 : " nMonths = nM2 - nM1;\n"
1296 : " nDays = nD2 - nD1;\n"
1297 : " nMonths += ( nY2 - nY1 ) * 12;\n"
1298 : " nRet = nMonths * 30 + nDays;\n"
1299 : " if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )\n"
1300 : " nRet -= bLeap? 1 : 2;\n"
1301 : " if( pOptDaysIn1stYear )\n"
1302 : " *pOptDaysIn1stYear = 360;\n"
1303 : " }\n"
1304 : " break;\n"
1305 : " case 1: \n"
1306 : " if( pOptDaysIn1stYear )\n"
1307 : " {\n"
1308 : " int nD, nM, nY;\n"
1309 : " DaysToDate( nStartDate + nNullDate, &nD, &nM, &nY );\n"
1310 : " *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n"
1311 : " }\n"
1312 : " nRet = nEndDate - nStartDate;\n"
1313 : " break;\n"
1314 : " case 2: \n"
1315 : " nRet = nEndDate - nStartDate;\n"
1316 : " if( pOptDaysIn1stYear )\n"
1317 : " *pOptDaysIn1stYear = 360;\n"
1318 : " break;\n"
1319 : " case 3: \n"
1320 : " nRet = nEndDate - nStartDate;\n"
1321 : " if( pOptDaysIn1stYear )\n"
1322 : " *pOptDaysIn1stYear = 365;\n"
1323 : " break;\n"
1324 : " }\n"
1325 : " return bNeg? -nRet : nRet;\n"
1326 : "}\n";
1327 :
1328 1 : std::string GetYearDiffDecl=
1329 : "double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
1330 : "int nMode);\n";
1331 :
1332 1 : std::string GetYearDiff=
1333 : "double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
1334 : "int nMode )\n"
1335 : "{\n"
1336 : " int nDays1stYear;\n"
1337 : " int nTotalDays = GetDiffDate( nNullDate, nStartDate, nEndDate,"
1338 : "nMode, &"
1339 : "nDays1stYear );\n"
1340 : " return (double)(nTotalDays)*pow((double)nDays1stYear,-1);\n"
1341 : "}\n";
1342 :
1343 1 : std::string GetDiffDate360_Decl=
1344 : "int GetDiffDate360_(\n"
1345 : " int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n"
1346 : " int nDay2, int nMonth2, int nYear2,\n"
1347 : " bool bUSAMethod );\n";
1348 :
1349 1 : std::string GetDiffDate360_=
1350 : "int GetDiffDate360_(\n"
1351 : " int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n"
1352 : " int nDay2, int nMonth2, int nYear2,\n"
1353 : " bool bUSAMethod )\n"
1354 : "{\n"
1355 : " if( nDay1 == 31 )\n"
1356 : " nDay1--;\n"
1357 : " else if( bUSAMethod && ( nMonth1 == 2 && ( nDay1 == 29 || ( nDay1 == 28 "
1358 : "&& !bLeapYear1 ) ) ) )\n"
1359 : " nDay1 = 30;\n"
1360 : " if( nDay2 == 31 )\n"
1361 : " {\n"
1362 : " if( bUSAMethod && nDay1 != 30 )\n"
1363 : " {\n"
1364 : " nDay2 = 1;\n"
1365 : " if( nMonth2 == 12 )\n"
1366 : " {\n"
1367 : " nYear2++;\n"
1368 : " nMonth2 = 1;\n"
1369 : " }\n"
1370 : " else\n"
1371 : " nMonth2++;\n"
1372 : " }\n"
1373 : " else\n"
1374 : " nDay2 = 30;\n"
1375 : " }\n"
1376 : " return nDay2 + nMonth2 * 30 + nYear2 * 360 - nDay1 - nMonth1 * 30 - "
1377 : "nYear1 * 360;\n"
1378 : "}\n";
1379 :
1380 1 : std::string GetDiffDate360Decl=
1381 : "int GetDiffDate360( int nNullDate, int nDate1, int nDate2,"
1382 : "bool bUSAMethod);\n";
1383 :
1384 :
1385 1 : std::string GetDiffDate360=
1386 : "int GetDiffDate360( int nNullDate, int nDate1, int nDate2,"
1387 : "bool bUSAMethod )\n"
1388 : "{\n"
1389 : " nDate1 += nNullDate;\n"
1390 : " nDate2 += nNullDate;\n"
1391 : " int nDay1, nMonth1, nYear1, nDay2, nMonth2, nYear2;\n"
1392 : " DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n"
1393 : " DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n"
1394 : " return GetDiffDate360_( nDay1, nMonth1, nYear1, IsLeapYear( nYear1 ), "
1395 : "nDay2, nMonth2, nYear2, bUSAMethod );\n"
1396 : "}\n";
1397 :
1398 1 : std::string GetDurationDecl=
1399 : "double GetDuration( \n"
1400 : " int nNullDate, int nSettle, int nMat, double fCoup,\n"
1401 : " double fYield, int nFreq, int nBase );\n";
1402 :
1403 1 : std::string GetDuration=
1404 : "double GetDuration( \n"
1405 : " int nNullDate, int nSettle, int nMat, double fCoup,\n"
1406 : " double fYield, int nFreq, int nBase )\n"
1407 : "{\n"
1408 : " double fYearfrac = GetYearFrac( nNullDate, nSettle, nMat, nBase );\n"
1409 : " double fNumOfCoups = lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n"
1410 : " double fDur = 0.0;\n"
1411 : " double f100 = 100.0;\n"
1412 : " fCoup *= f100 / nFreq;\n"
1413 : " fYield /= nFreq;\n"
1414 : " fYield += 1.0;\n"
1415 : " double nDiff = fYearfrac * nFreq - fNumOfCoups;\n"
1416 : " int t;\n"
1417 : " for( t = 1 ; t < fNumOfCoups ; t++ )\n"
1418 : " fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff );\n"
1419 : " fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) /"
1420 : " pow( fYield, fNumOfCoups + nDiff );\n"
1421 : " double p = 0.0;\n"
1422 : " for( t = 1 ; t < fNumOfCoups ; t++ )\n"
1423 : " p += fCoup / pow( fYield, t + nDiff );\n"
1424 : " p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff );\n"
1425 : " fDur /= p;\n"
1426 : " fDur /= nFreq;\n"
1427 : " return fDur;\n""}\n";
1428 :
1429 1 : std::string GetDuration_newDecl=
1430 : "double GetDuration_new( \n"
1431 : " int nNullDate, int nSettle, int nMat, double fCoup,\n"
1432 : " double fYield, int nFreq, int nBase );\n";
1433 :
1434 1 : std::string GetDuration_new=
1435 : "double GetDuration_new( \n"
1436 : " int nNullDate, int nSettle, int nMat, double fCoup,\n"
1437 : " double fYield, int nFreq, int nBase )\n"
1438 : " {\n"
1439 : " double fYearfrac = GetYearFrac(nNullDate,nSettle,nMat,nBase);\n"
1440 : " double fNumOfCoups = lcl_Getcoupnum_new(nNullDate,nSettle,nMat,"
1441 : "nFreq,nBase);\n"
1442 : " double fDur = 0.0;\n"
1443 : " fCoup = fCoup * 100.0 * pow(nFreq, -1.0);\n"
1444 : " fYield = fYield * pow(nFreq, -1.0);\n"
1445 : " fYield += 1.0;\n"
1446 : " double nDiff = fYearfrac * nFreq - fNumOfCoups;\n"
1447 : " int t;\n"
1448 : " double tmp0 = 0, tmp1 = 0, tmp2 = 0;\n"
1449 : " for( t = 1 ; t < fNumOfCoups ; t++ ){\n"
1450 : " tmp0 = (t + nDiff) * ( fCoup ) ;\n"
1451 : " tmp1 = pow( fYield, t + nDiff ) ;\n"
1452 : " tmp2 = tmp0 * pow(tmp1, -1);\n"
1453 : " fDur += tmp2;\n"
1454 : " }\n"
1455 : " fDur += (fNumOfCoups + nDiff) * (fCoup + 100.0) * pow(pow(fYield,"
1456 : " fNumOfCoups + nDiff ),-1);\n"
1457 : " double p = 0.0;\n"
1458 : " for( t = 1 ; t < fNumOfCoups ; t++ ){\n"
1459 : " tmp0 = pow( fYield, t + nDiff );\n"
1460 : " p += fCoup * pow(tmp0, -1);}\n"
1461 : " p += (fCoup + 100.0) * pow(pow(fYield, fNumOfCoups + nDiff), -1);\n"
1462 : " fDur = fDur * pow(p, -1.0);\n"
1463 : " fDur = fDur * pow(nFreq, -1.0);\n"
1464 : " return fDur;\n"
1465 : " }\n";
1466 :
1467 1 : std::string ScGetGDADecl=
1468 : "double ScGetGDA(double fWert, double fRest, double fDauer, double fPeriode,"
1469 : "double fFaktor);\n";
1470 :
1471 1 : std::string ScGetGDA=
1472 : "double ScGetGDA(double fWert, double fRest, double fDauer, double fPeriode,"
1473 : "double fFaktor)\n"
1474 : "{\n"
1475 : " double fGda, fZins, fAlterWert, fNeuerWert;\n"
1476 : " fZins = fFaktor / fDauer;\n"
1477 : " if (fZins >= 1.0)\n"
1478 : " {\n"
1479 : " fZins = 1.0;\n"
1480 : " if (fPeriode == 1.0)\n"
1481 : " fAlterWert = fWert;\n"
1482 : " else\n"
1483 : " fAlterWert = 0.0;\n"
1484 : " }\n"
1485 : " else\n"
1486 : " fAlterWert = fWert * pow(1.0 - fZins, fPeriode - 1.0);\n"
1487 : " fNeuerWert = fWert * pow(1.0 - fZins, fPeriode);\n"
1488 :
1489 : " if (fNeuerWert < fRest)\n"
1490 : " fGda = fAlterWert - fRest;\n"
1491 : " else\n"
1492 : " fGda = fAlterWert - fNeuerWert;\n"
1493 : " if (fGda < 0.0)\n"
1494 : " fGda = 0.0;\n"
1495 : " return fGda;\n"
1496 : "}\n";
1497 :
1498 1 : std::string DblMinDecl=
1499 : "inline double DblMin( double a, double b );\n";
1500 :
1501 1 : std::string DblMin=
1502 : "inline double DblMin( double a, double b )\n"
1503 : "{\n"
1504 : " return (a < b) ? a : b;\n"
1505 : "}\n";
1506 :
1507 1 : std::string ScInterVDBDecl=
1508 : "double ScInterVDB(double fWert,double fRest,double fDauer, double fDauer1,"
1509 : "double fPeriode,double fFaktor);\n";
1510 :
1511 1 : std::string ScInterVDB=
1512 : "double ScInterVDB(double fWert,double fRest,double fDauer, double fDauer1,"
1513 : "double fPeriode,double fFaktor)\n"
1514 : "{\n"
1515 : " double fVdb=0;\n"
1516 : " double fIntEnd = ceil(fPeriode);\n"
1517 : " int nLoopEnd = fIntEnd;\n"
1518 :
1519 : " double fTerm, fLia;\n"
1520 : " double fRestwert = fWert - fRest;\n"
1521 : " int bNowLia = 0;\n"
1522 : " double fGda;\n"
1523 : " int i;\n"
1524 : " fLia=0;\n"
1525 : " for ( i = 1; i <= nLoopEnd; i++)\n"
1526 : " {\n"
1527 : " if(!bNowLia)\n"
1528 : " {\n"
1529 : " fGda = ScGetGDA(fWert, fRest, fDauer, (double) i, fFaktor);\n"
1530 : " fLia = fRestwert/ (fDauer1 - (double) (i-1));\n"
1531 : " if (fLia > fGda)\n"
1532 : " {\n"
1533 : " fTerm = fLia;\n"
1534 : " bNowLia = 1;\n"
1535 : " }\n"
1536 : " else\n"
1537 : " {\n"
1538 : " fTerm = fGda;\n"
1539 : " fRestwert =fRestwert- fGda;\n"
1540 : " }\n"
1541 : " }\n"
1542 : " else\n"
1543 : " {\n"
1544 : " fTerm = fLia;\n"
1545 : " }\n"
1546 :
1547 : " if ( i == nLoopEnd)\n"
1548 : " fTerm *= ( fPeriode + 1.0 - fIntEnd );\n"
1549 :
1550 : " fVdb += fTerm;\n"
1551 : " }\n"
1552 : " return fVdb;\n"
1553 : "}\n";
1554 :
1555 1 : std::string VDBImplementDecl=
1556 : "double VDBImplement(double fWert,double fRest, double fDauer, double fAnfang"
1557 : ", double fEnde, double fFaktor,int bFlag);\n";
1558 :
1559 1 : std::string VDBImplement=
1560 : "double VDBImplement(double fWert,double fRest, double fDauer, double fAnfang"
1561 : ", double fEnde, double fFaktor,int bFlag)\n"
1562 : "{\n"
1563 : " double result=0;\n"
1564 : " double fIntStart = floor(fAnfang);\n"
1565 : " double fIntEnd = ceil(fEnde);\n"
1566 : " int nLoopStart = (int) fIntStart;\n"
1567 : " int nLoopEnd = (int) fIntEnd;\n"
1568 : " if (bFlag)\n"
1569 : " {\n"
1570 : " for (int i = nLoopStart + 1; i <= nLoopEnd; i++)\n"
1571 : " {\n"
1572 : " double fTerm = ScGetGDA(fWert, fRest, fDauer, (double) i, fFaktor"
1573 : ");\n"
1574 : " if ( i == nLoopStart+1 )\n"
1575 : " fTerm *= ( DblMin( fEnde, fIntStart + 1.0 ) - fAnfang );\n"
1576 : " else if ( i == nLoopEnd )\n"
1577 : " fTerm *= ( fEnde + 1.0 - fIntEnd );\n"
1578 : " result += fTerm;\n"
1579 : " }\n"
1580 : " }\n"
1581 : " else\n"
1582 : " {\n"
1583 : " double fDauer1=fDauer;\n"
1584 : " if(!isequal(fAnfang,floor(fAnfang)))\n"
1585 : " {\n"
1586 : " if(fFaktor>1)\n"
1587 : " {\n"
1588 : " if(fAnfang>fDauer/2 || isequal(fAnfang,fDauer/2))\n"
1589 : " {\n"
1590 : " double fPart=fAnfang-fDauer/2;\n"
1591 : " fAnfang=fDauer/2;\n"
1592 : " fEnde-=fPart;\n"
1593 : " fDauer1+=1;\n"
1594 : " }\n"
1595 : " }\n"
1596 : " }\n"
1597 : " fWert-=ScInterVDB(fWert,fRest,fDauer,fDauer1,fAnfang,fFaktor);\n"
1598 : " result=ScInterVDB(fWert,fRest,fDauer,fDauer-fAnfang,fEnde-fAnfang,"
1599 : "fFaktor);\n"
1600 : " }\n"
1601 : " return result;\n"
1602 : "}\n";
1603 :
1604 1 : std::string GetOddlpriceDecl=
1605 : "double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
1606 : " double fRate, double fYield, double fRedemp, int nFreq, int nBase );\n";
1607 :
1608 1 : std::string GetOddlprice=
1609 : "double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
1610 : " double fRate, double fYield, double fRedemp, int nFreq, int nBase )\n"
1611 : "{\n"
1612 : " double fFreq = nFreq ;\n"
1613 : " double fDCi = GetYearFrac( nNullDate, nLastCoup,"
1614 : "nMat, nBase ) * fFreq;\n"
1615 : " double fDSCi = GetYearFrac( nNullDate, nSettle,"
1616 : "nMat, nBase ) * fFreq;\n"
1617 : " double fAi = GetYearFrac( nNullDate, nLastCoup,"
1618 : "nSettle, nBase ) * fFreq;\n"
1619 : " double p = fRedemp + fDCi * 100.0 * fRate / fFreq;\n"
1620 : " p /= fDSCi * fYield / fFreq + 1.0;\n"
1621 : " p -= fAi * 100.0 * fRate / fFreq;\n"
1622 : " return p;\n"
1623 : "}\n";
1624 :
1625 1 : std::string GetOddlyieldDecl=
1626 : "double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
1627 : " double fRate, double fPrice, double fRedemp, int nFreq, int nBase );\n";
1628 :
1629 1 : std::string GetOddlyield=
1630 : "double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
1631 : " double fRate, double fPrice, double fRedemp, int nFreq, int nBase ) \n"
1632 : "{\n"
1633 : " double fFreq = nFreq ;\n"
1634 : " double fDCi= GetYearFrac( nNullDate, nLastCoup, nMat, nBase ) * fFreq;\n"
1635 : " double fDSCi= GetYearFrac( nNullDate, nSettle, nMat, nBase ) * fFreq;\n"
1636 : " double fAi= GetYearFrac( nNullDate, nLastCoup, nSettle, nBase )*fFreq;\n"
1637 : " double y = fRedemp + fDCi * 100.0 * fRate / fFreq;\n"
1638 : " y /= fPrice + fAi * 100.0 * fRate / fFreq;\n"
1639 : " y -= 1.0;\n"
1640 : " y *= fFreq / fDSCi;\n"
1641 : " return y;\n"
1642 : "}\n";
1643 :
1644 1 : std::string GetYearFrac_newDecl=
1645 : "double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate,"
1646 : "int nMode );\n";
1647 :
1648 1 : std::string GetYearFrac_new=
1649 : "double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate,"
1650 : "int nMode ) \n"
1651 : "{\n"
1652 : " if( nStartDate == nEndDate )\n"
1653 : " return 0.0; \n"
1654 : " if( nStartDate > nEndDate )\n"
1655 : " {\n"
1656 : " int n = nEndDate;\n"
1657 : " nEndDate = nStartDate;\n"
1658 : " nStartDate = n;\n"
1659 : " }\n"
1660 : " int nDate1 = nStartDate + nNullDate;\n"
1661 : " int nDate2 = nEndDate + nNullDate;\n"
1662 : " int nDay1, nDay2;\n"
1663 : " int nMonth1, nMonth2;\n"
1664 : " int nYear1, nYear2;\n"
1665 : " DaysToDate_new( nDate1, &nDay1, &nMonth1, &nYear1 );\n"
1666 : " DaysToDate_new( nDate2, &nDay2, &nMonth2, &nYear2 );\n"
1667 : " int nDayDiff;\n"
1668 : " switch( nMode )\n"
1669 : " {\n"
1670 : " case 0: \n"
1671 : " if ( nDay1 == 31 )\n"
1672 : " {\n"
1673 : " nDay1--;\n"
1674 : " }\n"
1675 : " if ( nDay1 == 30 && nDay2 == 31 )\n"
1676 : " {\n"
1677 : " nDay2--;\n"
1678 : " }\n"
1679 : " else\n"
1680 : " {\n"
1681 : " if ( nMonth1 == 2 && nDay1 == "
1682 : "( IsLeapYear( nYear1 ) ? 29 : 28 ) )\n"
1683 : " {\n"
1684 : " nDay1 = 30;\n"
1685 : " if ( nMonth2 == 2 && nDay2 == "
1686 : "( IsLeapYear( nYear2 ) ? 29 : 28 ) )\n"
1687 : " {\n"
1688 : " nDay2 = 30;\n"
1689 : " }\n"
1690 : " }\n"
1691 : " }\n"
1692 : " nDayDiff = ( nYear2 - nYear1 ) * 360 + "
1693 : "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n"
1694 : " break;\n"
1695 : " case 1: \n"
1696 : " case 2: \n"
1697 : " case 3: \n"
1698 : " nDayDiff = nDate2 - nDate1;\n"
1699 : " break;\n"
1700 : " case 4: \n"
1701 : " if ( nDay1 == 31 )\n"
1702 : " {\n"
1703 : " nDay1--;\n"
1704 : " }\n"
1705 : " if ( nDay2 == 31 )\n"
1706 : " {\n"
1707 : " nDay2--;\n"
1708 : " }\n"
1709 : " nDayDiff = ( nYear2 - nYear1 ) * 360 + "
1710 : "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n"
1711 : " break;\n"
1712 : " }\n"
1713 : " double nDaysInYear;\n"
1714 : " switch( nMode )\n"
1715 : " {\n"
1716 : " case 0: \n"
1717 : " case 2: \n"
1718 : " case 4: \n"
1719 : " nDaysInYear = 360;\n"
1720 : " break;\n"
1721 : " case 1: \n"
1722 : " {\n"
1723 : " bool isYearDifferent = ( nYear1 != nYear2 );\n"
1724 : " if ( isYearDifferent &&\n"
1725 : " ( ( nYear2 != nYear1 + 1 ) ||\n"
1726 : " ( nMonth1 < nMonth2 ) ||\n"
1727 : " ( nMonth1 == nMonth2 && nDay1 < nDay2 ) ) )\n"
1728 : " {\n"
1729 : " int nDayCount = 0;\n"
1730 : " for ( int i = nYear1; i <= nYear2; i++ )\n"
1731 : " nDayCount += ( IsLeapYear( i ) ? 366 : 365 );\n"
1732 : " nDaysInYear = ( double ) nDayCount / "
1733 : "( double ) ( nYear2 - nYear1 + 1 );\n"
1734 : " }\n"
1735 : " else\n"
1736 : " {\n"
1737 : " if ( isYearDifferent && IsLeapYear( nYear1 ) )\n"
1738 : " {\n"
1739 : " nDaysInYear = 366;\n"
1740 : " }\n"
1741 : " else\n"
1742 : " {\n"
1743 : " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 "
1744 : "&& nDay1 <= 29 ) ||\n"
1745 : " ( IsLeapYear( nYear2 ) && ( nMonth2 > 3 || "
1746 : "( nMonth2 == 2 && nDay1 == 29 ) ) ) )\n"
1747 : " {\n"
1748 : " nDaysInYear = 366;\n"
1749 : " }\n"
1750 : " else\n"
1751 : " {\n"
1752 : " nDaysInYear = 365;\n"
1753 : " for ( int i = nYear1; i <= nYear2; i++ )\n"
1754 : " {\n"
1755 : " if ( IsLeapYear( i ) )\n"
1756 : " {\n"
1757 : " nDaysInYear = 366;\n"
1758 : " break;\n"
1759 : " }\n"
1760 : " }\n"
1761 : " }\n"
1762 : " }\n"
1763 : " }\n"
1764 : " }\n"
1765 : " break;\n"
1766 : " case 3: \n"
1767 : " nDaysInYear = 365;\n"
1768 : " break;\n"
1769 : " }\n"
1770 : " return (double)( nDayDiff ) / (nDaysInYear);\n"
1771 : "}\n";
1772 :
1773 1 : std::string DaysToDate_newDecl =
1774 : "void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear );\n";
1775 :
1776 1 : std::string DaysToDate_new =
1777 : "void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear )\n"
1778 : "{\n"
1779 : " int nTempDays;\n"
1780 : " int i = 0;\n"
1781 : " bool bCalc;\n"
1782 : " do\n"
1783 : " {\n"
1784 : " nTempDays = nDays;\n"
1785 : " *rYear = (int)((nTempDays / 365) - i);\n"
1786 : " nTempDays -= ((int) *rYear -1) * 365;\n"
1787 : " nTempDays -= ((*rYear -1) / 4) - ((*rYear -1) / 100) + ((*rYear -1)"
1788 : " / 400);\n"
1789 : " bCalc = false;\n"
1790 : " if ( nTempDays < 1 )\n"
1791 : " {\n"
1792 : " i++;\n"
1793 : " bCalc = true;\n"
1794 : " }\n"
1795 : " else\n"
1796 : " {\n"
1797 : " if ( nTempDays > 365 )\n"
1798 : " {\n"
1799 : " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n"
1800 : " {\n"
1801 : " i--;\n"
1802 : " bCalc = true;\n"
1803 : " }\n"
1804 : " }\n"
1805 : " }\n"
1806 : " }\n"
1807 : " while ( bCalc );\n"
1808 : " if(nTempDays != 0){\n"
1809 : " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );"
1810 : " *rMonth += 1)\n"
1811 : " {\n"
1812 : " nTempDays -= DaysInMonth( *rMonth, *rYear ); \n"
1813 : " }\n"
1814 : " *rDay = (int)nTempDays;\n"
1815 : " }\n"
1816 : "}\n";
1817 :
1818 1 : std::string DaysToDate_LocalBarrierDecl =
1819 : "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n";
1820 :
1821 1 : std::string DaysToDate_LocalBarrier =
1822 : "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear )\n"
1823 : "{\n"
1824 : " int nTempDays;\n"
1825 : " int i = 0;\n"
1826 : " bool bCalc;\n"
1827 : " do\n"
1828 : " {\n"
1829 : " nTempDays = nDays;\n"
1830 : " *rYear = (int)((nTempDays / 365) - i);\n"
1831 : " nTempDays -= ((int) *rYear -1) * 365;\n"
1832 : " nTempDays -= ((*rYear -1) / 4) - ((*rYear -1) / 100) + ((*rYear -1)"
1833 : " / 400);\n"
1834 : " bCalc = false;\n"
1835 : " if ( nTempDays < 1 )\n"
1836 : " {\n"
1837 : " i++;\n"
1838 : " bCalc = true;\n"
1839 : " }\n"
1840 : " else\n"
1841 : " {\n"
1842 : " if ( nTempDays > 365 )\n"
1843 : " {\n"
1844 : " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n"
1845 : " {\n"
1846 : " i--;\n"
1847 : " bCalc = true;\n"
1848 : " }\n"
1849 : " }\n"
1850 : " }\n"
1851 : " }\n"
1852 : " while ( bCalc );\n"
1853 : " barrier(CLK_LOCAL_MEM_FENCE);\n"
1854 : " if(nTempDays != 0){\n"
1855 : " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );"
1856 : " *rMonth += 1)\n"
1857 : " {\n"
1858 : " nTempDays -= DaysInMonth( *rMonth, *rYear ); \n"
1859 : " }\n"
1860 : " *rDay = (int)nTempDays;\n"
1861 : " }\n"
1862 : "}\n";
1863 :
1864 1 : std::string GetYearDiff_newDecl=
1865 : "double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
1866 : "int nMode);\n";
1867 :
1868 1 : std::string GetYearDiff_new=
1869 : "double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
1870 : "int nMode )\n"
1871 : "{\n"
1872 : " int nDays1stYear;\n"
1873 : " int nTotalDays = GetDiffDate_new( nNullDate, nStartDate, nEndDate,"
1874 : "nMode, &"
1875 : "nDays1stYear );\n"
1876 : " return (double)(nTotalDays)* pow((double)nDays1stYear,-1);\n"
1877 : "}\n";
1878 :
1879 1 : std::string GetDiffDate_newDecl=
1880 : "int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode,"
1881 : " int* pOptDaysIn1stYear );\n";
1882 :
1883 1 : std::string GetDiffDate_new=
1884 : "int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode,"
1885 : " int* pOptDaysIn1stYear )\n"
1886 : "{\n"
1887 : " bool bNeg = nStartDate > nEndDate;\n"
1888 : " if( bNeg )\n"
1889 : " {\n"
1890 : " int n = nEndDate;\n"
1891 : " nEndDate = nStartDate;\n"
1892 : " nStartDate = n;\n"
1893 : " }\n"
1894 : " int nRet;\n"
1895 : " switch( nMode )\n"
1896 : " {\n"
1897 : " case 0: \n"
1898 : " case 4: \n"
1899 : " {\n"
1900 : " int nD1, nM1, nY1, nD2, nM2, nY2;\n"
1901 : " nStartDate += nNullDate;\n"
1902 : " nEndDate += nNullDate;\n"
1903 : " DaysToDate_new( nStartDate, &nD1, &nM1, &nY1 );\n"
1904 : " DaysToDate_new( nEndDate, &nD2, &nM2, &nY2 );\n"
1905 : " bool bLeap = IsLeapYear( nY1 );\n"
1906 : " int nDays, nMonths;\n"
1907 : " nMonths = nM2 - nM1;\n"
1908 : " nDays = nD2 - nD1;\n"
1909 : " nMonths += ( nY2 - nY1 ) * 12;\n"
1910 : " nRet = nMonths * 30 + nDays;\n"
1911 : " if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )\n"
1912 : " nRet -= bLeap? 1 : 2;\n"
1913 : " if( pOptDaysIn1stYear )\n"
1914 : " *pOptDaysIn1stYear = 360;\n"
1915 : " }\n"
1916 : " break;\n"
1917 : " case 1: \n"
1918 : " if( pOptDaysIn1stYear )\n"
1919 : " {\n"
1920 : " int nD, nM, nY;\n"
1921 : " DaysToDate_new( nStartDate + nNullDate, &nD, &nM, &nY );\n"
1922 : " *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n"
1923 : " }\n"
1924 : " nRet = nEndDate - nStartDate;\n"
1925 : " break;\n"
1926 : " case 2: \n"
1927 : " nRet = nEndDate - nStartDate;\n"
1928 : " if( pOptDaysIn1stYear )\n"
1929 : " *pOptDaysIn1stYear = 360;\n"
1930 : " break;\n"
1931 : " case 3: \n"
1932 : " nRet = nEndDate - nStartDate;\n"
1933 : " if( pOptDaysIn1stYear )\n"
1934 : " *pOptDaysIn1stYear = 365;\n"
1935 : " break;\n"
1936 : " }\n"
1937 : " return bNeg? -nRet : nRet;\n"
1938 : "}\n";
1939 :
1940 : #endif
1941 :
1942 : /* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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