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 : #include "op_financial.hxx"
11 :
12 : #include "formulagroup.hxx"
13 : #include "document.hxx"
14 : #include "formulacell.hxx"
15 : #include "tokenarray.hxx"
16 : #include "compiler.hxx"
17 : #include "interpre.hxx"
18 : #include <formula/vectortoken.hxx>
19 : #include <sstream>
20 :
21 : using namespace formula;
22 :
23 : namespace sc { namespace opencl {
24 : // Definitions of inline functions
25 : #include "opinlinefun_finacial.cxx"
26 :
27 0 : void RRI::GenSlidingWindowFunction(
28 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
29 : {
30 0 : ss << "\ndouble " << sSymName;
31 0 : ss << "_"<< BinFuncName() <<"(";
32 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
33 : {
34 0 : if (i)
35 0 : ss << ",";
36 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
37 : }
38 0 : ss << ") {\n";
39 0 : ss << " double tmp = " << GetBottom() <<";\n";
40 0 : ss << " int gid0 = get_global_id(0);\n";
41 0 : ss << " double fv;\n";
42 0 : ss << " double pv;\n";
43 0 : ss << " double nper;\n";
44 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
45 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
46 0 : formula::SingleVectorRefToken *>(tmpCur0);
47 :
48 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
49 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
50 0 : formula::SingleVectorRefToken *>(tmpCur1);
51 :
52 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
53 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
54 0 : formula::SingleVectorRefToken *>(tmpCur2);
55 :
56 0 : ss<< " int buffer_nper_len = ";
57 0 : ss<< tmpCurDVR0->GetArrayLength();
58 0 : ss << ";\n";
59 :
60 0 : ss<< " int buffer_pv_len = ";
61 0 : ss<< tmpCurDVR1->GetArrayLength();
62 0 : ss << ";\n";
63 :
64 0 : ss<< " int buffer_fv_len = ";
65 0 : ss<< tmpCurDVR2->GetArrayLength();
66 0 : ss << ";\n";
67 :
68 0 : ss<<" if(gid0>=buffer_nper_len || isNan(";
69 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
70 0 : ss<<"))\n";
71 0 : ss<<" nper = 0;\n\telse \n";
72 0 : ss<<" nper = ";
73 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
74 0 : ss<<";\n";
75 :
76 0 : ss<<" if(gid0>=buffer_pv_len || isNan(";
77 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
78 0 : ss<<"))\n";
79 0 : ss<<" pv = 0;\n\telse \n";
80 0 : ss<<" pv = ";
81 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
82 0 : ss<<";\n";
83 :
84 0 : ss<<" if(gid0>=buffer_pv_len || isNan(";
85 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
86 0 : ss<<"))\n";
87 0 : ss<<" fv = 0;\n\telse \n";
88 0 : ss<<" fv = ";
89 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
90 0 : ss<<";\n";
91 0 : ss << " tmp = pow(fv*pow(pv,-1),1.0*pow(nper,-1))-1;\n";
92 0 : ss << " return tmp;\n";
93 0 : ss << "}";
94 0 : }
95 :
96 0 : void OpNominal::GenSlidingWindowFunction(
97 : std::stringstream &ss, const std::string &sSymName, SubArguments &
98 : vSubArguments)
99 : {
100 0 : ss << "\ndouble " << sSymName;
101 0 : ss << "_"<< BinFuncName() <<"(";
102 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
103 : {
104 0 : if (i)
105 0 : ss << ",";
106 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
107 : }
108 0 : ss << ") {\n\t";
109 0 : ss << "double tmp = 0;\n\t";
110 0 : ss << "double temp = 0;\n\t";
111 0 : ss << "int gid0 = get_global_id(0);\n\t";
112 0 : ss << "double tmp0=0,tmp1=0;\n";
113 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
114 : {
115 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
116 : assert(pCur);
117 0 : if (pCur->GetType() == formula::svSingleVectorRef)
118 : {
119 : const formula::SingleVectorRefToken* pSVR =
120 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
121 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
122 : }
123 0 : else if (pCur->GetType() == formula::svDouble)
124 : {
125 0 : ss << "{\n";
126 : }
127 : else
128 : {
129 : }
130 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
131 : {
132 0 : ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
133 0 : ss <<";\n";
134 0 : ss <<" if (isNan(temp))\n";
135 0 : ss <<" tmp"<<i<<"= 0;\n";
136 0 : ss <<" else\n";
137 0 : ss <<" tmp"<<i<<"=temp;\n";
138 0 : ss <<" }\n";
139 : }
140 : else
141 : {
142 0 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
143 0 : );
144 0 : ss <<";\n";
145 : }
146 : }
147 0 : ss<<"if(tmp1==0)\n\t";
148 0 : ss<<"\treturn 0;\n\t";
149 0 : ss<<"tmp=pow( tmp1,-1);\n\t";
150 0 : ss<<"tmp=( pow( tmp0+ 1.0, tmp ) - 1.0 ) *";
151 0 : ss<<"tmp1;\n\t";
152 0 : ss << "return tmp;\n";
153 0 : ss << "}";
154 0 : }
155 :
156 0 : void OpDollarde::GenSlidingWindowFunction(
157 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
158 : {
159 0 : ss << "\ndouble " << sSymName;
160 0 : ss << "_"<< BinFuncName() <<"(";
161 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
162 : {
163 0 : if (i)
164 0 : ss << ",";
165 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
166 : }
167 0 : ss << ") {\n\t";
168 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
169 0 : ss << "int gid0 = get_global_id(0);\n\t";
170 0 : ss << "double fInt = " << GetBottom() <<";\n\t";
171 0 : ss << "double dollar;\n\t";
172 0 : ss << "double fFrac;\n\t";
173 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
174 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
175 0 : formula::SingleVectorRefToken *>(tmpCur0);
176 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
177 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
178 0 : formula::SingleVectorRefToken *>(tmpCur1);
179 0 : ss<< "int buffer_dollar_len = ";
180 0 : ss<< tmpCurDVR0->GetArrayLength();
181 0 : ss << ";\n\t";
182 0 : ss<< "int buffer_frac_len = ";
183 0 : ss<< tmpCurDVR1->GetArrayLength();
184 0 : ss << ";\n\t";
185 0 : ss<<"if((gid0)>=buffer_dollar_len || isNan(";
186 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
187 0 : ss<<"))\n\t\t";
188 0 : ss<<"dollar = 0;\n\telse \n\t\t";
189 0 : ss<<"dollar = ";
190 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
191 0 : ss<<";\n\t";
192 0 : ss<<"if((gid0)>=buffer_frac_len || isNan(";
193 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
194 0 : ss<<"))\n\t\t";
195 0 : ss<<"fFrac = 0;\n\telse \n\t\t";
196 0 : ss<<"fFrac = ";
197 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
198 0 : ss<<";\n\t";
199 0 : ss << "tmp = modf( dollar , &fInt );\n\t";
200 0 : ss << "tmp /= fFrac;\n\t";
201 0 : ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
202 0 : ss << "tmp += fInt;\t";
203 0 : ss << "\n\treturn tmp;\n";
204 0 : ss << "}";
205 0 : }
206 :
207 0 : void OpDollarfr::GenSlidingWindowFunction(std::stringstream &ss,
208 : const std::string &sSymName, SubArguments &vSubArguments)
209 : {
210 0 : ss << "\ndouble " << sSymName;
211 0 : ss << "_"<< BinFuncName() <<"(";
212 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
213 : {
214 0 : if (i)
215 0 : ss << ",";
216 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
217 : }
218 0 : ss << ") {\n\t";
219 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
220 0 : ss << "int gid0 = get_global_id(0);\n\t";
221 0 : ss << "double fInt = " << GetBottom() <<";\n\t";
222 0 : ss << "double dollar;\n\t";
223 0 : ss << "double fFrac;\n\t";
224 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
225 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
226 0 : formula::SingleVectorRefToken *>(tmpCur0);
227 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
228 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
229 0 : formula::SingleVectorRefToken *>(tmpCur1);
230 0 : ss<< "int buffer_dollar_len = ";
231 0 : ss<< tmpCurDVR0->GetArrayLength();
232 0 : ss << ";\n\t";
233 0 : ss<< "int buffer_frac_len = ";
234 0 : ss<< tmpCurDVR1->GetArrayLength();
235 0 : ss << ";\n\t";
236 0 : ss<<"if((gid0)>=buffer_dollar_len || isNan(";
237 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
238 0 : ss<<"))\n\t\t";
239 0 : ss<<"dollar = 0;\n\telse \n\t\t";
240 0 : ss<<"dollar = ";
241 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
242 0 : ss<<";\n\t";
243 0 : ss<<"if((gid0)>=buffer_frac_len || isNan(";
244 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
245 0 : ss<<"))\n\t\t";
246 0 : ss<<"fFrac = 0;\n\telse \n\t\t";
247 0 : ss<<"fFrac = ";
248 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
249 0 : ss<<";\n\t";
250 0 : ss << "tmp = modf( dollar , &fInt );\n\t";
251 0 : ss << "tmp *= fFrac;\n\t";
252 0 : ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
253 0 : ss << "tmp += fInt;\t";
254 0 : ss << "\n\treturn tmp;\n";
255 0 : ss << "}";
256 0 : }
257 :
258 0 : void OpDISC::BinInlineFun(std::set<std::string>& decls,
259 : std::set<std::string>& funs)
260 : {
261 0 : decls.insert(GetYearFrac_newDecl);decls.insert(DaysToDate_newDecl);
262 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
263 0 : funs.insert(GetYearFrac_new);funs.insert(DaysToDate_new);
264 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
265 0 : }
266 :
267 0 : void OpDISC::GenSlidingWindowFunction(std::stringstream& ss,
268 : const std::string &sSymName, SubArguments& vSubArguments)
269 : {
270 0 : ss << "\ndouble " << sSymName;
271 0 : ss << "_" << BinFuncName() << "(";
272 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
273 : {
274 0 : if (i)
275 0 : ss << ",";
276 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
277 : }
278 0 : ss << ") {\n\t";
279 0 : ss << " double tmp = " << GetBottom() << ";\n";
280 0 : ss << " int gid0 = get_global_id(0);\n";
281 0 : ss << " double arg0 = " << GetBottom() << ";\n";
282 0 : ss << " double arg1 = " << GetBottom() << ";\n";
283 0 : ss << " double arg2 = " << GetBottom() << ";\n";
284 0 : ss << " double arg3 = " << GetBottom() << ";\n";
285 0 : ss << " double arg4 = " << GetBottom() << ";\n";
286 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
287 : {
288 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
289 : assert(pCur);
290 0 : if (pCur->GetType() == formula::svSingleVectorRef)
291 : {
292 : const formula::SingleVectorRefToken* pSVR =
293 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
294 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
295 : }
296 0 : else if (pCur->GetType() == formula::svDouble)
297 : {
298 0 : ss << " {\n";
299 : }
300 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
301 : {
302 0 : ss << " if (isNan(";
303 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
304 0 : ss << "))\n";
305 0 : ss << " arg" << i << " = 0;\n";
306 0 : ss << " else\n";
307 0 : ss << " arg" << i << " = ";
308 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
309 0 : ss << " }\n";
310 : }
311 : else
312 : {
313 0 : ss << " arg" << i << " = ";
314 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
315 : }
316 : }
317 0 : ss << " int nNullDate = 693594;\n";
318 0 : ss << " tmp = 1.0 - arg2 / arg3;\n";
319 0 : ss << " tmp /=";
320 0 : ss << " GetYearFrac_new(nNullDate, (int)arg0, (int)arg1, (int)arg4);\n";
321 0 : ss << " return tmp;\n";
322 0 : ss << "}";
323 0 : }
324 :
325 0 : void OpINTRATE::BinInlineFun(std::set<std::string>& decls,
326 : std::set<std::string>& funs)
327 : {
328 0 : decls.insert(GetYearDiff_newDecl);decls.insert(GetDiffDate_newDecl);
329 0 : decls.insert(DaysToDate_newDecl);decls.insert(GetNullDateDecl);
330 0 : decls.insert(DateToDaysDecl);decls.insert(DaysInMonthDecl);
331 0 : decls.insert(IsLeapYearDecl);
332 0 : funs.insert(GetYearDiff_new);funs.insert(GetDiffDate_new);
333 0 : funs.insert(DaysToDate_new);funs.insert(GetNullDate);
334 0 : funs.insert(DateToDays);funs.insert(DaysInMonth);
335 0 : funs.insert(IsLeapYear);
336 0 : }
337 :
338 0 : void OpINTRATE::GenSlidingWindowFunction(std::stringstream& ss,
339 : const std::string &sSymName, SubArguments& vSubArguments)
340 : {
341 0 : ss << "\ndouble " << sSymName;
342 0 : ss << "_" << BinFuncName() << "(";
343 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
344 : {
345 0 : if (i)
346 0 : ss << ",";
347 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
348 : }
349 0 : ss << ") {\n";
350 0 : ss << " double tmp = " << GetBottom() << ";\n";
351 0 : ss << " int gid0 = get_global_id(0);\n";
352 0 : ss << " double arg0 = " << GetBottom() << ";\n";
353 0 : ss << " double arg1 = " << GetBottom() << ";\n";
354 0 : ss << " double arg2 = " << GetBottom() << ";\n";
355 0 : ss << " double arg3 = " << GetBottom() << ";\n";
356 0 : ss << " double arg4 = " << GetBottom() << ";\n";
357 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
358 : {
359 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
360 : assert(pCur);
361 0 : if (pCur->GetType() == formula::svSingleVectorRef)
362 : {
363 : const formula::SingleVectorRefToken* pSVR =
364 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
365 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
366 : }
367 0 : else if (pCur->GetType() == formula::svDouble)
368 : {
369 0 : ss << " {\n";
370 : }
371 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
372 : {
373 0 : ss << " if (isNan(";
374 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
375 0 : ss << "))\n";
376 0 : ss << " arg" << i << " = 0;\n";
377 0 : ss << " else\n";
378 0 : ss << " arg" << i << " = ";
379 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
380 0 : ss << " }\n";
381 : }
382 : else
383 : {
384 0 : ss << " arg" << i << " = ";
385 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
386 : }
387 : }
388 0 : ss << " int nNullDate = GetNullDate();\n";
389 0 : ss << " tmp = arg3 * pow(arg2,-1) - 1.0;\n";
390 0 : ss << " tmp = tmp * pow(GetYearDiff_new(nNullDate, (int)arg0,";
391 0 : ss << " (int)arg1,(int)arg4),-1);\n";
392 0 : ss << " return tmp;\n";
393 0 : ss << "}";
394 0 : }
395 :
396 0 : void OpFV::BinInlineFun(std::set<std::string>& decls,
397 : std::set<std::string>& funs)
398 : {
399 0 : decls.insert(GetZwDecl);
400 0 : funs.insert(GetZw);
401 0 : }
402 :
403 0 : void OpFV::GenSlidingWindowFunction(std::stringstream& ss,
404 : const std::string &sSymName, SubArguments& vSubArguments)
405 : {
406 0 : ss << "\ndouble " << sSymName;
407 0 : ss << "_"<< BinFuncName() <<"(";
408 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
409 : {
410 0 : if (i)
411 0 : ss << ",";
412 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
413 : }
414 0 : ss << ") {\n";
415 0 : ss << " double tmp = " << GetBottom() << ";\n";
416 0 : ss << " int gid0 = get_global_id(0);\n";
417 0 : ss << " double arg0 = " << GetBottom() << ";\n";
418 0 : ss << " double arg1 = " << GetBottom() << ";\n";
419 0 : ss << " double arg2 = " << GetBottom() << ";\n";
420 0 : ss << " double arg3 = " << GetBottom() << ";\n";
421 0 : ss << " double arg4 = " << GetBottom() << ";\n";
422 0 : unsigned j = vSubArguments.size();
423 0 : while (j--)
424 : {
425 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
426 : assert(pCur);
427 0 : if(pCur->GetType() == formula::svSingleVectorRef)
428 : {
429 : const formula::SingleVectorRefToken* pSVR =
430 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
431 0 : ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isNan(";
432 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
433 0 : ss << "))\n";
434 0 : ss << " arg" << j << " = " <<GetBottom() << ";\n";
435 0 : ss << " else\n";
436 0 : ss << " arg" << j << " = ";
437 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
438 0 : ss << ";\n";
439 : }
440 : }
441 0 : ss << " tmp = GetZw(arg0, arg1, arg2, arg3, arg4);\n";
442 0 : ss << " return tmp;\n";
443 0 : ss << "}";
444 0 : }
445 :
446 0 : void OpIPMT::BinInlineFun(std::set<std::string>& decls,
447 : std::set<std::string>& funs)
448 : {
449 0 : decls.insert(GetZwDecl);
450 0 : funs.insert(GetZw);
451 0 : }
452 :
453 0 : void OpIPMT::GenSlidingWindowFunction(std::stringstream& ss,
454 : const std::string &sSymName, SubArguments& vSubArguments)
455 : {
456 0 : ss << "\ndouble " << sSymName;
457 0 : ss << "_"<< BinFuncName() <<"(";
458 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
459 : {
460 0 : if (i)
461 0 : ss << ",";
462 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
463 : }
464 0 : ss << ") {\n";
465 0 : ss << " double tmp = " << GetBottom() << ";\n";
466 0 : ss << " int gid0 = get_global_id(0);\n";
467 0 : ss << " double arg0 = " << GetBottom() << ";\n";
468 0 : ss << " double arg1 = " << GetBottom() << ";\n";
469 0 : ss << " double arg2 = " << GetBottom() << ";\n";
470 0 : ss << " double arg3 = " << GetBottom() << ";\n";
471 0 : ss << " double arg4 = " << GetBottom() << ";\n";
472 0 : ss << " double arg5 = " << GetBottom() << ";\n";
473 0 : unsigned j = vSubArguments.size();
474 0 : while (j--)
475 : {
476 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
477 : assert(pCur);
478 0 : if(pCur->GetType() == formula::svSingleVectorRef)
479 : {
480 : const formula::SingleVectorRefToken* pSVR =
481 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
482 0 : ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isNan(";
483 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
484 0 : ss << "))\n";
485 0 : ss << " arg" << j << " = " <<GetBottom() << ";\n";
486 0 : ss << " else\n";
487 0 : ss << " arg" << j << " = ";
488 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
489 0 : ss << ";\n";
490 : }
491 : }
492 0 : ss << " double pmt ;\n";
493 0 : ss << " if(arg0 == 0.0)\n";
494 0 : ss << " return 0;\n";
495 0 : ss << " double temp1 = 0;\n";
496 0 : ss << " double abl = pow(1.0 + arg0, arg2);\n";
497 0 : ss << " temp1 -= arg4;\n";
498 0 : ss << " temp1 -= arg3 * abl;\n";
499 0 : ss << " pmt = temp1 / (1.0 + arg0 * arg5) /";
500 0 : ss << " ( (abl - 1.0) / arg0);\n";
501 0 : ss << " double temp = pow( 1 + arg0, arg1 - 2);\n";
502 0 : ss << " if(arg1 == 1.0)\n";
503 0 : ss << " {\n";
504 0 : ss << " if(arg5 > 0.0)\n";
505 0 : ss << " tmp = 0.0;\n";
506 0 : ss << " else\n";
507 0 : ss << " tmp = -arg3;\n";
508 0 : ss << " }\n";
509 0 : ss << " else\n";
510 0 : ss << " {\n";
511 0 : ss << " if(arg5 > 0.0)\n";
512 0 : ss << " tmp = GetZw(arg0, arg1 - 2.0, pmt, arg3, 1.0)";
513 0 : ss << " - pmt;\n";
514 0 : ss << " else\n";
515 0 : ss << " tmp = GetZw(arg0, arg1 - 1.0, pmt, arg3, 0.0);\n";
516 0 : ss << " }\n";
517 0 : ss << " tmp = tmp * arg0;\n";
518 0 : ss << " return tmp;\n";
519 0 : ss << "}";
520 0 : }
521 0 : void OpISPMT::GenSlidingWindowFunction(std::stringstream& ss,
522 : const std::string &sSymName, SubArguments& vSubArguments)
523 : {
524 0 : ss << "\ndouble " << sSymName;
525 0 : ss << "_" << BinFuncName() <<"(";
526 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
527 : {
528 0 : if (i)
529 0 : ss << ",";
530 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
531 : }
532 0 : ss << ") {\n";
533 0 : ss << " double tmp = " << GetBottom() << ";\n";
534 0 : ss << " int gid0 = get_global_id(0);\n";
535 0 : ss << " double arg0 = " << GetBottom() << ";\n";
536 0 : ss << " double arg1 = " << GetBottom() << ";\n";
537 0 : ss << " double arg2 = " << GetBottom() << ";\n";
538 0 : ss << " double arg3 = " << GetBottom() << ";\n";
539 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
540 : {
541 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
542 : assert(pCur);
543 0 : if (pCur->GetType() == formula::svSingleVectorRef)
544 : {
545 : const formula::SingleVectorRefToken* pSVR =
546 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
547 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
548 : }
549 0 : else if (pCur->GetType() == formula::svDouble)
550 : {
551 0 : ss << " {\n";
552 : }
553 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
554 : {
555 0 : ss << " if (isNan(";
556 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
557 0 : ss << "))\n";
558 0 : ss << " arg" << i << " = 0;\n";
559 0 : ss << " else\n";
560 0 : ss << " arg" << i << " = ";
561 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
562 0 : ss << " }\n";
563 : }
564 : else
565 : {
566 0 : ss << " arg" << i << " = ";
567 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
568 : }
569 : }
570 0 : ss << " tmp = arg3 * arg0 * ( arg1 - arg2) * pow(arg2, -1);\n";
571 0 : ss << " return tmp;\n";
572 0 : ss << "}";
573 0 : }
574 :
575 0 : void OpDuration::GenSlidingWindowFunction(std::stringstream& ss,
576 : const std::string &sSymName, SubArguments& vSubArguments)
577 : {
578 0 : ss << "\ndouble " << sSymName;
579 0 : ss << "_" << BinFuncName() <<"(";
580 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
581 : {
582 0 : if (i)
583 0 : ss << ",";
584 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
585 : }
586 0 : ss << ") {\n";
587 0 : ss << " double tmp = " << GetBottom() << ";\n";
588 0 : ss << " int gid0 = get_global_id(0);\n";
589 0 : ss << " double arg0 = " << GetBottom() << ";\n";
590 0 : ss << " double arg1 = " << GetBottom() << ";\n";
591 0 : ss << " double arg2 = " << GetBottom() << ";\n";
592 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
593 : {
594 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
595 : assert(pCur);
596 0 : if (pCur->GetType() == formula::svSingleVectorRef)
597 : {
598 : const formula::SingleVectorRefToken* pSVR =
599 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
600 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
601 : }
602 0 : else if (pCur->GetType() == formula::svDouble)
603 : {
604 0 : ss << " {\n";
605 : }
606 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
607 : {
608 0 : ss << " if (isNan(";
609 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
610 0 : ss << "))\n";
611 0 : ss << " arg" << i << " = 0;\n";
612 0 : ss << " else\n";
613 0 : ss << " arg" << i << " = ";
614 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
615 0 : ss << " }\n";
616 : }
617 : else
618 : {
619 0 : ss << " arg" << i << " = ";
620 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
621 : }
622 : }
623 0 : ss << " tmp = log(arg2 * pow( arg1,-1)) / log(arg0 + 1.0);\n";
624 0 : ss << " return tmp;\n";
625 0 : ss << "}";
626 0 : }
627 :
628 0 : void OpDuration_ADD::BinInlineFun(std::set<std::string>& decls,
629 : std::set<std::string>& funs)
630 : {
631 0 : decls.insert(GetDurationDecl);decls.insert(lcl_GetcoupnumDecl);
632 0 : decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
633 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
634 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
635 0 : funs.insert(GetDuration);funs.insert(lcl_Getcoupnum);
636 0 : funs.insert(GetYearFrac);funs.insert(DaysToDate);
637 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
638 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
639 0 : }
640 :
641 0 : void OpDuration_ADD::GenSlidingWindowFunction(std::stringstream& ss,
642 : const std::string &sSymName, SubArguments& vSubArguments)
643 : {
644 0 : ss << "\ndouble " << sSymName;
645 0 : ss << "_"<< BinFuncName() <<"(";
646 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
647 : {
648 0 : if (i)
649 0 : ss << ",";
650 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
651 : }
652 0 : ss << ") {\n";
653 0 : ss << " double tmp = " << GetBottom() << ";\n";
654 0 : ss << " int gid0 = get_global_id(0);\n";
655 0 : ss << " double arg0 = " << GetBottom() << ";\n";
656 0 : ss << " double arg1 = " << GetBottom() << ";\n";
657 0 : ss << " double arg2 = " << GetBottom() << ";\n";
658 0 : ss << " double arg3 = " << GetBottom() << ";\n";
659 0 : ss << " double arg4 = " << GetBottom() << ";\n";
660 0 : ss << " double arg5 = " << GetBottom() << ";\n";
661 0 : unsigned j = vSubArguments.size();
662 0 : while (j--)
663 : {
664 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
665 : assert(pCur);
666 0 : if(pCur->GetType() == formula::svSingleVectorRef)
667 : {
668 : const formula::SingleVectorRefToken* pSVR =
669 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
670 0 : ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isNan(";
671 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
672 0 : ss << "))\n";
673 0 : ss << " arg" << j << " = " <<GetBottom() << ";\n";
674 0 : ss << " else\n";
675 0 : ss << " arg" << j << " = ";
676 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
677 0 : ss << ";\n";
678 : }
679 : }
680 0 : ss << " int nNullDate = GetNullDate();\n";
681 0 : ss << " tmp = GetDuration( nNullDate, (int)arg0, (int)arg1, arg2,";
682 0 : ss << " arg3, (int)arg4, (int)arg5);\n";
683 0 : ss << " return tmp;\n";
684 0 : ss << "}";
685 0 : }
686 0 : void OpMDuration::BinInlineFun(std::set<std::string>& decls,
687 : std::set<std::string>& funs)
688 : {
689 0 : decls.insert(GetDuration_newDecl);decls.insert(lcl_Getcoupnum_newDecl);
690 0 : decls.insert(addMonthsDecl);decls.insert(checklessthanDecl);
691 0 : decls.insert(setDayDecl);decls.insert(ScaDateDecl);
692 0 : decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
693 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
694 0 : funs.insert(GetDuration_new);funs.insert(lcl_Getcoupnum_new);
695 0 : funs.insert(addMonths);funs.insert(checklessthan);
696 0 : funs.insert(setDay);funs.insert(ScaDate);
697 0 : funs.insert(GetYearFrac);funs.insert(DaysToDate);
698 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
699 0 : }
700 :
701 0 : void OpMDuration::GenSlidingWindowFunction(std::stringstream& ss,
702 : const std::string &sSymName, SubArguments& vSubArguments)
703 : {
704 0 : ss << "\ndouble " << sSymName;
705 0 : ss << "_"<< BinFuncName() <<"(";
706 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
707 : {
708 0 : if (i)
709 0 : ss << ",";
710 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
711 : }
712 0 : ss << ") {\n";
713 0 : ss << " double tmp = " << GetBottom() << ";\n";
714 0 : ss << " int gid0 = get_global_id(0);\n";
715 0 : ss << " double arg0 = " << GetBottom() << ";\n";
716 0 : ss << " double arg1 = " << GetBottom() << ";\n";
717 0 : ss << " double arg2 = " << GetBottom() << ";\n";
718 0 : ss << " double arg3 = " << GetBottom() << ";\n";
719 0 : ss << " double arg4 = " << GetBottom() << ";\n";
720 0 : ss << " double arg5 = " << GetBottom() << ";\n";
721 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
722 : {
723 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
724 : assert(pCur);
725 0 : if (pCur->GetType() == formula::svSingleVectorRef)
726 : {
727 : const formula::SingleVectorRefToken* pSVR =
728 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
729 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
730 : }
731 0 : else if (pCur->GetType() == formula::svDouble)
732 : {
733 0 : ss << " {\n";
734 : }
735 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
736 : {
737 0 : ss << " if (isNan(";
738 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
739 0 : ss << "))\n";
740 0 : ss << " arg" << i << " = 0;\n";
741 0 : ss << " else\n";
742 0 : ss << " arg" << i << " = ";
743 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
744 0 : ss << " }\n";
745 : }
746 : else
747 : {
748 0 : ss << " arg" << i << " = ";
749 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
750 : }
751 : }
752 0 : ss << " int nNullDate = 693594;\n";
753 0 : ss << " tmp = GetDuration_new( nNullDate, (int)arg0, (int)arg1, arg2,";
754 0 : ss << " arg3, (int)arg4, (int)arg5);\n";
755 0 : ss << " tmp = tmp * pow(1.0 + arg3 * pow((int)arg4, -1.0), -1);\n";
756 0 : ss << " return tmp;\n";
757 0 : ss << "}";
758 0 : }
759 0 : void Fvschedule::GenSlidingWindowFunction(
760 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
761 : {
762 0 : FormulaToken* pCur = vSubArguments[1]->GetFormulaToken();
763 : assert(pCur);
764 : const formula::DoubleVectorRefToken* pCurDVR =
765 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
766 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
767 0 : ss << "\ndouble " << sSymName;
768 0 : ss << "_"<< BinFuncName() <<"(";
769 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
770 : {
771 0 : if (i)
772 0 : ss << ",";
773 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
774 : }
775 0 : ss << ") {\n\t";
776 0 : ss << "double tmp = 1.0;\n\t";
777 0 : ss << "int gid0 = get_global_id(0);\n\t";
778 0 : ss << "double arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
779 0 : ss << ";\n\t";
780 0 : ss << "if (isNan(arg0))\n\t\t";
781 0 : ss << "arg0 = 0;\n\t";
782 0 : ss << "double arg1;\n\t";
783 0 : ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
784 0 : ss << "for (int i = 0; i + gid0 < arrayLength &&";
785 0 : ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
786 0 : ss << "arg1 = ";
787 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
788 0 : ss << "if (isNan(arg1))\n\t\t\t\t";
789 0 : ss << "arg1 = 0;\n\t\t\t";
790 0 : ss << "tmp *= arg1 + 1.0;\n\t\t";
791 0 : ss << "}\n\t";
792 0 : ss << "return (double)tmp * arg0";
793 0 : ss << ";\n}";
794 0 : }
795 0 : void Cumipmt::BinInlineFun(std::set<std::string>& decls,
796 : std::set<std::string>& funs)
797 : {
798 0 : decls.insert(GetRmz_newDecl); decls.insert(GetZw_newDecl);
799 0 : funs.insert(GetRmz_new);funs.insert(GetZw_new);
800 0 : }
801 0 : void Cumipmt::GenSlidingWindowFunction(
802 : std::stringstream &ss, const std::string &sSymName, SubArguments &
803 : vSubArguments)
804 : {
805 0 : ss << "\ndouble " << sSymName;
806 0 : ss << "_"<< BinFuncName() <<"(";
807 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
808 : {
809 0 : if (i)
810 0 : ss << ",";
811 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
812 : }
813 0 : ss << ") {\n";
814 0 : ss << " int gid0 = get_global_id(0);\n";
815 0 : ss << " double fRate,fVal;\n";
816 0 : ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
817 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
818 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
819 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
820 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
821 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
822 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
823 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
824 : {
825 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
826 0 : formula::SingleVectorRefToken *>(tmpCur0);
827 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
828 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
829 0 : ss <<"))\n";
830 0 : ss <<" fRate = 0;\n else\n";
831 : }
832 0 : ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
833 0 : ss <<";\n";
834 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
835 : {
836 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
837 0 : formula::SingleVectorRefToken *>(tmpCur1);
838 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
839 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
840 0 : ss <<"))\n";
841 0 : ss <<" nNumPeriods = 0;\n else\n";
842 : }
843 0 : ss <<" nNumPeriods = (int)";
844 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
845 0 : ss <<";\n";
846 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
847 : {
848 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
849 0 : formula::SingleVectorRefToken *>(tmpCur2);
850 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
851 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
852 0 : ss <<"))\n";
853 0 : ss <<" fVal = 0;\n else\n";
854 : }
855 0 : ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
856 0 : ss <<";\n";
857 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
858 : {
859 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
860 0 : formula::SingleVectorRefToken *>(tmpCur3);
861 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
862 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
863 0 : ss <<"))\n";
864 0 : ss <<" nStartPer = 0;\n else\n";
865 : }
866 0 : ss <<" nStartPer = (int)";
867 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
868 0 : ss <<";\n";
869 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
870 : {
871 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
872 0 : formula::SingleVectorRefToken *>(tmpCur4);
873 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
874 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
875 0 : ss <<"))\n";
876 0 : ss <<" nEndPer = 0;\n else\n";
877 : }
878 0 : ss <<" nEndPer = (int)";
879 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
880 0 : ss <<";\n";
881 :
882 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
883 : {
884 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
885 0 : formula::SingleVectorRefToken *>(tmpCur5);
886 0 : ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isNan(";
887 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
888 0 : ss <<"))\n";
889 0 : ss <<" nPayType = 0;\n else\n";
890 : }
891 0 : ss <<" nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
892 0 : ss <<";\n";
893 0 : ss <<" double fRmz;\n";
894 0 : ss <<" fRmz = GetRmz_new( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
895 0 : ss <<" double tmp = 0.0;\n";
896 0 : ss <<" if( nStartPer == 1 )\n";
897 0 : ss <<" {\n";
898 0 : ss <<" if( nPayType <= 0 )\n";
899 0 : ss <<" tmp = -fVal;\n";
900 0 : ss <<" nStartPer++;\n";
901 0 : ss <<" }\n";
902 0 : ss <<" for( ; nStartPer<= nEndPer ; nStartPer++ )\n";
903 0 : ss <<" {\n";
904 0 : ss <<" if( nPayType > 0 )\n";
905 0 : ss <<" tmp += GetZw_new( fRate, nStartPer - 2 , ";
906 0 : ss <<"fRmz, fVal, 1 ) - fRmz;\n";
907 0 : ss <<" else\n";
908 0 : ss <<" tmp += GetZw_new( fRate, nStartPer - 1 , ";
909 0 : ss <<"fRmz, fVal, 0 );\n";
910 0 : ss <<" }\n";
911 0 : ss <<" tmp *= fRate;\n";
912 0 : ss <<" return tmp;\n";
913 0 : ss <<"}";
914 0 : }
915 :
916 0 : void IRR::GenSlidingWindowFunction(std::stringstream &ss,
917 : const std::string &sSymName, SubArguments &vSubArguments)
918 : {
919 0 : ss << "\ndouble " << sSymName;
920 0 : ss << "_" << BinFuncName() << "(";
921 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
922 : {
923 0 : if (i)
924 0 : ss << ",";
925 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
926 : }
927 0 : ss << ") {\n";
928 0 : ss << " #define Epsilon 1.0E-7\n";
929 0 : ss << " int gid0 = get_global_id(0);\n";
930 0 : FormulaToken* pSur = vSubArguments[1]->GetFormulaToken();
931 : assert(pSur);
932 0 : ss << " double fSchaetzwert = ";
933 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n";
934 0 : ss << " double fEps = 1.0;\n";
935 0 : ss << " double x = 0.0, xNeu = 0.0, fZaehler = 0.0, fNenner = 0.0;\n";
936 0 : ss << " double nCount = 0.0;\n";
937 0 : if (pSur->GetType() == formula::svSingleVectorRef)
938 : {
939 : const formula::SingleVectorRefToken* pSVR =
940 0 : static_cast< const formula::SingleVectorRefToken* >(pSur);
941 0 : ss << " if (gid0 >= " << pSVR->GetArrayLength() << ")\n";
942 0 : ss << " fSchaetzwert = 0.1;\n";
943 0 : ss << " if (isNan(fSchaetzwert))\n";
944 0 : ss << " x = 0.1;\n";
945 0 : ss << " else\n";
946 : }
947 0 : else if (pSur->GetType() == formula::svDouble)
948 : {
949 0 : ss << " if (isNan(fSchaetzwert))\n";
950 0 : ss << " x = 0.1;\n";
951 0 : ss << " else\n";
952 : }
953 0 : ss << " x = fSchaetzwert;\n";
954 0 : ss << " unsigned short nItCount = 0;\n";
955 0 : ss << " while (fEps > Epsilon && nItCount < 20){\n";
956 0 : ss << " nCount = 0.0; fZaehler = 0.0; fNenner = 0.0;\n";
957 0 : ss << " double arg0, arg1;\n";
958 0 : ss << " int i = 0;\n";
959 0 : FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
960 : assert(pCur);
961 : const formula::DoubleVectorRefToken* pDVR =
962 0 : static_cast<const formula::DoubleVectorRefToken* >(pCur);
963 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
964 0 : ss << " for ( ";
965 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
966 0 : ss << "i = gid0; i < " << pDVR->GetArrayLength();
967 0 : ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
968 0 : ss << " arg0 = ";
969 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
970 0 : ss << " i++;;\n";
971 0 : ss << " arg1 = ";
972 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
973 0 : ss << " if (!isNan(arg0)){\n";
974 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
975 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
976 0 : ss << " nCount += 1;\n";
977 0 : ss << " }\n";
978 0 : ss << " if (!isNan(arg1)){\n";
979 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
980 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
981 0 : ss << " nCount += 1;\n";
982 0 : ss << " }\n";
983 0 : ss << " }\n";
984 0 : ss << "if(i < " << pDVR->GetArrayLength();
985 0 : ss << " && i < " << nCurWindowSize << ") ;{\n";
986 : }
987 0 : else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
988 0 : ss << "; i < " << pDVR->GetArrayLength();
989 0 : ss << " && i < (gid0+" << nCurWindowSize << " )/2*2; i++){\n";
990 0 : ss << " arg0 = ";
991 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
992 0 : ss << " if (!isNan(arg0)){\n";
993 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
994 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
995 0 : ss << " nCount += 1;\n";
996 0 : ss << " }\n";
997 0 : ss << " i++;\n";
998 0 : ss << " arg1 = ";
999 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1000 0 : ss << " if (!isNan(arg1)){\n";
1001 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1002 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1003 0 : ss << " nCount+=1;\n";
1004 0 : ss << " }\n";
1005 0 : ss << " }\n";
1006 0 : ss << " if(i < " << pDVR->GetArrayLength();
1007 0 : ss << " && i < gid0+" << nCurWindowSize << "){\n";
1008 : }
1009 0 : else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
1010 0 : ss << " ; i + gid0 < " << pDVR->GetArrayLength();
1011 0 : ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
1012 0 : ss << " arg0 = ";
1013 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1014 0 : ss << " i++;;\n";
1015 0 : ss << " arg1 = ";
1016 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1017 0 : ss << " if (!isNan(arg0)){\n";
1018 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1019 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1020 0 : ss << " nCount += 1;\n";
1021 0 : ss << " }\n";
1022 0 : ss << " if (!isNan(arg1)){\n";
1023 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1024 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1025 0 : ss << " nCount+=1;\n";
1026 0 : ss << " }\n";
1027 0 : ss << " }\n";
1028 0 : ss << " if(i + gid0 < " << pDVR->GetArrayLength() << " &&";
1029 0 : ss << " i < " << nCurWindowSize << "){\n";
1030 :
1031 : } else {
1032 0 : ss << "; i < " << nCurWindowSize << " /2*2; i++){\n";
1033 0 : ss << " arg0 = ";
1034 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1035 0 : ss << " i++;;\n";
1036 0 : ss << " arg1 = ";
1037 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1038 0 : ss << " if (!isNan(arg0)){\n";
1039 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1040 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1041 0 : ss << " nCount += 1;\n";
1042 0 : ss << " }\n";
1043 0 : ss << " if (!isNan(arg1)){\n";
1044 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1045 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1046 0 : ss << " nCount+=1;\n";
1047 0 : ss << " }\n";
1048 0 : ss << " }\n";
1049 0 : ss << "if(i<" << nCurWindowSize << "){\n";
1050 :
1051 : }
1052 0 : ss << " arg0 = ";
1053 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1054 0 : ss << " if (isNan(arg0))\n";
1055 0 : ss << " continue;\n";
1056 0 : ss << " fZaehler += arg0 / pow(1.0+x, nCount);\n";
1057 0 : ss << " fNenner += -nCount * arg0 / pow(1.0+x,nCount+1.0);\n";
1058 0 : ss << " nCount+=1;\n";
1059 0 : ss << " }\n";
1060 0 : ss << " xNeu = x - fZaehler / fNenner;\n";
1061 0 : ss << " fEps = fabs(xNeu - x);\n";
1062 0 : ss << " x = xNeu;\n";
1063 0 : ss << " nItCount++;\n }\n";
1064 0 : ss << " if (fSchaetzwert == 0.0 && fabs(x) < Epsilon)\n";
1065 0 : ss << " x = 0.0;\n";
1066 0 : ss << " if (fEps < Epsilon)\n";
1067 0 : ss << " return x;\n";
1068 0 : ss << " else\n";
1069 0 : ss << " return (double)523;\n";
1070 0 : ss << "}";
1071 0 : }
1072 :
1073 0 : void XNPV::GenSlidingWindowFunction(
1074 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1075 : {
1076 0 : FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
1077 : assert(pCur);
1078 : const formula::DoubleVectorRefToken* pCurDVR =
1079 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
1080 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
1081 0 : ss << "\ndouble " << sSymName;
1082 0 : ss << "_"<< BinFuncName() <<"( ";
1083 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1084 : {
1085 0 : if (i)
1086 0 : ss << ",";
1087 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1088 : }
1089 :
1090 0 : ss << ") {\n\t";
1091 0 : ss << "double result = 0.0;\n\t";
1092 0 : ss << "int gid0 = get_global_id(0);\n\t";
1093 0 : ss << "int i=0;\n\t";
1094 0 : ss << "double date;\n\t";
1095 0 : ss << "double value;\n\t";
1096 0 : ss << "double rate;\n\t";
1097 0 : ss << "double dateNull;\n\t";
1098 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1099 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1100 0 : formula::SingleVectorRefToken *>(tmpCur0);
1101 :
1102 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1103 : const formula::DoubleVectorRefToken*tmpCurDVR1= static_cast<const
1104 0 : formula::DoubleVectorRefToken *>(tmpCur1);
1105 :
1106 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1107 : const formula::DoubleVectorRefToken*tmpCurDVR2= static_cast<const
1108 0 : formula::DoubleVectorRefToken *>(tmpCur2);
1109 0 : ss<< "int buffer_rate_len = ";
1110 0 : ss<< tmpCurDVR0->GetArrayLength();
1111 0 : ss << ";\n\t";
1112 0 : ss<< "int buffer_value_len = ";
1113 0 : ss<< tmpCurDVR1->GetArrayLength();
1114 0 : ss << ";\n\t";
1115 0 : ss<< "int buffer_date_len = ";
1116 0 : ss<< tmpCurDVR2->GetArrayLength();
1117 0 : ss << ";\n\t";
1118 0 : ss<<"if((gid0)>=buffer_date_len || isNan(";
1119 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1120 0 : ss<<"))\n\t\t";
1121 0 : ss<<"return NAN;\n\telse \n";
1122 0 : ss<<"dateNull = ";
1123 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1124 0 : ss<<";\n\t";
1125 0 : ss<<"if((gid0)>=buffer_rate_len || isNan(";
1126 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1127 0 : ss<<"))\n\t\t";
1128 0 : ss<<"return NAN;\n\telse \n";
1129 0 : ss<<"rate = ";
1130 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1131 0 : ss<<";\n\t";
1132 0 : ss<<"if(1 == buffer_date_len )\n";
1133 0 : ss<<"return ";
1134 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1135 0 : ss<<";\n\t";
1136 0 : ss << "for (int i = ";
1137 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed())
1138 : {
1139 0 : ss << "gid0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
1140 : }
1141 0 : else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
1142 : {
1143 0 : ss << "0; i < gid0+"<< nCurWindowSize <<"; i++)\n\t\t";
1144 : }
1145 : else
1146 : {
1147 0 : ss << "0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
1148 : }
1149 0 : ss << "{\n\t";
1150 0 : if (!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
1151 : {
1152 0 : ss << "if((i+gid0)>=buffer_value_len || (i+gid0)>=buffer_date_len)\n\t\t";
1153 0 : ss << "return result;\n\telse \n\t\t";
1154 : }
1155 : else
1156 : {
1157 0 : ss << "if(i>=buffer_value_len || i>=buffer_date_len)\n\t\t";
1158 0 : ss << "return result;\n\telse \n\t\t";
1159 : }
1160 :
1161 0 : ss << "value = ";
1162 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef(true);
1163 0 : ss << ";\n";
1164 0 : ss << " date = ";
1165 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef(true);
1166 0 : ss << ";\n";
1167 0 : ss << "result += value/(pow((rate+1),(date-dateNull)/365));\n";
1168 0 : ss << "}\n";
1169 0 : ss << "return result;\n";
1170 0 : ss << "}";
1171 0 : }
1172 :
1173 0 : void PriceMat::BinInlineFun(std::set<std::string>& decls,
1174 : std::set<std::string>& funs)
1175 : {
1176 0 : decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
1177 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
1178 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
1179 :
1180 0 : funs.insert(GetYearFrac);funs.insert(GetNullDate);
1181 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
1182 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
1183 0 : }
1184 0 : void PriceMat::GenSlidingWindowFunction(
1185 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1186 : {
1187 0 : ss << "\ndouble " << sSymName;
1188 0 : ss << "_"<< BinFuncName() <<"(";
1189 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1190 : {
1191 0 : if (i)
1192 0 : ss << ",";
1193 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1194 : }
1195 0 : ss << ") {\n\t";
1196 0 : ss << "int gid0 = get_global_id(0);\n\t";
1197 0 : ss << "double result=0;\n\t";
1198 0 : ss<< "int nNullDate = GetNullDate( );\n\t";
1199 0 : ss <<"int settle;\n\t";
1200 0 : ss <<"int mat;\n\t";
1201 0 : ss <<"int issue;\n\t";
1202 0 : ss <<"double rate;\n\t";
1203 0 : ss <<"double yield;\n\t";
1204 0 : ss <<"int nBase;\n\t";
1205 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1206 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1207 0 : formula::SingleVectorRefToken *>(tmpCur0);
1208 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1209 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1210 0 : formula::SingleVectorRefToken *>(tmpCur1);
1211 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1212 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1213 0 : formula::SingleVectorRefToken *>(tmpCur2);
1214 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1215 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1216 0 : formula::SingleVectorRefToken *>(tmpCur3);
1217 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
1218 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1219 0 : formula::SingleVectorRefToken *>(tmpCur4);
1220 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
1221 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1222 0 : formula::SingleVectorRefToken *>(tmpCur5);
1223 :
1224 0 : ss<< "int buffer_settle_len = ";
1225 0 : ss<< tmpCurDVR0->GetArrayLength();
1226 0 : ss << ";\n\t";
1227 0 : ss<< "int buffer_mat_len = ";
1228 0 : ss<< tmpCurDVR1->GetArrayLength();
1229 0 : ss << ";\n\t";
1230 0 : ss<< "int buffer_issue_len = ";
1231 0 : ss<< tmpCurDVR2->GetArrayLength();
1232 0 : ss << ";\n\t";
1233 0 : ss<< "int buffer_rate_len = ";
1234 0 : ss<< tmpCurDVR3->GetArrayLength();
1235 0 : ss << ";\n\t";
1236 0 : ss<< "int buffer_yield_len = ";
1237 0 : ss<< tmpCurDVR4->GetArrayLength();
1238 0 : ss << ";\n\t";
1239 0 : ss<< "int buffer_base_len = ";
1240 0 : ss<< tmpCurDVR5->GetArrayLength();
1241 0 : ss << ";\n\t";
1242 0 : ss<<"if(gid0>=buffer_settle_len || isNan(";
1243 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1244 0 : ss<<"))\n\t\t";
1245 0 : ss<<"settle = 0;\n\telse \n\t\t";
1246 0 : ss<<"settle = ";
1247 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1248 0 : ss<<";\n\t";
1249 0 : ss<<"if(gid0>=buffer_mat_len || isNan(";
1250 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1251 0 : ss<<"))\n\t\t";
1252 0 : ss<<"mat = 0;\n\telse \n\t\t";
1253 0 : ss<<"mat = ";
1254 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1255 0 : ss<<";\n\t";
1256 0 : ss<<"if(gid0>=buffer_issue_len || isNan(";
1257 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1258 0 : ss<<"))\n\t\t";
1259 0 : ss<<"issue = 0;\n\telse \n\t\t";
1260 0 : ss<<"issue = ";
1261 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1262 0 : ss<<";\n\t";
1263 0 : ss<<"if(gid0>=buffer_rate_len || isNan(";
1264 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1265 0 : ss<<"))\n\t\t";
1266 0 : ss<<"rate = 0;\n\telse \n\t\t";
1267 0 : ss<<"rate = ";
1268 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1269 0 : ss<<";\n\t";
1270 0 : ss<<"if(gid0>=buffer_yield_len || isNan(";
1271 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1272 0 : ss<<"))\n\t\t";
1273 0 : ss<<"yield = 0;\n\telse \n\t\t";
1274 0 : ss<<"yield = ";
1275 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1276 0 : ss<<";\n\t";
1277 0 : ss<<"if(gid0>=buffer_base_len || isNan(";
1278 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
1279 0 : ss<<"))\n\t\t";
1280 0 : ss<<"nBase = 0;\n\telse \n\t\t";
1281 0 : ss<<"nBase = ";
1282 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
1283 0 : ss<<";\n\t";
1284 0 : ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
1285 0 : ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
1286 0 : ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
1287 0 : ss<<"result = 1.0 + fIssMat * rate;\n\t";
1288 0 : ss<<"result /= 1.0 + fSetMat * yield;\n\t";
1289 0 : ss<<"result -= fIssSet * rate;\n\t";
1290 0 : ss<<"result*= 100.0;\n\t";
1291 0 : ss<<"return result;\n\t";
1292 0 : ss<<"}\n";
1293 0 : }
1294 :
1295 0 : void OpSYD::GenSlidingWindowFunction(std::stringstream &ss,
1296 : const std::string &sSymName, SubArguments &vSubArguments)
1297 : {
1298 0 : ss << "\ndouble " << sSymName;
1299 0 : ss << "_"<< BinFuncName() <<"(";
1300 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1301 : {
1302 0 : if (i)
1303 0 : ss << ",";
1304 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1305 : }
1306 0 : ss << ") {\n";
1307 0 : ss << " int gid0 = get_global_id(0);\n";
1308 0 : ss << " double result=0;\n";
1309 0 : ss << " double cost;\n";
1310 0 : ss << " double salvage;\n";
1311 0 : ss << " double life;\n";
1312 0 : ss << " double period;\n";
1313 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1314 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1315 0 : formula::SingleVectorRefToken *>(tmpCur0);
1316 :
1317 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1318 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1319 0 : formula::SingleVectorRefToken *>(tmpCur1);
1320 :
1321 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1322 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1323 0 : formula::SingleVectorRefToken *>(tmpCur2);
1324 :
1325 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1326 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1327 0 : formula::SingleVectorRefToken *>(tmpCur3);
1328 :
1329 0 : ss << " int buffer_cost_len = ";
1330 0 : ss << tmpCurDVR0->GetArrayLength();
1331 0 : ss << ";\n";
1332 :
1333 0 : ss << " int buffer_salvage_len = ";
1334 0 : ss << tmpCurDVR1->GetArrayLength();
1335 0 : ss << ";\n";
1336 :
1337 0 : ss << " int buffer_life_len = ";
1338 0 : ss << tmpCurDVR2->GetArrayLength();
1339 0 : ss << ";\n";
1340 0 : ss << " int buffer_period_len = ";
1341 0 : ss << tmpCurDVR3->GetArrayLength();
1342 0 : ss << ";\n";
1343 :
1344 0 : ss <<" if(gid0>=buffer_cost_len || isNan(";
1345 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1346 0 : ss <<"))\n";
1347 0 : ss <<" cost = 0;\n\telse \n";
1348 0 : ss <<" cost = ";
1349 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1350 0 : ss <<";\n";
1351 0 : ss <<" if(gid0>=buffer_salvage_len || isNan(";
1352 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1353 0 : ss <<"))\n";
1354 0 : ss <<" salvage = 0;\n\telse \n";
1355 0 : ss <<" salvage = ";
1356 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1357 0 : ss <<";\n";
1358 0 : ss <<" if(gid0>=buffer_life_len || isNan(";
1359 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1360 0 : ss <<"))\n";
1361 0 : ss <<" life = 0;\n\telse \n";
1362 0 : ss <<" life = ";
1363 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1364 0 : ss <<";\n";
1365 0 : ss <<" if(gid0>=buffer_period_len || isNan(";
1366 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1367 0 : ss <<"))\n";
1368 0 : ss <<" period = 0;\n\telse \n";
1369 0 : ss <<" period = ";
1370 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1371 0 : ss <<";\n";
1372 0 : ss <<" double tmpvalue = ((life*(life+1))*pow(2.0,-1));\n";
1373 0 : ss <<" result = ((cost-salvage)*(life-period+1)";
1374 0 : ss << "*pow(tmpvalue,-1));\n";
1375 0 : ss <<" return result;\n";
1376 0 : ss <<"}\n";
1377 0 : }
1378 :
1379 0 : void MIRR::GenSlidingWindowFunction(
1380 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1381 : {
1382 0 : FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
1383 : assert(pCur);
1384 : const formula::DoubleVectorRefToken* pCurDVR =
1385 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
1386 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
1387 0 : FormulaToken* pCur1 = vSubArguments[1]->GetFormulaToken();
1388 : assert(pCur1);
1389 : const formula::SingleVectorRefToken* pSVR1 =
1390 0 : static_cast< const formula::SingleVectorRefToken* >(pCur1);
1391 : assert(pSVR1);
1392 0 : FormulaToken* pCur2 = vSubArguments[2]->GetFormulaToken();
1393 : assert(pCur2);
1394 : const formula::SingleVectorRefToken* pSVR2 =
1395 0 : static_cast< const formula::SingleVectorRefToken* >(pCur2);
1396 : assert(pSVR2);
1397 :
1398 0 : ss << "\ndouble " << sSymName;
1399 0 : ss << "_"<< BinFuncName() <<"(";
1400 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1401 : {
1402 0 : if (i)
1403 0 : ss << ",";
1404 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1405 : }
1406 0 : ss << ") {\n\t";
1407 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
1408 0 : ss << "int gid0 = get_global_id(0);\n\t";
1409 0 : ss << "double arg0, arg1, arg2;\n\t";
1410 0 : ss << "arg1 = " << vSubArguments[1]->GenSlidingWindowDeclRef();
1411 0 : ss << ";\n\t";
1412 0 : ss << "arg2 = " << vSubArguments[2]->GenSlidingWindowDeclRef();
1413 0 : ss << ";\n\t";
1414 0 : ss << "int argLen1 = " << pSVR1->GetArrayLength() << ";\n\t";
1415 0 : ss << "int argLen2 = " << pSVR2->GetArrayLength() << ";\n\t";
1416 0 : ss << "if (gid0 >= argLen1)\n\t\t";
1417 0 : ss << "arg1 = 0.0;\n\t";
1418 0 : ss << "if (gid0 >= argLen2)\n\t\t";
1419 0 : ss << "arg2 = 0.0;\n\t";
1420 0 : ss << "if (isNan(arg1))\n\t\t";
1421 0 : ss << "arg1 = 0.0;\n\t";
1422 0 : ss << "if (isNan(arg2))\n\t\t";
1423 0 : ss << "arg2 = 0.0;\n\t";
1424 0 : ss << "double invest = arg1 + 1.0;\n\t";
1425 0 : ss << "double reinvest = arg2 + 1.0;\n\t";
1426 0 : ss << "double NPV_invest = 0.0;\n\t";
1427 0 : ss << "double Pow_invest = 1.0;\n\t";
1428 0 : ss << "double NPV_reinvest = 0.0;\n\t";
1429 0 : ss << "double Pow_reinvest = 1.0;\n\t";
1430 0 : ss << "int nCount = 0;\n\t";
1431 0 : ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
1432 0 : ss << "for (int i = 0; i + gid0 < arrayLength &&";
1433 0 : ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
1434 0 : ss << "arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
1435 0 : ss << ";\n\t\t";
1436 0 : ss << "if (isNan(arg0))\n\t\t\t";
1437 0 : ss << "continue;\n\t\t";
1438 0 : ss << "if (arg0 > 0.0)\n\t\t\t";
1439 0 : ss << "NPV_reinvest += arg0 * Pow_reinvest;\n\t\t";
1440 0 : ss << "else if (arg0 < 0.0)\n\t\t\t";
1441 0 : ss << "NPV_invest += arg0 * Pow_invest;\n\t\t";
1442 0 : ss << "Pow_reinvest /= reinvest;\n\t\t";
1443 0 : ss << "Pow_invest /= invest;\n\t\t";
1444 0 : ss << "nCount++;\n\t";
1445 0 : ss << "}\n\t";
1446 0 : ss << "tmp = ";
1447 0 : ss << "-NPV_reinvest /NPV_invest * pow(reinvest,(double)nCount-1);\n\t";
1448 0 : ss << "tmp = pow(tmp, 1.0 / (nCount - 1)) - 1.0;\n\t";
1449 0 : ss << "return (double)tmp;\n";
1450 0 : ss << "}";
1451 0 : }
1452 :
1453 0 : void OpEffective::GenSlidingWindowFunction(std::stringstream& ss,
1454 : const std::string &sSymName, SubArguments& vSubArguments)
1455 : {
1456 0 : ss << "\ndouble " << sSymName;
1457 0 : ss << "_" << BinFuncName() << "(";
1458 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1459 : {
1460 0 : if (i)
1461 0 : ss << ",";
1462 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1463 : }
1464 0 : ss << ") {\n";
1465 0 : ss << " double tmp = " << GetBottom() <<";\n";
1466 0 : ss << " int gid0 = get_global_id(0);\n\t";
1467 0 : ss << " double arg0 = " << GetBottom() << ";\n";
1468 0 : ss << " double arg1 = " << GetBottom() << ";\n";
1469 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1470 : {
1471 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
1472 : assert(pCur);
1473 0 : if (pCur->GetType() == formula::svSingleVectorRef)
1474 : {
1475 : const formula::SingleVectorRefToken* pSVR =
1476 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
1477 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
1478 : }
1479 0 : else if (pCur->GetType() == formula::svDouble)
1480 : {
1481 0 : ss << " {\n";
1482 : }
1483 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
1484 : {
1485 0 : ss << " if (isNan(";
1486 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
1487 0 : ss << "))\n";
1488 0 : ss << " arg" << i << " = 0;\n";
1489 0 : ss << " else\n";
1490 0 : ss << " arg" << i << " = ";
1491 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
1492 0 : ss << " }\n";
1493 : }
1494 : else
1495 : {
1496 0 : ss << " arg" << i << " = ";
1497 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
1498 : }
1499 : }
1500 0 : ss << " tmp = pow(1.0 + arg0 * pow(arg1, -1), arg1)-1.0;\n";
1501 0 : ss << " return tmp;\n";
1502 0 : ss << "}";
1503 0 : }
1504 :
1505 0 : void OpTbilleq::BinInlineFun(std::set<std::string>& decls,
1506 : std::set<std::string>& funs)
1507 : {
1508 0 : decls.insert(GetDiffDate360_Decl);decls.insert(GetDiffDate360Decl);
1509 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
1510 0 : decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
1511 0 : decls.insert(IsLeapYearDecl);
1512 0 : funs.insert(GetDiffDate360_);funs.insert(GetDiffDate360);
1513 0 : funs.insert(DateToDays);funs.insert(DaysToDate_LocalBarrier);
1514 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
1515 0 : funs.insert(IsLeapYear);
1516 0 : }
1517 0 : void OpTbilleq::GenSlidingWindowFunction(
1518 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1519 : {
1520 0 : ss << "\ndouble " << sSymName;
1521 0 : ss << "_"<< BinFuncName() <<"(";
1522 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1523 : {
1524 0 : if (i)
1525 0 : ss << ",";
1526 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1527 : }
1528 0 : ss << ") {\n\t";
1529 0 : ss << " int gid0 = get_global_id(0);\n";
1530 0 : ss << "double tmp = 0;\n\t";
1531 0 : ss << "double tmp000;\n\t";
1532 0 : ss << "double tmp001;\n\t";
1533 0 : ss << "double tmp002;\n\t";
1534 :
1535 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1536 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1537 0 : formula::SingleVectorRefToken *>(tmpCur0);
1538 :
1539 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1540 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1541 0 : formula::SingleVectorRefToken *>(tmpCur1);
1542 :
1543 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1544 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1545 0 : formula::SingleVectorRefToken *>(tmpCur2);
1546 :
1547 0 : ss<< "int buffer_tmp000_len = ";
1548 0 : ss<< tmpCurDVR0->GetArrayLength();
1549 0 : ss << ";\n\t";
1550 :
1551 0 : ss<< "int buffer_tmp001_len = ";
1552 0 : ss<< tmpCurDVR1->GetArrayLength();
1553 0 : ss << ";\n\t";
1554 :
1555 0 : ss<< "int buffer_tmp002_len = ";
1556 0 : ss<< tmpCurDVR2->GetArrayLength();
1557 0 : ss << ";\n\t";
1558 :
1559 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
1560 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1561 0 : ss<<"))\n\t\t";
1562 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
1563 0 : ss<<"tmp000 = ";
1564 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1565 0 : ss<<";\n\t";
1566 :
1567 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
1568 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1569 0 : ss<<"))\n\t\t";
1570 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
1571 0 : ss<<"tmp001 = ";
1572 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1573 0 : ss<<";\n\t";
1574 :
1575 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
1576 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1577 0 : ss<<"))\n\t\t";
1578 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
1579 0 : ss<<"tmp002 = ";
1580 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1581 0 : ss<<";\n\t";
1582 :
1583 0 : ss<<"tmp001+=1.0;\n";
1584 0 : ss<<"int nDiff =GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
1585 0 : ss<<"tmp =( 365 * tmp002 ) / ( 360 - ( tmp002 * ( nDiff ) ) );\n";
1586 0 : ss << "return tmp;\n";
1587 0 : ss << "}";
1588 0 : }
1589 0 : void OpCumprinc::BinInlineFun(std::set<std::string>& decls,
1590 : std::set<std::string>& funs)
1591 : {
1592 0 : decls.insert(GetRmz_newDecl); decls.insert(GetZw_newDecl);
1593 0 : funs.insert(GetRmz_new);funs.insert(GetZw_new);
1594 0 : }
1595 0 : void OpCumprinc::GenSlidingWindowFunction(std::stringstream &ss,
1596 : const std::string &sSymName, SubArguments &vSubArguments)
1597 : {
1598 0 : ss << "\ndouble " << sSymName;
1599 0 : ss << "_"<< BinFuncName() <<"(";
1600 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1601 : {
1602 0 : if (i)
1603 0 : ss << ",";
1604 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1605 : }
1606 0 : ss << ") {\n";
1607 0 : ss << " double tmp = " << GetBottom() <<";\n";
1608 0 : ss << " int gid0 = get_global_id(0);\n";
1609 0 : ss << " double fRate,fVal;\n";
1610 0 : ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
1611 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1612 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1613 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1614 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1615 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
1616 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
1617 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
1618 : {
1619 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1620 0 : formula::SingleVectorRefToken *>(tmpCur0);
1621 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
1622 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
1623 0 : ss <<"))\n";
1624 0 : ss <<" fRate = 0;\n else\n";
1625 : }
1626 0 : ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
1627 0 : ss <<";\n";
1628 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
1629 : {
1630 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1631 0 : formula::SingleVectorRefToken *>(tmpCur1);
1632 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
1633 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
1634 0 : ss <<"))\n";
1635 0 : ss <<" nNumPeriods = 0;\n else\n";
1636 : }
1637 0 : ss <<" nNumPeriods = (int)";
1638 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
1639 0 : ss <<";\n";
1640 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
1641 : {
1642 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1643 0 : formula::SingleVectorRefToken *>(tmpCur2);
1644 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
1645 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
1646 0 : ss <<"))\n";
1647 0 : ss <<" fVal = 0;\n else\n";
1648 : }
1649 0 : ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
1650 0 : ss <<";\n";
1651 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
1652 : {
1653 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1654 0 : formula::SingleVectorRefToken *>(tmpCur3);
1655 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
1656 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1657 0 : ss <<"))\n";
1658 0 : ss <<" nStartPer = 0;\n else\n";
1659 : }
1660 0 : ss <<" nStartPer = (int)";
1661 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1662 0 : ss <<";\n";
1663 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
1664 : {
1665 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1666 0 : formula::SingleVectorRefToken *>(tmpCur4);
1667 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
1668 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1669 0 : ss <<"))\n";
1670 0 : ss <<" nEndPer = 0;\n else\n";
1671 : }
1672 0 : ss <<" nEndPer = (int)";
1673 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1674 0 : ss <<";\n";
1675 :
1676 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
1677 : {
1678 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1679 0 : formula::SingleVectorRefToken *>(tmpCur5);
1680 0 : ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isNan(";
1681 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
1682 0 : ss <<"))\n";
1683 0 : ss <<" nPayType = 0;\n else\n";
1684 : }
1685 0 : ss <<" nPayType = (int)";
1686 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
1687 0 : ss <<";\n";
1688 0 : ss <<" double fRmz;\n";
1689 0 : ss <<" fRmz = GetRmz_new( fRate, nNumPeriods,fVal,0.0,nPayType );\n";
1690 0 : ss <<" if(nStartPer == 1)\n";
1691 0 : ss <<" {\n";
1692 0 : ss <<" if( nPayType <= 0 )\n";
1693 0 : ss <<" tmp = fRmz + fVal * fRate;\n";
1694 0 : ss <<" else\n";
1695 0 : ss <<" tmp = fRmz;\n";
1696 0 : ss <<" nStartPer=nStartPer+1;\n";
1697 0 : ss <<" }\n";
1698 0 : ss <<" for( int i = nStartPer ; i <= nEndPer ; i++ )\n";
1699 0 : ss <<" {\n";
1700 0 : ss <<" if( nPayType > 0 )\n";
1701 0 : ss <<" tmp += fRmz - ( GetZw_new( fRate,i - 2,";
1702 0 : ss <<"fRmz,fVal,1)- fRmz ) * fRate;\n";
1703 0 : ss <<" else\n";
1704 0 : ss <<" tmp += fRmz - GetZw_new( fRate, i - 1,";
1705 0 : ss <<"fRmz,fVal,0 ) * fRate;\n";
1706 0 : ss <<" }\n";
1707 0 : ss <<" return tmp;\n";
1708 0 : ss <<"}";
1709 0 : }
1710 0 : void OpAccrint::BinInlineFun(std::set<std::string>& decls,
1711 : std::set<std::string>& funs)
1712 : {
1713 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
1714 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
1715 0 : decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
1716 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
1717 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
1718 0 : funs.insert(GetNullDate);funs.insert(GetDiffDate);
1719 0 : }
1720 0 : void OpAccrint::GenSlidingWindowFunction(
1721 : std::stringstream &ss, const std::string &sSymName,
1722 : SubArguments &vSubArguments)
1723 : {
1724 0 : ss << "\ndouble " << sSymName;
1725 0 : ss << "_"<< BinFuncName() <<"(";
1726 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1727 : {
1728 0 : if (i)
1729 0 : ss << ",";
1730 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1731 : }
1732 0 : ss << ") {\n";
1733 0 : ss << " int gid0 = get_global_id(0);\n";
1734 0 : ss << " double tmp = 0;\n";
1735 0 : ss << " int nStartDate,nEndDate,mode,freq;\n";
1736 0 : ss << " int nDays1stYear=0;\n";
1737 0 : ss << " double fVal,fRate;\n";
1738 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
1739 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1740 0 : formula::SingleVectorRefToken *>(tmpCur0);
1741 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
1742 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1743 0 : formula::SingleVectorRefToken *>(tmpCur2);
1744 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
1745 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1746 0 : formula::SingleVectorRefToken *>(tmpCur3);
1747 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
1748 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1749 0 : formula::SingleVectorRefToken *>(tmpCur4);
1750 0 : FormulaToken* tmpCur5 = vSubArguments[5]->GetFormulaToken();
1751 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1752 0 : formula::SingleVectorRefToken *>(tmpCur5);
1753 0 : FormulaToken* tmpCur6 = vSubArguments[6]->GetFormulaToken();
1754 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
1755 0 : formula::SingleVectorRefToken *>(tmpCur6);
1756 0 : ss<< " int buffer_nIssue_len = ";
1757 0 : ss<< tmpCurDVR0->GetArrayLength();
1758 0 : ss<< ";\n";
1759 0 : ss<< " int buffer_nSettle_len = ";
1760 0 : ss<< tmpCurDVR2->GetArrayLength();
1761 0 : ss<< ";\n";
1762 0 : ss<< " int buffer_fRate_len = ";
1763 0 : ss<< tmpCurDVR3->GetArrayLength();
1764 0 : ss<< ";\n";
1765 0 : ss<< " int buffer_fVal_len = ";
1766 0 : ss<< tmpCurDVR4->GetArrayLength();
1767 0 : ss<< ";\n";
1768 0 : ss<< " int buffer_nFreq_len = ";
1769 0 : ss<< tmpCurDVR5->GetArrayLength();
1770 0 : ss<< ";\n";
1771 0 : ss<< " int buffer_nMode_len = ";
1772 0 : ss<< tmpCurDVR6->GetArrayLength();
1773 0 : ss << ";\n";
1774 0 : ss<<" if(gid0 >= buffer_nIssue_len || isNan(";
1775 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
1776 0 : ss <<"))\n";
1777 0 : ss <<" nStartDate = 0;\n else\n";
1778 0 : ss <<" nStartDate=(int)";
1779 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
1780 0 : ss <<";\n";
1781 0 : ss <<" if(gid0 >= buffer_nSettle_len || isNan(";
1782 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
1783 0 : ss <<"))\n";
1784 0 : ss <<" nEndDate = 0;\n else\n";
1785 0 : ss <<" nEndDate=(int)";
1786 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1787 0 : ss << ";\n";
1788 0 : ss <<" if(gid0 >= buffer_fRate_len || isNan(";
1789 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1790 0 : ss <<"))\n";
1791 0 : ss <<" fRate = 0;\n else\n";
1792 0 : ss <<" fRate=";
1793 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1794 0 : ss <<";\n";
1795 0 : ss <<" if(gid0 >= buffer_fVal_len || isNan(";
1796 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1797 0 : ss <<"))\n";
1798 0 : ss <<" fVal = 0;\n else\n";
1799 0 : ss <<" fVal=";
1800 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1801 0 : ss <<";\n";
1802 0 : ss <<" if(gid0 >= buffer_nFreq_len || isNan(";
1803 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
1804 0 : ss <<"))\n";
1805 0 : ss <<" freq = 0;\n else\n";
1806 0 : ss <<" freq= (int)";
1807 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
1808 0 : ss <<";\n";
1809 0 : ss <<" if(gid0 >= buffer_nMode_len || isNan(";
1810 0 : ss <<vSubArguments[6]->GenSlidingWindowDeclRef();
1811 0 : ss <<"))\n";
1812 0 : ss <<" mode = 0;\n else\n";
1813 0 : ss <<" mode = (int)";
1814 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
1815 0 : ss <<";\n";
1816 0 : ss <<" int nNullDate=GetNullDate();\n";
1817 0 : ss <<" int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
1818 0 : ss <<"nEndDate, mode,&nDays1stYear);\n";
1819 0 : ss <<" tmp = fVal*fRate*convert_double(nTotalDays)";
1820 0 : ss <<"/convert_double(nDays1stYear);\n";
1821 0 : ss <<" return tmp;\n";
1822 0 : ss <<"}";
1823 0 : }
1824 :
1825 0 : void OpAccrintm::BinInlineFun(std::set<std::string>& decls,
1826 : std::set<std::string>& funs)
1827 : {
1828 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
1829 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
1830 0 : decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
1831 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
1832 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
1833 0 : funs.insert(GetNullDate);funs.insert(GetDiffDate);
1834 0 : }
1835 0 : void OpAccrintm::GenSlidingWindowFunction(
1836 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1837 : {
1838 0 : ss << "\ndouble " << sSymName;
1839 0 : ss << "_"<< BinFuncName() <<"(";
1840 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1841 : {
1842 0 : if (i)
1843 0 : ss << ",";
1844 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1845 : }
1846 0 : ss << ") {\n\t";
1847 0 : ss << "int gid0 = get_global_id(0);\n\t";
1848 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
1849 0 : ss << "int nStartDate,nEndDate,mode;\n\t";
1850 0 : ss << "double fRate,fVal;\n\t";
1851 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1852 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1853 0 : formula::SingleVectorRefToken *>(tmpCur0);
1854 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1855 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1856 0 : formula::SingleVectorRefToken *>(tmpCur1);
1857 :
1858 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1859 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1860 0 : formula::SingleVectorRefToken *>(tmpCur2);
1861 :
1862 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1863 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1864 0 : formula::SingleVectorRefToken *>(tmpCur3);
1865 :
1866 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
1867 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1868 0 : formula::SingleVectorRefToken *>(tmpCur4);
1869 0 : ss<< "int buffer_nIssue_len = ";
1870 0 : ss<< tmpCurDVR0->GetArrayLength();
1871 0 : ss << ";\n\t";
1872 :
1873 0 : ss<< "int buffer_nSettle_len = ";
1874 0 : ss<< tmpCurDVR1->GetArrayLength();
1875 0 : ss << ";\n\t";
1876 :
1877 0 : ss<< "int buffer_fRate_len = ";
1878 0 : ss<< tmpCurDVR2->GetArrayLength();
1879 0 : ss << ";\n\t";
1880 :
1881 0 : ss<< "int buffer_fVal_len = ";
1882 0 : ss<< tmpCurDVR3->GetArrayLength();
1883 0 : ss << ";\n\t";
1884 :
1885 0 : ss<< "int buffer_nMode_len = ";
1886 0 : ss<< tmpCurDVR4->GetArrayLength();
1887 0 : ss << ";\n\t";
1888 0 : ss <<"if(gid0 >= buffer_nIssue_len || isNan(";
1889 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
1890 0 : ss <<"))\n\t\t";
1891 0 : ss <<"nStartDate = 0;\n\telse\n\t\t";
1892 0 : ss << "nStartDate=(int)";
1893 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1894 0 : ss <<";\n\t";
1895 0 : ss <<"if(gid0 >= buffer_nSettle_len || isNan(";
1896 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
1897 0 : ss <<"))\n\t\t";
1898 0 : ss <<"nEndDate = 0;\n\telse\n\t\t";
1899 0 : ss << "nEndDate=(int)";
1900 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1901 0 : ss << ";\n\t";
1902 :
1903 0 : ss <<"if(gid0 >= buffer_fRate_len || isNan(";
1904 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
1905 0 : ss <<"))\n\t\t";
1906 0 : ss <<"fRate = 0;\n\telse\n\t\t";
1907 0 : ss << "fRate=";
1908 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1909 0 : ss <<";\n\t";
1910 0 : ss <<"if(gid0 >= buffer_fVal_len || isNan(";
1911 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1912 0 : ss <<"))\n\t\t";
1913 0 : ss <<"fVal = 0;\n\telse\n\t\t";
1914 0 : ss << "fVal=";
1915 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1916 0 : ss << ";\n\t";
1917 0 : ss <<"if(gid0 >= buffer_nMode_len || isNan(";
1918 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1919 0 : ss <<"))\n\t\t";
1920 0 : ss <<"mode = 0;\n\telse\n\t\t";
1921 0 : ss << "mode = (int)";
1922 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1923 0 : ss << ";\n\t";
1924 0 : ss <<"int nDays1stYear=0;\n\t";
1925 0 : ss <<"int nNullDate=GetNullDate();\n\t";
1926 0 : ss <<"int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
1927 0 : ss <<"nEndDate, mode,&nDays1stYear);\n\t";
1928 0 : ss <<"tmp = fVal*fRate*convert_double(nTotalDays)";
1929 0 : ss <<"/convert_double(nDays1stYear);\n\t";
1930 0 : ss << "return tmp;\n";
1931 0 : ss << "}";
1932 0 : }
1933 :
1934 0 : void OpYield::BinInlineFun(std::set<std::string>& decls,
1935 : std::set<std::string>& funs)
1936 : {
1937 0 : decls.insert(getYield_Decl);decls.insert(getPrice_Decl);
1938 0 : decls.insert(coupnumDecl);decls.insert(coupdaysncDecl);
1939 0 : decls.insert(coupdaybsDecl);decls.insert(coupdaysDecl);
1940 0 : decls.insert(lcl_GetcoupnumDecl);decls.insert(lcl_GetcoupdaysDecl);
1941 0 : decls.insert(lcl_GetcoupdaybsDecl);decls.insert(getDiffDecl);
1942 0 : decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
1943 0 : decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
1944 0 : decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
1945 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
1946 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
1947 0 : decls.insert(IsLeapYearDecl);
1948 :
1949 0 : funs.insert(getYield_);funs.insert(getPrice_);
1950 0 : funs.insert(coupnum);funs.insert(coupdaysnc);
1951 0 : funs.insert(coupdaybs);funs.insert(coupdays);
1952 0 : funs.insert(lcl_Getcoupnum);funs.insert(lcl_Getcoupdays);
1953 0 : funs.insert(lcl_Getcoupdaybs);funs.insert(getDiff);
1954 0 : funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
1955 0 : funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
1956 0 : funs.insert(addMonths);funs.insert(ScaDate);
1957 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
1958 0 : funs.insert(DaysToDate);funs.insert(DaysInMonth);
1959 0 : funs.insert(IsLeapYear);
1960 0 : }
1961 :
1962 0 : void OpYield::GenSlidingWindowFunction(
1963 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1964 : {
1965 0 : ss << "\ndouble " << sSymName;
1966 0 : ss << "_"<< BinFuncName() <<"(";
1967 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
1968 : {
1969 0 : if (i)
1970 0 : ss << ",";
1971 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1972 : }
1973 0 : ss << ") {\n\t";
1974 0 : ss << "double tmp = 0;\n\t";
1975 0 : ss << "int gid0 = get_global_id(0);\n\t";
1976 0 : ss << "double tmp000;\n\t";
1977 0 : ss << "double tmp001;\n\t";
1978 0 : ss << "double tmp002;\n\t";
1979 0 : ss << "double tmp003;\n\t";
1980 0 : ss << "double tmp004;\n\t";
1981 0 : ss << "double tmp005;\n\t";
1982 0 : ss << "double tmp006;\n\t";
1983 :
1984 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1985 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1986 0 : formula::SingleVectorRefToken *>(tmpCur0);
1987 :
1988 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1989 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1990 0 : formula::SingleVectorRefToken *>(tmpCur1);
1991 :
1992 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1993 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1994 0 : formula::SingleVectorRefToken *>(tmpCur2);
1995 :
1996 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1997 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1998 0 : formula::SingleVectorRefToken *>(tmpCur3);
1999 :
2000 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
2001 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
2002 0 : formula::SingleVectorRefToken *>(tmpCur4);
2003 :
2004 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
2005 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
2006 0 : formula::SingleVectorRefToken *>(tmpCur5);
2007 :
2008 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
2009 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
2010 0 : formula::SingleVectorRefToken *>(tmpCur6);
2011 :
2012 0 : ss<< "int buffer_tmp000_len = ";
2013 0 : ss<< tmpCurDVR0->GetArrayLength();
2014 0 : ss << ";\n\t";
2015 :
2016 0 : ss<< "int buffer_tmp001_len = ";
2017 0 : ss<< tmpCurDVR1->GetArrayLength();
2018 0 : ss << ";\n\t";
2019 :
2020 0 : ss<< "int buffer_tmp002_len = ";
2021 0 : ss<< tmpCurDVR2->GetArrayLength();
2022 0 : ss << ";\n\t";
2023 :
2024 0 : ss<< "int buffer_tmp003_len = ";
2025 0 : ss<< tmpCurDVR3->GetArrayLength();
2026 0 : ss << ";\n\t";
2027 :
2028 0 : ss<< "int buffer_tmp004_len = ";
2029 0 : ss<< tmpCurDVR4->GetArrayLength();
2030 0 : ss << ";\n\t";
2031 :
2032 0 : ss<< "int buffer_tmp005_len = ";
2033 0 : ss<< tmpCurDVR5->GetArrayLength();
2034 0 : ss << ";\n\t";
2035 :
2036 0 : ss<< "int buffer_tmp006_len = ";
2037 0 : ss<< tmpCurDVR6->GetArrayLength();
2038 0 : ss << ";\n\t";
2039 :
2040 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
2041 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2042 0 : ss<<"))\n\t\t";
2043 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
2044 0 : ss<<"tmp000 = ";
2045 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2046 0 : ss<<";\n\t";
2047 :
2048 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
2049 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2050 0 : ss<<"))\n\t\t";
2051 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
2052 0 : ss<<"tmp001 = ";
2053 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2054 0 : ss<<";\n\t";
2055 :
2056 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
2057 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2058 0 : ss<<"))\n\t\t";
2059 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
2060 0 : ss<<"tmp002 = ";
2061 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2062 0 : ss<<";\n\t";
2063 :
2064 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
2065 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2066 0 : ss<<"))\n\t\t";
2067 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
2068 0 : ss<<"tmp003 = ";
2069 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2070 0 : ss<<";\n\t";
2071 :
2072 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
2073 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2074 0 : ss<<"))\n\t\t";
2075 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
2076 0 : ss<<"tmp004 = ";
2077 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2078 0 : ss<<";\n\t";
2079 :
2080 0 : ss<<"if(gid0>=buffer_tmp005_len || isNan(";
2081 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2082 0 : ss<<"))\n\t\t";
2083 0 : ss<<"tmp005 = 0;\n\telse \n\t\t";
2084 0 : ss<<"tmp005 = ";
2085 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2086 0 : ss<<";\n\t";
2087 :
2088 0 : ss<<"if(gid0>=buffer_tmp006_len || isNan(";
2089 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
2090 0 : ss<<"))\n\t\t";
2091 0 : ss<<"tmp006 = 0;\n\telse \n\t\t";
2092 0 : ss<<"tmp006 = ";
2093 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
2094 0 : ss<<";\n\t";
2095 :
2096 0 : ss << "tmp = getYield_(";
2097 0 : ss << "GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005,tmp006);\n\t ";
2098 0 : ss << "return tmp;\n";
2099 0 : ss << "}";
2100 0 : }
2101 :
2102 0 : void OpSLN::GenSlidingWindowFunction(std::stringstream &ss,
2103 : const std::string &sSymName, SubArguments &vSubArguments)
2104 : {
2105 0 : ss << "\ndouble " << sSymName;
2106 0 : ss << "_"<< BinFuncName() <<"(";
2107 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2108 : {
2109 0 : if (i)
2110 0 : ss << ",";
2111 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2112 : }
2113 0 : ss << ") {\n";
2114 0 : ss << " double tmp = 0;\n";
2115 0 : ss << " int gid0 = get_global_id(0);\n";
2116 0 : ss << " double wert;\n";
2117 0 : ss << " double rest;\n";
2118 0 : ss << " double dauer;\n";
2119 :
2120 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2121 : const formula::SingleVectorRefToken*tmpCurDVR0=
2122 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur0);
2123 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2124 : const formula::SingleVectorRefToken*tmpCurDVR1=
2125 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur1);
2126 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2127 : const formula::SingleVectorRefToken*tmpCurDVR2=
2128 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur2);
2129 0 : ss<< " int buffer_wert_len = ";
2130 0 : ss<< tmpCurDVR0->GetArrayLength();
2131 0 : ss << ";\n";
2132 0 : ss<< " int buffer_rest_len = ";
2133 0 : ss<< tmpCurDVR1->GetArrayLength();
2134 0 : ss << ";\n";
2135 0 : ss<< " int buffer_dauer_len = ";
2136 0 : ss<< tmpCurDVR2->GetArrayLength();
2137 0 : ss << ";\n";
2138 0 : ss<<" if(gid0>=buffer_wert_len || isNan(";
2139 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2140 0 : ss<<"))\n";
2141 0 : ss<<" wert = 0;\n\telse \n";
2142 0 : ss<<" wert = ";
2143 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2144 0 : ss<<";\n";
2145 0 : ss<<" if(gid0>=buffer_rest_len || isNan(";
2146 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2147 0 : ss<<"))\n";
2148 0 : ss<<" rest = 0;\n\telse \n";
2149 0 : ss<<" rest = ";
2150 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2151 0 : ss<<";\n";
2152 0 : ss<<" if(gid0>=buffer_dauer_len || isNan(";
2153 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2154 0 : ss<<"))\n";
2155 0 : ss<<" dauer = 0;\n\telse \n";
2156 0 : ss<<" dauer = ";
2157 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2158 0 : ss<<";\n";
2159 0 : ss << " tmp = (wert-rest)*pow(dauer,-1);\n";
2160 0 : ss << " return tmp;\n";
2161 0 : ss << "}";
2162 0 : }
2163 :
2164 0 : void OpYieldmat::BinInlineFun(std::set<std::string>& decls,
2165 : std::set<std::string>& funs)
2166 : {
2167 0 : decls.insert(GetYearFrac_newDecl);decls.insert(GetNullDateDecl);
2168 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_newDecl);
2169 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
2170 0 : decls.insert(GetYieldmatDecl);
2171 :
2172 0 : funs.insert(GetYearFrac_new);funs.insert(GetNullDate);
2173 0 : funs.insert(DateToDays);funs.insert(DaysToDate_new);
2174 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
2175 0 : funs.insert(GetYieldmat);
2176 0 : }
2177 :
2178 0 : void OpYieldmat::GenSlidingWindowFunction(
2179 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
2180 : {
2181 0 : ss << "\ndouble " << sSymName;
2182 0 : ss << "_"<< BinFuncName() <<"(";
2183 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2184 : {
2185 0 : if (i)
2186 0 : ss << ",";
2187 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2188 : }
2189 0 : ss << ") {\n\t";
2190 0 : ss << "double tmp = 0;\n\t";
2191 0 : ss << "int gid0 = get_global_id(0);\n\t";
2192 0 : ss << "double tmp000;\n\t";
2193 0 : ss << "double tmp001;\n\t";
2194 0 : ss << "double tmp002;\n\t";
2195 0 : ss << "double tmp003;\n\t";
2196 0 : ss << "double tmp004;\n\t";
2197 0 : ss << "double tmp005;\n\t";
2198 :
2199 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2200 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
2201 0 : formula::SingleVectorRefToken *>(tmpCur0);
2202 :
2203 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2204 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
2205 0 : formula::SingleVectorRefToken *>(tmpCur1);
2206 :
2207 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2208 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
2209 0 : formula::SingleVectorRefToken *>(tmpCur2);
2210 :
2211 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
2212 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
2213 0 : formula::SingleVectorRefToken *>(tmpCur3);
2214 :
2215 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
2216 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
2217 0 : formula::SingleVectorRefToken *>(tmpCur4);
2218 :
2219 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
2220 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
2221 0 : formula::SingleVectorRefToken *>(tmpCur5);
2222 :
2223 0 : ss<< "int buffer_tmp000_len = ";
2224 0 : ss<< tmpCurDVR0->GetArrayLength();
2225 0 : ss << ";\n\t";
2226 :
2227 0 : ss<< "int buffer_tmp001_len = ";
2228 0 : ss<< tmpCurDVR1->GetArrayLength();
2229 0 : ss << ";\n\t";
2230 :
2231 0 : ss<< "int buffer_tmp002_len = ";
2232 0 : ss<< tmpCurDVR2->GetArrayLength();
2233 0 : ss << ";\n\t";
2234 :
2235 0 : ss<< "int buffer_tmp003_len = ";
2236 0 : ss<< tmpCurDVR3->GetArrayLength();
2237 0 : ss << ";\n\t";
2238 :
2239 0 : ss<< "int buffer_tmp004_len = ";
2240 0 : ss<< tmpCurDVR4->GetArrayLength();
2241 0 : ss << ";\n\t";
2242 :
2243 0 : ss<< "int buffer_tmp005_len = ";
2244 0 : ss<< tmpCurDVR5->GetArrayLength();
2245 0 : ss << ";\n\t";
2246 :
2247 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
2248 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2249 0 : ss<<"))\n\t\t";
2250 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
2251 0 : ss<<"tmp000 = ";
2252 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2253 0 : ss<<";\n\t";
2254 :
2255 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
2256 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2257 0 : ss<<"))\n\t\t";
2258 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
2259 0 : ss<<"tmp001 = ";
2260 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2261 0 : ss<<";\n\t";
2262 :
2263 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
2264 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2265 0 : ss<<"))\n\t\t";
2266 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
2267 0 : ss<<"tmp002 = ";
2268 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2269 0 : ss<<";\n\t";
2270 :
2271 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
2272 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2273 0 : ss<<"))\n\t\t";
2274 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
2275 0 : ss<<"tmp003 = ";
2276 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2277 0 : ss<<";\n\t";
2278 :
2279 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
2280 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2281 0 : ss<<"))\n\t\t";
2282 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
2283 0 : ss<<"tmp004 = ";
2284 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2285 0 : ss<<";\n\t";
2286 :
2287 0 : ss<<"if(gid0>=buffer_tmp005_len || isNan(";
2288 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2289 0 : ss<<"))\n\t\t";
2290 0 : ss<<"tmp005 = 0;\n\telse \n\t\t";
2291 0 : ss<<"tmp005 = ";
2292 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2293 0 : ss<<";\n\t";
2294 :
2295 0 : ss << "tmp = GetYieldmat(";
2296 0 : ss<<"GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005);\n\t";
2297 0 : ss << "return tmp;\n";
2298 0 : ss << "}";
2299 0 : }
2300 :
2301 0 : void OpPMT::GenSlidingWindowFunction(std::stringstream &ss,
2302 : const std::string &sSymName, SubArguments &vSubArguments)
2303 : {
2304 0 : ss << "\ndouble " << sSymName;
2305 0 : ss << "_"<< BinFuncName() <<"(";
2306 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2307 : {
2308 0 : if (i)
2309 0 : ss << ", ";
2310 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2311 : }
2312 0 : ss<<") {\n";
2313 0 : ss<<" double tmp = 0;\n";
2314 0 : ss<<" double temp=0.0;\n";
2315 0 : ss<<" int gid0 = get_global_id(0);\n";
2316 0 : ss<<" double tmp0=0,tmp1=0,tmp2=0;\n";
2317 0 : ss<<" double tmp3=0,tmp4=0;\n";
2318 0 : size_t i = vSubArguments.size();
2319 0 : ss <<"\n ";
2320 : //while (i-- > 1)
2321 0 : for (i = 0; i < vSubArguments.size(); i++)
2322 : {
2323 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2324 : assert(pCur);
2325 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2326 : {
2327 : const formula::SingleVectorRefToken* pSVR =
2328 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2329 0 : ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2330 : }
2331 0 : else if (pCur->GetType() == formula::svDouble)
2332 : {
2333 0 : ss << "{\n";
2334 : }
2335 : else
2336 : {
2337 : }
2338 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2339 : {
2340 0 : ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
2341 0 : ss <<";\n";
2342 0 : ss <<" if (isNan(temp))\n";
2343 0 : ss <<" tmp"<<i<<"= 0;\n";
2344 0 : ss <<" else\n";
2345 0 : ss <<" tmp"<<i<<"=temp;\n";
2346 0 : ss <<" }\n";
2347 : }
2348 : else
2349 : {
2350 0 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
2351 0 : );
2352 0 : ss <<";\n";
2353 : }
2354 : }
2355 0 : ss<<" if(tmp0==0.0)\n";
2356 0 : ss<<" return -(tmp2+tmp3)/tmp1;\n";
2357 0 : ss<<" tmp-=tmp3;\n";
2358 0 : ss<<" tmp=tmp-tmp2*pow(1.0+tmp0,tmp1);\n";
2359 0 : ss<<" tmp=tmp*pow(( (1.0+tmp0*tmp4)* ";
2360 0 : ss<<"( (pow(1.0+tmp0,tmp1)-1.0)/tmp0)),-1);\n";
2361 0 : ss<<" return tmp;\n";
2362 0 : ss<<"}";
2363 0 : }
2364 :
2365 0 : void OpNPV::GenSlidingWindowFunction(std::stringstream &ss,
2366 : const std::string &sSymName, SubArguments &vSubArguments)
2367 : {
2368 0 : ss << "\ndouble " << sSymName;
2369 0 : ss << "_"<< BinFuncName() <<"(";
2370 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2371 : {
2372 0 : if (i)
2373 0 : ss << ", ";
2374 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2375 : }
2376 0 : ss << ") {\n";
2377 0 : ss << " double tmp = 0.0;\n";
2378 0 : ss << " int gid0 = get_global_id(0);\n";
2379 0 : ss << " int nCount = 1;\n";
2380 0 : ss << " double arg0=";
2381 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
2382 0 : ss <<";\n";
2383 : //while (i-- > 1)
2384 0 : for (size_t i = 1; i < vSubArguments.size(); i++)
2385 : {
2386 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2387 : assert(pCur);
2388 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
2389 : {
2390 : const formula::DoubleVectorRefToken* pDVR =
2391 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
2392 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
2393 0 : ss << " for (int i = ";
2394 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
2395 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
2396 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
2397 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
2398 0 : ss << "0; i < " << pDVR->GetArrayLength();
2399 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
2400 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
2401 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
2402 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
2403 : }
2404 : else {
2405 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
2406 : }
2407 : }
2408 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
2409 : {
2410 : const formula::SingleVectorRefToken* pSVR =
2411 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2412 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2413 : }
2414 0 : else if (pCur->GetType() == formula::svDouble)
2415 : {
2416 0 : ss << "{\n";
2417 : }
2418 : else
2419 : {
2420 0 : ss << "nCount += 1;\n";
2421 : }
2422 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2423 : {
2424 0 : ss << " double temp=";
2425 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2426 0 : ss << ";\n";
2427 0 : ss << " double temp1=1.0;";
2428 0 : ss << " if (isNan(temp)){\n";
2429 0 : ss << " tmp += 0;}\n";
2430 0 : ss << " else{\n";
2431 0 : ss << " for(int i=1;i<nCount;i+=2)\n";
2432 0 : ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
2433 0 : ss << " if(nCount%2)\n";
2434 0 : ss << " temp1*=1.0f+ arg0;\n";
2435 0 : ss << " tmp +=temp/ temp1;\n";
2436 0 : ss << " nCount += 1;\n";
2437 0 : ss << " }\n";
2438 0 : ss << " }\n";
2439 : }
2440 : else
2441 : {
2442 0 : ss << " double temp=";
2443 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2444 0 : ss << ";\n";
2445 0 : ss << " double temp1=1.0;";
2446 0 : ss << " for(int i=1;i<nCount;i+=2)";
2447 0 : ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
2448 0 : ss << " if(nCount%2)";
2449 0 : ss << " temp1*=1.0f+ arg0;\n";
2450 0 : ss << " tmp +=temp/ temp1;\n";
2451 0 : ss << " nCount += 1;\n";
2452 : }
2453 : }
2454 0 : ss << " return tmp;\n";
2455 0 : ss << "}";
2456 0 : }
2457 :
2458 0 : void OpPrice::BinInlineFun(std::set<std::string>& decls,
2459 : std::set<std::string>& funs)
2460 : {
2461 0 : decls.insert(getPrice_new_Decl);
2462 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
2463 0 : decls.insert(DaysToDateDecl);
2464 0 : decls.insert(DateToDaysDecl);
2465 0 : decls.insert(ScaDateDecl);
2466 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
2467 0 : decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
2468 0 : decls.insert(coupnum_newDecl);
2469 0 : decls.insert(DateToDays_newDecl);
2470 0 : decls.insert(getDaysInMonthRangeDecl);
2471 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
2472 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
2473 0 : decls.insert(coupdaybs_newDecl);
2474 0 : decls.insert(lcl_Getcoupdays_newDecl);
2475 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
2476 0 : decls.insert(coupdays_newDecl);
2477 0 : decls.insert(coupdaysnc_newDecl);
2478 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
2479 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
2480 0 : funs.insert(DateToDays);
2481 0 : funs.insert(ScaDate);
2482 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
2483 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
2484 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
2485 0 : funs.insert(setDay);funs.insert(checklessthan);
2486 0 : funs.insert(lcl_Getcoupdaybs_new);
2487 0 : funs.insert(coupdaybs_new);
2488 0 : funs.insert(lcl_Getcoupdays_new);
2489 0 : funs.insert(coupdaysnc_new);
2490 0 : funs.insert(coupdays_new);
2491 0 : funs.insert(setDay);funs.insert(checklessthan);
2492 0 : funs.insert(lcl_Getcoupnum_new);
2493 0 : funs.insert(coupnum_new);funs.insert(getPrice_new);
2494 0 : }
2495 0 : void OpPrice::GenSlidingWindowFunction(std::stringstream &ss,
2496 : const std::string &sSymName, SubArguments &vSubArguments)
2497 : {
2498 0 : ss << "\ndouble " << sSymName;
2499 0 : ss << "_"<< BinFuncName() <<"(";
2500 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2501 : {
2502 0 : if (i)
2503 0 : ss << ", ";
2504 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2505 : }
2506 0 : ss<<") {\n";
2507 0 : ss<<" double tmp = 0;\n";
2508 0 : ss<<" int gid0 = get_global_id(0);\n";
2509 0 : ss<<" double tmp0=0;\n";
2510 0 : ss<<" double tmp1=0;\n";
2511 0 : ss<<" double tmp2=0;\n";
2512 0 : ss<<" double tmp3=0;\n";
2513 0 : ss<<" double tmp4=0,tmp5=0;\n";
2514 0 : ss<<" double tmp6=0;\n";
2515 0 : ss<<"\n";
2516 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2517 : {
2518 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2519 : assert(pCur);
2520 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2521 : {
2522 : const formula::SingleVectorRefToken* pSVR =
2523 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2524 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2525 : }
2526 0 : else if (pCur->GetType() == formula::svDouble)
2527 : {
2528 0 : ss << "{\n";
2529 : }
2530 : else
2531 : {
2532 : }
2533 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2534 : {
2535 0 : ss << " if (isNan(";
2536 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2537 0 : ss << "))\n";
2538 0 : ss << " tmp"<<i<<"= 0;\n";
2539 0 : ss << " else\n";
2540 0 : ss << " tmp"<<i<<"=";
2541 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2542 0 : ss << ";\n }\n";
2543 : }
2544 : else
2545 : {
2546 0 : ss << " tmp"<<i<<"=";
2547 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2548 0 : ss <<";\n";
2549 : }
2550 : }
2551 0 : ss << " if(tmp4*tmp5 == 0) return NAN;\n";
2552 0 : ss << " tmp = getPrice_(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
2553 0 : ss << " return tmp;\n";
2554 0 : ss << "}";
2555 0 : }
2556 :
2557 0 : void OpOddlprice::BinInlineFun(std::set<std::string>& decls,
2558 : std::set<std::string>& funs)
2559 : {
2560 0 : decls.insert(GetOddlpriceDecl);decls.insert(GetDiffDateDecl);
2561 0 : decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
2562 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
2563 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
2564 0 : decls.insert(GetYearFracDecl);
2565 0 : funs.insert(GetOddlprice);funs.insert(GetDiffDate);
2566 0 : funs.insert(GetYearDiff);funs.insert(IsLeapYear);
2567 0 : funs.insert(GetNullDate);funs.insert(DaysInMonth);
2568 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
2569 0 : funs.insert(GetYearFrac);
2570 0 : }
2571 0 : void OpOddlprice::GenSlidingWindowFunction(std::stringstream &ss,
2572 : const std::string &sSymName, SubArguments &vSubArguments)
2573 : {
2574 0 : ss << "\ndouble " << sSymName;
2575 0 : ss << "_"<< BinFuncName() <<"(";
2576 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2577 : {
2578 0 : if (i)
2579 0 : ss << ", ";
2580 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2581 : }
2582 0 : ss <<") {\n";
2583 0 : ss <<" double tmp = 0;\n";
2584 0 : ss <<" int gid0 = get_global_id(0);\n";
2585 0 : ss <<" double tmp0=0;\n";
2586 0 : ss <<" double tmp1=0;\n";
2587 0 : ss <<" double tmp2=0;\n";
2588 0 : ss <<" double tmp3=0;\n";
2589 0 : ss <<" double tmp4=0;\n";
2590 0 : ss <<" double tmp5=0;\n";
2591 0 : ss <<" double tmp6=0;\n";
2592 0 : ss <<" double tmp7=0;\n";
2593 0 : ss <<" \n";
2594 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2595 : {
2596 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2597 : assert(pCur);
2598 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
2599 : {
2600 : const formula::DoubleVectorRefToken* pDVR =
2601 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
2602 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
2603 0 : ss << " for (int i = ";
2604 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
2605 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
2606 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
2607 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
2608 0 : ss << "0; i < " << pDVR->GetArrayLength();
2609 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
2610 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
2611 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
2612 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
2613 : }
2614 : else {
2615 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
2616 : }
2617 : }
2618 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
2619 : {
2620 : const formula::SingleVectorRefToken* pSVR =
2621 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2622 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2623 : }
2624 0 : else if (pCur->GetType() == formula::svDouble)
2625 : {
2626 0 : ss << "{\n";
2627 : }
2628 : else
2629 : {
2630 : }
2631 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2632 : {
2633 0 : ss << " if (isNan(";
2634 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2635 0 : ss << "))\n";
2636 0 : ss << " tmp"<<i<<"= 0;\n";
2637 0 : ss << " else\n";
2638 0 : ss << " tmp"<<i<<"=";
2639 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2640 0 : ss << ";\n";
2641 0 : ss <<" }\n";
2642 : }
2643 : else
2644 : {
2645 0 : ss << " tmp"<<i<<"=";
2646 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2647 0 : ss <<";\n";
2648 : }
2649 : }
2650 0 : ss <<" int nNullDate = GetNullDate();\n";
2651 0 : ss <<" tmp = GetOddlprice(nNullDate,tmp0,tmp1,";
2652 0 : ss <<"tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
2653 0 : ss <<" return tmp;\n";
2654 0 : ss <<"}";
2655 0 : }
2656 0 : void OpOddlyield::BinInlineFun(std::set<std::string>& decls,
2657 : std::set<std::string>& funs)
2658 : {
2659 0 : decls.insert(GetDiffDateDecl);decls.insert(DaysToDateDecl);
2660 0 : decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
2661 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
2662 0 : decls.insert(DaysInMonthDecl);
2663 0 : decls.insert(GetYearFracDecl);decls.insert(GetOddlyieldDecl);
2664 0 : funs.insert(GetDiffDate);funs.insert(DaysToDate);
2665 0 : funs.insert(GetYearDiff);funs.insert(IsLeapYear);
2666 0 : funs.insert(GetNullDate);funs.insert(DaysInMonth);
2667 0 : funs.insert(DateToDays);
2668 0 : funs.insert(GetYearFrac);funs.insert(GetOddlyield);
2669 0 : }
2670 0 : void OpOddlyield::GenSlidingWindowFunction(std::stringstream &ss,
2671 : const std::string &sSymName, SubArguments &vSubArguments)
2672 : {
2673 0 : ss << "\ndouble " << sSymName;
2674 0 : ss << "_"<< BinFuncName() <<"(";
2675 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2676 : {
2677 0 : if (i)
2678 0 : ss << ", ";
2679 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2680 : }
2681 0 : ss <<") {\n";
2682 0 : ss <<" double tmp = 0;\n";
2683 0 : ss <<" int gid0 = get_global_id(0);\n";
2684 0 : ss <<" double tmp0=0;\n";
2685 0 : ss <<" double tmp1=0;\n";
2686 0 : ss <<" double tmp2=0;\n";
2687 0 : ss <<" double tmp3=0;\n";
2688 0 : ss <<" double tmp4=0;\n";
2689 0 : ss <<" double tmp5=0;\n";
2690 0 : ss <<" double tmp6=0;\n";
2691 0 : ss <<" double tmp7=0;\n";
2692 0 : ss <<" \n";
2693 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2694 : {
2695 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2696 : assert(pCur);
2697 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
2698 : {
2699 : const formula::DoubleVectorRefToken* pDVR =
2700 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
2701 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
2702 0 : ss << " for (int i = ";
2703 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
2704 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
2705 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
2706 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
2707 0 : ss << "0; i < " << pDVR->GetArrayLength();
2708 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
2709 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
2710 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
2711 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
2712 : }
2713 : else {
2714 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
2715 : }
2716 : }
2717 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
2718 : {
2719 : const formula::SingleVectorRefToken* pSVR =
2720 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2721 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2722 : }
2723 0 : else if (pCur->GetType() == formula::svDouble)
2724 : {
2725 0 : ss << "{\n";
2726 : }
2727 : else
2728 : {
2729 : }
2730 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2731 : {
2732 0 : ss << " if (isNan(";
2733 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2734 0 : ss << "))\n";
2735 0 : ss << " tmp"<<i<<"= 0;\n";
2736 0 : ss << " else\n";
2737 0 : ss << " tmp"<<i<<"=";
2738 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2739 0 : ss << ";\n";
2740 0 : ss <<" }\n";
2741 : }
2742 : else
2743 : {
2744 0 : ss << " tmp"<<i<<"=";
2745 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2746 0 : ss <<";\n";
2747 : }
2748 : }
2749 0 : ss <<" int nNullDate = GetNullDate();\n";
2750 0 : ss <<" tmp = GetOddlyield(nNullDate,tmp0,tmp1";
2751 0 : ss <<",tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
2752 0 : ss <<" return tmp;\n";
2753 0 : ss <<"}";
2754 0 : }
2755 0 : void OpPriceDisc::BinInlineFun(std::set<std::string>& decls,
2756 : std::set<std::string>& funs)
2757 : {
2758 0 : decls.insert(GetYearDiffDecl);decls.insert(getDiffDecl);
2759 0 : decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
2760 0 : decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
2761 0 : decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
2762 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
2763 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
2764 0 : decls.insert(IsLeapYearDecl);decls.insert(GetDiffDateDecl);
2765 0 : funs.insert(GetYearDiff);funs.insert(getDiff);
2766 0 : funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
2767 0 : funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
2768 0 : funs.insert(addMonths);funs.insert(ScaDate);
2769 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
2770 0 : funs.insert(DaysToDate);funs.insert(DaysInMonth);
2771 0 : funs.insert(IsLeapYear);funs.insert(GetDiffDate);
2772 0 : }
2773 0 : void OpPriceDisc::GenSlidingWindowFunction(std::stringstream &ss,
2774 : const std::string &sSymName, SubArguments &vSubArguments)
2775 : {
2776 0 : ss << "\ndouble " << sSymName;
2777 0 : ss << "_"<< BinFuncName() <<"(";
2778 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2779 : {
2780 0 : if (i)
2781 0 : ss << ", ";
2782 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2783 : }
2784 0 : ss << ") {\n";
2785 0 : ss << " double tmp = 0;\n";
2786 0 : ss << " int gid0 = get_global_id(0);\n";
2787 0 : ss<<" double tmp0=0;\n";
2788 0 : ss<<" double tmp1=0;\n";
2789 0 : ss<<" double tmp2=0;\n";
2790 0 : ss<<" double tmp3=0;\n";
2791 0 : ss<<" double tmp4=0;\n";
2792 0 : ss <<" \n";
2793 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2794 : {
2795 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2796 : assert(pCur);
2797 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2798 : {
2799 : const formula::SingleVectorRefToken* pSVR =
2800 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2801 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2802 : }
2803 0 : else if (pCur->GetType() == formula::svDouble)
2804 : {
2805 0 : ss << "{\n";
2806 : }
2807 : else
2808 : {
2809 : }
2810 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2811 : {
2812 0 : ss << " if (isNan(";
2813 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2814 0 : ss << "))\n";
2815 0 : ss << " tmp"<<i<<"= 0;\n";
2816 0 : ss << " else\n";
2817 0 : ss << " tmp"<<i<<"=";
2818 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2819 0 : ss << ";\n";
2820 0 : ss <<" }\n";
2821 : }
2822 : else
2823 : {
2824 0 : ss << " tmp"<<i<<"=";
2825 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2826 0 : ss <<";\n";
2827 : }
2828 : }
2829 0 : ss <<" int nNullDate = GetNullDate();\n";
2830 0 : ss <<" tmp=tmp3* ( 1.0 -tmp2*GetYearDiff( nNullDate, ";
2831 0 : ss <<"tmp0,tmp1,tmp4));\n";
2832 0 : ss <<" return tmp;\n";
2833 0 : ss <<"}";
2834 0 : }
2835 0 : void OpNper::GenSlidingWindowFunction(std::stringstream &ss,
2836 : const std::string &sSymName, SubArguments &vSubArguments)
2837 : {
2838 0 : ss << "\ndouble " << sSymName;
2839 0 : ss << "_"<< BinFuncName() <<"(";
2840 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2841 : {
2842 0 : if (i)
2843 0 : ss << ", ";
2844 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2845 : }
2846 0 : ss << ") {\n";
2847 0 : ss << " double tmp = 0;\n";
2848 0 : ss << " int gid0 = get_global_id(0);\n";
2849 0 : ss <<" double tmp0=0;\n";
2850 0 : ss <<" double tmp1=0;\n";
2851 0 : ss <<" double tmp2=0;\n";
2852 0 : ss <<" double tmp3=0;\n";
2853 0 : ss <<" double tmp4=0;\n";
2854 :
2855 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2856 : {
2857 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2858 : assert(pCur);
2859 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2860 : {
2861 : const formula::SingleVectorRefToken* pSVR =
2862 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2863 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2864 : }
2865 0 : else if (pCur->GetType() == formula::svDouble)
2866 : {
2867 0 : ss << "{\n";
2868 : }
2869 : else
2870 : {
2871 : }
2872 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2873 : {
2874 0 : ss << " if (isNan(";
2875 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2876 0 : ss << "))\n";
2877 0 : ss << " tmp"<<i<<"= 0;\n";
2878 0 : ss << " else\n";
2879 0 : ss << " tmp"<<i<<"=";
2880 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2881 0 : ss << ";\n";
2882 0 : ss <<" }\n";
2883 : }
2884 : else
2885 : {
2886 0 : ss << " tmp"<<i<<"=";
2887 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
2888 0 : ss <<";\n";
2889 : }
2890 : }
2891 0 : ss <<" if (tmp0 == 0.0)\n";
2892 0 : ss <<" tmp=(-1*(tmp2 + tmp3)/tmp1);\n";
2893 0 : ss <<" else if (tmp4 > 0.0)\n";
2894 0 : ss <<" tmp=log(-1*(tmp0*tmp3-tmp1*(1.0+tmp0))*";
2895 0 : ss <<"pow((tmp0*tmp2+tmp1*(1.0+tmp0)),-1))/log(1.0+tmp0);\n";
2896 0 : ss <<" else\n";
2897 0 : ss <<" tmp=log(-1*(tmp0*tmp3-tmp1)*pow(tmp0*tmp2+tmp1,-1))";
2898 0 : ss <<"/log(1.0+tmp0);\n";
2899 0 : ss <<" return tmp;\n";
2900 0 : ss <<"}";
2901 0 : }
2902 :
2903 0 : void OpPPMT::BinInlineFun(std::set<std::string>& decls,
2904 : std::set<std::string>& funs)
2905 : {
2906 0 : decls.insert(GetZwDecl);
2907 0 : funs.insert(GetZw);
2908 0 : }
2909 :
2910 0 : void OpPPMT::GenSlidingWindowFunction(std::stringstream &ss,
2911 : const std::string &sSymName, SubArguments &vSubArguments)
2912 : {
2913 0 : ss << "\ndouble " << sSymName;
2914 0 : ss << "_"<< BinFuncName() <<"(";
2915 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2916 : {
2917 0 : if (i)
2918 0 : ss << ", ";
2919 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2920 : }
2921 0 : ss<<") {\n";
2922 0 : ss<<" double tmp = 0;\n";
2923 0 : ss<<" int gid0 = get_global_id(0);\n";
2924 0 : ss<<" double arg=0;\n";
2925 0 : ss<<" double tmp0=0;\n";
2926 0 : ss<<" double tmp1=0;\n";
2927 0 : ss<<" double tmp2=0;\n";
2928 0 : ss<<" double tmp3=0;\n";
2929 0 : ss<<" double tmp4=0,tmp5=0;\n";
2930 0 : ss <<"\n ";
2931 : //while (i-- > 1)
2932 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2933 : {
2934 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2935 : assert(pCur);
2936 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2937 : {
2938 : const formula::SingleVectorRefToken* pSVR =
2939 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2940 0 : ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2941 : }
2942 0 : else if (pCur->GetType() == formula::svDouble)
2943 : {
2944 0 : ss << "{\n";
2945 : }
2946 : else
2947 : {
2948 : }
2949 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2950 : {
2951 0 : ss << " arg=";
2952 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2953 0 : ss << ";\n";
2954 0 : ss << " if (isNan(arg))\n";
2955 0 : ss << " tmp"<<i<<"= 0;\n";
2956 0 : ss << " else\n";
2957 0 : ss << " tmp"<<i<<"=arg;\n";
2958 0 : ss << " }\n";
2959 : }
2960 : else
2961 : {
2962 0 : ss<<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
2963 0 : ss<<";\n";
2964 : }
2965 : }
2966 0 : ss<<" double pmt=0 ;\n";
2967 0 : ss<<" if(tmp0==0.0)\n";
2968 0 : ss<<" return -(tmp3+tmp4)/tmp2;\n";
2969 0 : ss<<" pmt=pmt-tmp4-tmp3*pow(1.0+tmp0,tmp2);\n";
2970 0 : ss<<" pmt=pmt*pow(( (1.0+tmp0*tmp5)* ";
2971 0 : ss<<"( (pow(1.0+tmp0,tmp2)-1.0)/tmp0)),-1);\n";
2972 0 : ss<<" double temp = pow( 1+tmp0,tmp1-2);\n";
2973 0 : ss<<" double re;\n";
2974 0 : ss<<" if(tmp1==1.0){\n";
2975 0 : ss<<" if(tmp5>0.0)\n";
2976 0 : ss<<" re=0.0;\n";
2977 0 : ss<<" else\n";
2978 0 : ss<<" re=-tmp3;\n";
2979 0 : ss<<" }\n";
2980 0 : ss<<" else\n";
2981 0 : ss<<" {\n";
2982 0 : ss<<" if(tmp5>0.0)\n ";
2983 0 : ss<<" re=GetZw(tmp0, tmp1-2.0, pmt, tmp3, 1.0) - pmt;\n";
2984 0 : ss<<" else\n";
2985 0 : ss<<" re=GetZw(tmp0, tmp1-1.0, pmt, tmp3, 0.0);\n";
2986 0 : ss<<" }\n ";
2987 0 : ss<<" re = re * tmp0;\n";
2988 0 : ss<<" tmp = pmt - re;\n";
2989 0 : ss<<" return tmp;\n";
2990 0 : ss<<"}";
2991 0 : }
2992 :
2993 0 : void OpCoupdaybs::BinInlineFun(std::set<std::string>& decls,
2994 : std::set<std::string>& funs)
2995 : {
2996 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
2997 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
2998 0 : decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
2999 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3000 0 : decls.insert(GetDaysInYearsDecl);
3001 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3002 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3003 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
3004 0 : decls.insert(coupdaybs_newDecl);
3005 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3006 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3007 0 : funs.insert(GetNullDate_new);funs.insert(ScaDate);
3008 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3009 0 : funs.insert(GetDaysInYears);
3010 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3011 0 : funs.insert(setDay);funs.insert(checklessthan);
3012 0 : funs.insert(lcl_Getcoupdaybs_new);
3013 0 : funs.insert(coupdaybs_new);
3014 0 : }
3015 0 : void OpCoupdaybs::GenSlidingWindowFunction(
3016 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3017 : vSubArguments)
3018 : {
3019 0 : ss << "\ndouble " << sSymName;
3020 0 : ss << "_"<< BinFuncName() <<"(";
3021 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3022 : {
3023 0 : if (i)
3024 0 : ss << ",";
3025 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3026 : }
3027 0 : ss << ") {\n";
3028 0 : ss << " double tmp = 0;\n";
3029 0 : ss << " int gid0 = get_global_id(0);\n";
3030 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3031 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3032 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3033 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3034 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3035 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3036 : {
3037 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3038 0 : formula::SingleVectorRefToken *>(tmpCur0);
3039 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3040 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3041 0 : ss <<" nSettle = 0;\n else\n";
3042 : }
3043 0 : ss <<" nSettle=(int)";
3044 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3045 0 : ss <<";\n";
3046 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3047 : {
3048 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3049 0 : formula::SingleVectorRefToken *>(tmpCur1);
3050 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3051 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3052 0 : ss <<" nMat = 0;\n else\n";
3053 : }
3054 0 : ss <<" nMat=(int)";
3055 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3056 0 : ss <<";\n";
3057 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3058 : {
3059 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3060 0 : formula::SingleVectorRefToken *>(tmpCur2);
3061 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3062 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3063 0 : ss <<" nFreq = 0;\n else\n";
3064 : }
3065 0 : ss << " nFreq=(int)";
3066 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3067 0 : ss <<";\n";
3068 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3069 : {
3070 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3071 0 : formula::SingleVectorRefToken *>(tmpCur3);
3072 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3073 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3074 0 : ss <<" nBase = 0;\n else\n";
3075 : }
3076 0 : ss << " nBase=(int)";
3077 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3078 0 : ss << ";\n";
3079 0 : ss <<" tmp = coupdaybs_new(nSettle,nMat,nFreq,nBase);\n";
3080 0 : ss <<" return tmp;\n";
3081 0 : ss <<"}";
3082 0 : }
3083 :
3084 0 : void OpCoupdays::BinInlineFun(std::set<std::string>& decls,
3085 : std::set<std::string>& funs)
3086 : {
3087 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3088 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
3089 0 : decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
3090 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3091 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
3092 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3093 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3094 0 : decls.insert(lcl_Getcoupdays_newDecl);
3095 0 : decls.insert(coupdays_newDecl);
3096 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3097 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3098 0 : funs.insert(GetNullDate_new);funs.insert(ScaDate);
3099 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3100 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
3101 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3102 0 : funs.insert(lcl_Getcoupdays_new);
3103 0 : funs.insert(setDay);funs.insert(checklessthan);
3104 0 : funs.insert(coupdays_new);
3105 0 : }
3106 0 : void OpCoupdays::GenSlidingWindowFunction(
3107 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3108 : vSubArguments)
3109 : {
3110 0 : ss << "\ndouble " << sSymName;
3111 0 : ss << "_"<< BinFuncName() <<"(";
3112 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3113 : {
3114 0 : if (i)
3115 0 : ss << ",";
3116 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3117 : }
3118 0 : ss << ") {\n";
3119 0 : ss << " double tmp = 0;\n";
3120 0 : ss << " int gid0 = get_global_id(0);\n";
3121 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3122 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3123 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3124 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3125 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3126 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3127 : {
3128 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3129 0 : formula::SingleVectorRefToken *>(tmpCur0);
3130 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3131 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3132 0 : ss <<" nSettle = 0;\n else\n";
3133 : }
3134 0 : ss <<" nSettle=(int)";
3135 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3136 0 : ss <<";\n";
3137 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3138 : {
3139 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3140 0 : formula::SingleVectorRefToken *>(tmpCur1);
3141 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3142 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3143 0 : ss <<" nMat = 0;\n else\n";
3144 : }
3145 0 : ss <<" nMat=(int)";
3146 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3147 0 : ss <<";\n";
3148 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3149 : {
3150 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3151 0 : formula::SingleVectorRefToken *>(tmpCur2);
3152 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3153 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3154 0 : ss <<" nFreq = 0;\n else\n";
3155 : }
3156 0 : ss << " nFreq=(int)";
3157 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3158 0 : ss <<";\n";
3159 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3160 : {
3161 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3162 0 : formula::SingleVectorRefToken *>(tmpCur3);
3163 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3164 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3165 0 : ss <<" nBase = 0;\n else\n";
3166 : }
3167 0 : ss << " nBase=(int)";
3168 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3169 0 : ss << ";\n";
3170 0 : ss <<" tmp = coupdays_new(nSettle,nMat,nFreq,nBase);\n";
3171 0 : ss <<" return tmp;\n";
3172 0 : ss << "}";
3173 0 : }
3174 0 : void OpCouppcd::BinInlineFun(std::set<std::string>& decls,
3175 : std::set<std::string>& funs)
3176 : {
3177 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3178 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3179 0 : decls.insert(GetNullDateDecl);
3180 0 : decls.insert(ScaDateDecl);
3181 0 : decls.insert(addMonthsDecl);
3182 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3183 0 : decls.insert(lcl_GetCouppcdDecl);
3184 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3185 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3186 0 : funs.insert(GetNullDate);
3187 0 : funs.insert(ScaDate);
3188 0 : funs.insert(addMonths);
3189 0 : funs.insert(setDay);funs.insert(checklessthan);
3190 0 : funs.insert(lcl_GetCouppcd);
3191 0 : }
3192 0 : void OpCouppcd::GenSlidingWindowFunction(
3193 : std::stringstream &ss, const std::string &sSymName,
3194 : SubArguments &vSubArguments)
3195 : {
3196 0 : ss << "\ndouble " << sSymName;
3197 0 : ss << "_"<< BinFuncName() <<"(";
3198 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3199 : {
3200 0 : if (i)
3201 0 : ss << ",";
3202 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3203 : }
3204 0 : ss << ") {\n";
3205 0 : ss << " double tmp = 0;\n";
3206 0 : ss << " int gid0 = get_global_id(0);\n";
3207 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3208 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3209 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3210 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3211 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3212 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3213 : {
3214 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3215 0 : formula::SingleVectorRefToken *>(tmpCur0);
3216 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3217 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3218 0 : ss <<" nSettle = 0;\n else\n";
3219 : }
3220 0 : ss <<" nSettle=(int)";
3221 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3222 0 : ss <<";\n";
3223 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3224 : {
3225 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3226 0 : formula::SingleVectorRefToken *>(tmpCur1);
3227 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3228 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3229 0 : ss <<" nMat = 0;\n else\n";
3230 : }
3231 0 : ss <<" nMat=(int)";
3232 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3233 0 : ss <<";\n";
3234 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3235 : {
3236 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3237 0 : formula::SingleVectorRefToken *>(tmpCur2);
3238 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3239 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3240 0 : ss <<" nFreq = 0;\n else\n";
3241 : }
3242 0 : ss << " nFreq=(int)";
3243 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3244 0 : ss <<";\n";
3245 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3246 : {
3247 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3248 0 : formula::SingleVectorRefToken *>(tmpCur3);
3249 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3250 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3251 0 : ss <<" nBase = 0;\n else\n";
3252 : }
3253 0 : ss << " nBase=(int)";
3254 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3255 0 : ss << ";\n";
3256 0 : ss <<" int nNullDate=693594;\n";
3257 0 : ss <<" tmp = lcl_GetCouppcd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
3258 0 : ss <<" return tmp;\n";
3259 0 : ss <<"}";
3260 0 : }
3261 0 : void OpCoupncd::BinInlineFun(std::set<std::string>& decls,
3262 : std::set<std::string>& funs)
3263 : {
3264 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3265 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3266 0 : decls.insert(GetNullDateDecl);
3267 0 : decls.insert(ScaDateDecl);
3268 0 : decls.insert(addMonthsDecl);
3269 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3270 0 : decls.insert(lcl_GetCoupncdDecl);
3271 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3272 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3273 0 : funs.insert(GetNullDate);
3274 0 : funs.insert(ScaDate);
3275 0 : funs.insert(addMonths);
3276 0 : funs.insert(setDay);funs.insert(checklessthan);
3277 0 : funs.insert(lcl_GetCoupncd);
3278 0 : }
3279 0 : void OpCoupncd::GenSlidingWindowFunction(
3280 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3281 : vSubArguments)
3282 : {
3283 0 : ss << "\ndouble " << sSymName;
3284 0 : ss << "_"<< BinFuncName() <<"(";
3285 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3286 : {
3287 0 : if (i)
3288 0 : ss << ",";
3289 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3290 : }
3291 0 : ss << ") {\n";
3292 0 : ss << " double tmp = 0;\n";
3293 0 : ss << " int gid0 = get_global_id(0);\n";
3294 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3295 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3296 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3297 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3298 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3299 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3300 : {
3301 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3302 0 : formula::SingleVectorRefToken *>(tmpCur0);
3303 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3304 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3305 0 : ss <<" nSettle = 0;\n else\n";
3306 : }
3307 0 : ss <<" nSettle=(int)";
3308 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3309 0 : ss <<";\n";
3310 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3311 : {
3312 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3313 0 : formula::SingleVectorRefToken *>(tmpCur1);
3314 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3315 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3316 0 : ss <<" nMat = 0;\n else\n";
3317 : }
3318 0 : ss <<" nMat=(int)";
3319 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3320 0 : ss <<";\n";
3321 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3322 : {
3323 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3324 0 : formula::SingleVectorRefToken *>(tmpCur2);
3325 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3326 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3327 0 : ss <<" nFreq = 0;\n else\n";
3328 : }
3329 0 : ss << " nFreq=(int)";
3330 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3331 0 : ss <<";\n";
3332 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3333 : {
3334 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3335 0 : formula::SingleVectorRefToken *>(tmpCur3);
3336 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3337 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3338 0 : ss <<" nBase = 0;\n else\n";
3339 : }
3340 0 : ss << " nBase=(int)";
3341 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3342 0 : ss << ";\n";
3343 0 : ss <<" int nNullDate=693594;\n";
3344 0 : ss <<" tmp = lcl_GetCoupncd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
3345 0 : ss <<" return tmp;\n";
3346 0 : ss <<"}";
3347 0 : }
3348 :
3349 0 : void OpCoupdaysnc::BinInlineFun(std::set<std::string>& decls,
3350 : std::set<std::string>& funs)
3351 : {
3352 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonth_newDecl);
3353 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3354 0 : decls.insert(DateToDays_newDecl);
3355 0 : decls.insert(ScaDateDecl);
3356 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3357 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
3358 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3359 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3360 0 : decls.insert(coupdaybs_newDecl);
3361 0 : decls.insert(lcl_Getcoupdays_newDecl);
3362 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
3363 0 : decls.insert(coupdays_newDecl);
3364 0 : decls.insert(coupdaysnc_newDecl);
3365 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
3366 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3367 0 : funs.insert(DateToDays);
3368 0 : funs.insert(ScaDate);
3369 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3370 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
3371 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3372 0 : funs.insert(setDay);funs.insert(checklessthan);
3373 0 : funs.insert(lcl_Getcoupdaybs_new);
3374 0 : funs.insert(coupdaybs_new);
3375 0 : funs.insert(lcl_Getcoupdays_new);
3376 0 : funs.insert(coupdaysnc_new);
3377 0 : funs.insert(coupdays_new);
3378 0 : }
3379 0 : void OpCoupdaysnc::GenSlidingWindowFunction(
3380 : std::stringstream &ss, const std::string &sSymName,
3381 : SubArguments &vSubArguments)
3382 : {
3383 0 : ss << "\ndouble " << sSymName;
3384 0 : ss << "_"<< BinFuncName() <<"(";
3385 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3386 : {
3387 0 : if (i)
3388 0 : ss << ",";
3389 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3390 : }
3391 0 : ss << ") {\n";
3392 0 : ss << " double tmp = 0;\n";
3393 0 : ss << " int gid0 = get_global_id(0);\n";
3394 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3395 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3396 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3397 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3398 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3399 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3400 : {
3401 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3402 0 : formula::SingleVectorRefToken *>(tmpCur0);
3403 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3404 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3405 0 : ss <<" nSettle = 0;\n else\n";
3406 : }
3407 0 : ss <<" nSettle=(int)";
3408 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3409 0 : ss <<";\n";
3410 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3411 : {
3412 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3413 0 : formula::SingleVectorRefToken *>(tmpCur1);
3414 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3415 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3416 0 : ss <<" nMat = 0;\n else\n";
3417 : }
3418 0 : ss <<" nMat=(int)";
3419 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3420 0 : ss <<";\n";
3421 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3422 : {
3423 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3424 0 : formula::SingleVectorRefToken *>(tmpCur2);
3425 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3426 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3427 0 : ss <<" nFreq = 0;\n else\n";
3428 : }
3429 0 : ss << " nFreq=(int)";
3430 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3431 0 : ss <<";\n";
3432 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3433 : {
3434 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3435 0 : formula::SingleVectorRefToken *>(tmpCur3);
3436 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3437 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3438 0 : ss <<" nBase = 0;\n else\n";
3439 : }
3440 0 : ss << " nBase=(int)";
3441 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3442 0 : ss << ";\n";
3443 0 : ss <<" tmp = coupdaysnc_new(nSettle,nMat,nFreq,nBase);\n";
3444 0 : ss <<" return tmp;\n";
3445 0 : ss << "}";
3446 0 : }
3447 :
3448 0 : void OpCoupnum::BinInlineFun(std::set<std::string>& decls,
3449 : std::set<std::string>& funs)
3450 : {
3451 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
3452 0 : decls.insert(DaysToDateDecl);
3453 0 : decls.insert(DateToDaysDecl);
3454 0 : decls.insert(ScaDateDecl);
3455 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3456 0 : decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
3457 0 : decls.insert(coupnum_newDecl);
3458 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
3459 0 : funs.insert(DaysToDate);
3460 0 : funs.insert(DateToDays);
3461 0 : funs.insert(ScaDate);
3462 0 : funs.insert(setDay);funs.insert(checklessthan);
3463 0 : funs.insert(addMonths);funs.insert(lcl_Getcoupnum_new);
3464 0 : funs.insert(coupnum_new);
3465 0 : }
3466 0 : void OpCoupnum::GenSlidingWindowFunction(std::stringstream &ss,
3467 : const std::string &sSymName, SubArguments &vSubArguments)
3468 : {
3469 0 : ss << "\ndouble " << sSymName;
3470 0 : ss << "_"<< BinFuncName() <<"(";
3471 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3472 : {
3473 0 : if (i)
3474 0 : ss << ",";
3475 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3476 : }
3477 0 : ss << ") {\n";
3478 0 : ss << " double tmp = 0;\n";
3479 0 : ss << " int gid0 = get_global_id(0);\n";
3480 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3481 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3482 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3483 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3484 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3485 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3486 : {
3487 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3488 0 : formula::SingleVectorRefToken *>(tmpCur0);
3489 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3490 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3491 0 : ss <<" nSettle = 0;\n else\n";
3492 : }
3493 0 : ss <<" nSettle=(int)";
3494 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3495 0 : ss <<";\n";
3496 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3497 : {
3498 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3499 0 : formula::SingleVectorRefToken *>(tmpCur1);
3500 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3501 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3502 0 : ss <<" nMat = 0;\n else\n";
3503 : }
3504 0 : ss <<" nMat=(int)";
3505 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3506 0 : ss <<";\n";
3507 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3508 : {
3509 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3510 0 : formula::SingleVectorRefToken *>(tmpCur2);
3511 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3512 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3513 0 : ss <<" nFreq = 0;\n else\n";
3514 : }
3515 0 : ss << " nFreq=(int)";
3516 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3517 0 : ss <<";\n";
3518 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3519 : {
3520 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3521 0 : formula::SingleVectorRefToken *>(tmpCur3);
3522 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3523 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3524 0 : ss <<" nBase = 0;\n else\n";
3525 : }
3526 0 : ss << " nBase=(int)";
3527 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3528 0 : ss << ";\n";
3529 0 : ss <<" tmp = coupnum_new(nSettle,nMat,nFreq,nBase);\n";
3530 0 : ss <<" return tmp;\n";
3531 0 : ss << "}";
3532 0 : }
3533 0 : void OpAmordegrc::BinInlineFun(std::set<std::string>& decls,
3534 : std::set<std::string>& funs)
3535 : {
3536 0 : decls.insert(nKorrValDecl); decls.insert(RoundDecl);
3537 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
3538 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3539 0 : decls.insert(GetNullDateDecl); decls.insert(GetYearFracDecl);
3540 0 : funs.insert(Round);
3541 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3542 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3543 0 : funs.insert(GetNullDate);funs.insert(GetYearFrac);
3544 0 : }
3545 0 : void OpAmordegrc::GenSlidingWindowFunction(std::stringstream &ss,
3546 : const std::string &sSymName, SubArguments &vSubArguments)
3547 : {
3548 0 : ss << "\ndouble " << sSymName;
3549 0 : ss << "_"<< BinFuncName() <<"(";
3550 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3551 : {
3552 0 : if (i)
3553 0 : ss << ",";
3554 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3555 : }
3556 0 : ss << ") {\n ";
3557 0 : ss << "int gid0 = get_global_id(0);\n";
3558 0 : ss << " double tmp = " << GetBottom() <<";\n";
3559 0 : ss << " double fCost,fRestVal,fPer,fRate;\n";
3560 0 : ss << " int nDate,nFirstPer,nBase;\n";
3561 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
3562 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
3563 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
3564 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
3565 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
3566 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
3567 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
3568 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3569 : {
3570 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3571 0 : formula::SingleVectorRefToken *>(tmpCur0);
3572 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3573 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3574 0 : ss <<" fCost = 0;\n else\n";
3575 : }
3576 0 : ss << " fCost=";
3577 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3578 0 : ss <<";\n";
3579 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3580 : {
3581 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3582 0 : formula::SingleVectorRefToken *>(tmpCur1);
3583 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3584 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3585 0 : ss <<" nDate = 0;\n else\n";
3586 : }
3587 0 : ss << " nDate=(int)";
3588 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3589 0 : ss << ";\n";
3590 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3591 : {
3592 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3593 0 : formula::SingleVectorRefToken *>(tmpCur2);
3594 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3595 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3596 0 : ss <<" nFirstPer = 0;\n else\n";
3597 : }
3598 0 : ss << " nFirstPer=(int)";
3599 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3600 0 : ss <<";\n";
3601 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3602 : {
3603 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3604 0 : formula::SingleVectorRefToken *>(tmpCur3);
3605 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3606 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3607 0 : ss <<" fRestVal = 0;\n else\n";
3608 : }
3609 0 : ss << " fRestVal=";
3610 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3611 0 : ss << ";\n";
3612 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
3613 : {
3614 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
3615 0 : formula::SingleVectorRefToken *>(tmpCur4);
3616 0 : ss <<" if(isNan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
3617 0 : ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
3618 0 : ss <<" fPer = 0;\n else\n";
3619 : }
3620 0 : ss << " fPer = ";
3621 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
3622 0 : ss <<";\n";
3623 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
3624 : {
3625 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
3626 0 : formula::SingleVectorRefToken *>(tmpCur5);
3627 0 : ss <<" if(isNan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
3628 0 : ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
3629 0 : ss <<" fRate = 0;\n else\n";
3630 : }
3631 0 : ss << " fRate=";
3632 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
3633 0 : ss << ";\n";
3634 0 : if(tmpCur6->GetType() == formula::svSingleVectorRef)
3635 : {
3636 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
3637 0 : formula::SingleVectorRefToken *>(tmpCur6);
3638 0 : ss <<" if(isNan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
3639 0 : ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
3640 0 : ss <<" nBase = 0;\n else\n";
3641 : }
3642 0 : ss << " nBase = (int)";
3643 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
3644 0 : ss << ";\n";
3645 0 : ss <<" uint nPer = convert_int( fPer );\n";
3646 0 : ss <<" double fUsePer = 1.0 *pow( fRate,-1);\n";
3647 0 : ss <<" double fAmorCoeff;\n";
3648 0 : ss <<" if( fUsePer < 3.0 )\n";
3649 0 : ss <<" fAmorCoeff = 1.0;\n";
3650 0 : ss <<" else if( fUsePer < 5.0 )\n";
3651 0 : ss <<" fAmorCoeff = 1.5;\n";
3652 0 : ss <<" else if( fUsePer <= 6.0 )\n";
3653 0 : ss <<" fAmorCoeff = 2.0;\n";
3654 0 : ss <<" else\n";
3655 0 : ss <<" fAmorCoeff = 2.5;\n";
3656 0 : ss <<" fRate *= fAmorCoeff;\n";
3657 0 : ss <<" tmp = Round( GetYearFrac( 693594,";
3658 0 : ss <<"nDate, nFirstPer, nBase ) * fRate * fCost);\n";
3659 0 : ss <<" fCost = fCost-tmp;\n";
3660 0 : ss <<" double fRest = fCost - fRestVal;\n";
3661 0 : ss <<" for( uint n = 0 ; n < nPer ; n++ )\n";
3662 0 : ss <<" {\n";
3663 0 : ss <<" tmp = Round( fRate * fCost);\n";
3664 0 : ss <<" fRest -= tmp;\n";
3665 0 : ss <<" if( fRest < 0.0 )\n";
3666 0 : ss <<" {\n";
3667 0 : ss <<" switch( nPer - n )\n";
3668 0 : ss <<" {\n";
3669 0 : ss <<" case 0:\n";
3670 0 : ss <<" case 1:\n";
3671 0 : ss <<" tmp = Round( fCost * 0.5);\n";
3672 0 : ss <<" default:\n";
3673 0 : ss <<" tmp = 0.0;\n";
3674 0 : ss <<" }\n";
3675 0 : ss <<" }\n";
3676 0 : ss <<" fCost -= tmp;\n";
3677 0 : ss <<" }\n";
3678 0 : ss <<" return tmp;\n";
3679 0 : ss <<"}";
3680 0 : }
3681 0 : void OpAmorlinc::BinInlineFun(std::set<std::string>& decls,
3682 : std::set<std::string>& funs)
3683 : {
3684 0 : decls.insert(nKorrValDecl); decls.insert(RoundDecl);
3685 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
3686 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3687 0 : decls.insert(GetYearFracDecl);
3688 0 : funs.insert(Round);
3689 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3690 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3691 0 : funs.insert(GetYearFrac);
3692 0 : }
3693 0 : void OpAmorlinc::GenSlidingWindowFunction(std::stringstream &ss,
3694 : const std::string &sSymName, SubArguments &vSubArguments)
3695 : {
3696 0 : ss << "\ndouble " << sSymName;
3697 0 : ss << "_"<< BinFuncName() <<"(";
3698 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3699 : {
3700 0 : if (i)
3701 0 : ss << ",";
3702 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3703 : }
3704 0 : ss << ") {\n";
3705 0 : ss << " int gid0 = get_global_id(0);\n";
3706 0 : ss << " double tmp = 0;\n";
3707 0 : ss << " double fCost,fRestVal,fPer,fRate;\n";
3708 0 : ss << " int nDate,nFirstPer,nBase;\n";
3709 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
3710 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
3711 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
3712 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
3713 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
3714 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
3715 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
3716 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3717 : {
3718 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3719 0 : formula::SingleVectorRefToken *>(tmpCur0);
3720 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3721 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3722 0 : ss <<" fCost = 0;\n else\n";
3723 : }
3724 0 : ss << " fCost=";
3725 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3726 0 : ss <<";\n";
3727 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3728 : {
3729 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3730 0 : formula::SingleVectorRefToken *>(tmpCur1);
3731 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3732 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3733 0 : ss <<" nDate = 0;\n else\n";
3734 : }
3735 0 : ss << " nDate=(int)";
3736 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3737 0 : ss << ";\n";
3738 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3739 : {
3740 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3741 0 : formula::SingleVectorRefToken *>(tmpCur2);
3742 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3743 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3744 0 : ss <<" nFirstPer = 0;\n else\n";
3745 : }
3746 0 : ss << " nFirstPer=(int)";
3747 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3748 0 : ss <<";\n";
3749 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3750 : {
3751 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3752 0 : formula::SingleVectorRefToken *>(tmpCur3);
3753 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3754 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3755 0 : ss <<" fRestVal = 0;\n else\n";
3756 : }
3757 0 : ss << " fRestVal=";
3758 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3759 0 : ss << ";\n";
3760 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
3761 : {
3762 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
3763 0 : formula::SingleVectorRefToken *>(tmpCur4);
3764 0 : ss <<" if(isNan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
3765 0 : ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
3766 0 : ss <<" fPer = 0;\n else\n";
3767 : }
3768 0 : ss << " fPer = ";
3769 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
3770 0 : ss <<";\n";
3771 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
3772 : {
3773 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
3774 0 : formula::SingleVectorRefToken *>(tmpCur5);
3775 0 : ss <<" if(isNan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
3776 0 : ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
3777 0 : ss <<" fRate = 0;\n else\n";
3778 : }
3779 0 : ss << " fRate=";
3780 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
3781 0 : ss << ";\n";
3782 0 : if(tmpCur6->GetType() == formula::svSingleVectorRef)
3783 : {
3784 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
3785 0 : formula::SingleVectorRefToken *>(tmpCur6);
3786 0 : ss <<" if(isNan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
3787 0 : ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
3788 0 : ss <<" nBase = 0;\n else\n";
3789 : }
3790 0 : ss << " nBase = (int)";
3791 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
3792 0 : ss << ";\n";
3793 0 : ss <<" int nPer = convert_int( fPer );\n";
3794 0 : ss <<" double fOneRate = fCost * fRate;\n";
3795 0 : ss <<" double fCostDelta = fCost - fRestVal;\n";
3796 0 : ss <<" double f0Rate = GetYearFrac( 693594,";
3797 0 : ss <<"nDate, nFirstPer, nBase )* fRate * fCost;\n";
3798 0 : ss <<" int nNumOfFullPeriods = (int)";
3799 0 : ss <<"( ( fCost - fRestVal - f0Rate) *pow(fOneRate,-1) );\n";
3800 0 : ss <<" if( nPer == 0 )\n";
3801 0 : ss <<" tmp = f0Rate;\n";
3802 0 : ss <<" else if( nPer <= nNumOfFullPeriods )\n";
3803 0 : ss <<" tmp = fOneRate;\n";
3804 0 : ss <<" else if( nPer == nNumOfFullPeriods + 1 )\n";
3805 0 : ss <<" tmp = fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate;\n";
3806 0 : ss <<" else\n";
3807 0 : ss <<" tmp = 0.0;\n";
3808 0 : ss <<" return tmp;\n";
3809 0 : ss <<"}";
3810 0 : }
3811 0 : void OpReceived::BinInlineFun(std::set<std::string>& decls,
3812 : std::set<std::string>& funs)
3813 : {
3814 0 : decls.insert(GetYearDiffDecl);decls.insert(GetDiffDateDecl);
3815 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
3816 0 : decls.insert(GetNullDateDecl);decls.insert(IsLeapYearDecl);
3817 0 : decls.insert(DateToDaysDecl);
3818 0 : funs.insert(GetDiffDate);funs.insert(DaysToDate);
3819 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
3820 0 : funs.insert(DateToDays);funs.insert(IsLeapYear);
3821 0 : funs.insert(GetYearDiff);
3822 0 : }
3823 :
3824 0 : void OpReceived::GenSlidingWindowFunction(std::stringstream &ss,
3825 : const std::string &sSymName, SubArguments &vSubArguments)
3826 : {
3827 0 : ss << "\ndouble " << sSymName;
3828 0 : ss << "_"<< BinFuncName() <<"(";
3829 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3830 : {
3831 0 : if (i)
3832 0 : ss << ",";
3833 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3834 : }
3835 0 : ss << ") {\n";
3836 0 : ss << " double tmp = " << GetBottom() <<";\n";
3837 0 : ss << " int gid0 = get_global_id(0);\n";
3838 0 : ss << " int nSettle, nMat;\n";
3839 0 : ss << " double fInvest,fDisc;\n";
3840 0 : ss << " int rOB;\n";
3841 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
3842 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3843 0 : formula::SingleVectorRefToken *>(tmpCur0);
3844 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
3845 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3846 0 : formula::SingleVectorRefToken *>(tmpCur1);
3847 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
3848 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3849 0 : formula::SingleVectorRefToken *>(tmpCur2);
3850 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
3851 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3852 0 : formula::SingleVectorRefToken *>(tmpCur3);
3853 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
3854 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
3855 0 : formula::SingleVectorRefToken *>(tmpCur4);
3856 0 : ss<< " int buffer_settle_len = ";
3857 0 : ss<< tmpCurDVR0->GetArrayLength();
3858 0 : ss << ";\n";
3859 0 : ss<< " int buffer_mat_len = ";
3860 0 : ss<< tmpCurDVR1->GetArrayLength();
3861 0 : ss << ";\n";
3862 0 : ss<< " int buffer_invest_len = ";
3863 0 : ss<< tmpCurDVR2->GetArrayLength();
3864 0 : ss << ";\n";
3865 0 : ss<< " int buffer_disc_len = ";
3866 0 : ss<< tmpCurDVR3->GetArrayLength();
3867 0 : ss << ";\n";
3868 0 : ss<< " int buffer_rob_len = ";
3869 0 : ss<< tmpCurDVR4->GetArrayLength();
3870 0 : ss << ";\n";
3871 0 : ss <<" if(gid0 >= buffer_settle_len || isNan(";
3872 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
3873 0 : ss <<"))\n";
3874 0 : ss <<" nSettle = 0;\n\telse\n";
3875 0 : ss <<" nSettle = (int)"<<vSubArguments[0]->GenSlidingWindowDeclRef();
3876 0 : ss <<";\n";
3877 0 : ss <<" if(gid0 >= buffer_mat_len || isNan(";
3878 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
3879 0 : ss <<"))\n";
3880 0 : ss <<" nMat = 0;\n\telse\n";
3881 0 : ss <<" nMat = (int)";
3882 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
3883 0 : ss <<";\n";
3884 0 : ss <<" if(gid0 >= buffer_invest_len || isNan(";
3885 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
3886 0 : ss <<"))\n";
3887 0 : ss <<" fInvest = 0;\n\telse\n";
3888 0 : ss <<" fInvest = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
3889 0 : ss <<";\n";
3890 0 : ss <<" if(gid0 >= buffer_disc_len || isNan(";
3891 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
3892 0 : ss <<"))\n";
3893 0 : ss <<" fDisc = 0;\n\telse\n";
3894 0 : ss <<" fDisc = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
3895 0 : ss <<";\n";
3896 0 : ss <<" if(gid0 >= buffer_rob_len || isNan(";
3897 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
3898 0 : ss <<"))\n";
3899 0 : ss <<" rOB = 0;\n\telse\n";
3900 0 : ss <<" rOB = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
3901 0 : ss <<";\n";
3902 0 : ss << " double tmpvalue = (1.0-(fDisc";
3903 0 : ss <<" * GetYearDiff( GetNullDate()";
3904 0 : ss <<",nSettle,nMat,rOB)));\n";
3905 0 : ss << " tmp = fInvest*pow(tmpvalue,-1);\n";
3906 0 : ss << " return tmp;\n";
3907 0 : ss << "}";
3908 0 : }
3909 :
3910 0 : void OpYielddisc::BinInlineFun(std::set<std::string>& decls,
3911 : std::set<std::string>& funs)
3912 : {
3913 0 : decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
3914 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
3915 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
3916 :
3917 0 : funs.insert(GetYearFrac);funs.insert(GetNullDate);
3918 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
3919 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
3920 0 : }
3921 0 : void OpYielddisc::GenSlidingWindowFunction(
3922 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
3923 : {
3924 0 : ss << "\ndouble " << sSymName;
3925 0 : ss << "_"<< BinFuncName() <<"(";
3926 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3927 : {
3928 0 : if (i)
3929 0 : ss << ",";
3930 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3931 : }
3932 0 : ss << ") {\n\t";
3933 0 : ss << "double tmp = 0;\n\t";
3934 0 : ss << "int gid0 = get_global_id(0);\n\t";
3935 0 : ss << "double tmp000;\n\t";
3936 0 : ss << "double tmp001;\n\t";
3937 0 : ss << "double tmp002;\n\t";
3938 0 : ss << "double tmp003;\n\t";
3939 0 : ss << "double tmp004;\n\t";
3940 :
3941 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
3942 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3943 0 : formula::SingleVectorRefToken *>(tmpCur0);
3944 :
3945 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
3946 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3947 0 : formula::SingleVectorRefToken *>(tmpCur1);
3948 :
3949 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
3950 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3951 0 : formula::SingleVectorRefToken *>(tmpCur2);
3952 :
3953 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
3954 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3955 0 : formula::SingleVectorRefToken *>(tmpCur3);
3956 :
3957 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
3958 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
3959 0 : formula::SingleVectorRefToken *>(tmpCur4);
3960 :
3961 0 : ss<< "int buffer_tmp000_len = ";
3962 0 : ss<< tmpCurDVR0->GetArrayLength();
3963 0 : ss << ";\n\t";
3964 :
3965 0 : ss<< "int buffer_tmp001_len = ";
3966 0 : ss<< tmpCurDVR1->GetArrayLength();
3967 0 : ss << ";\n\t";
3968 :
3969 0 : ss<< "int buffer_tmp002_len = ";
3970 0 : ss<< tmpCurDVR2->GetArrayLength();
3971 0 : ss << ";\n\t";
3972 :
3973 0 : ss<< "int buffer_tmp003_len = ";
3974 0 : ss<< tmpCurDVR3->GetArrayLength();
3975 0 : ss << ";\n\t";
3976 :
3977 0 : ss<< "int buffer_tmp004_len = ";
3978 0 : ss<< tmpCurDVR4->GetArrayLength();
3979 0 : ss << ";\n\t";
3980 :
3981 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
3982 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3983 0 : ss<<"))\n\t\t";
3984 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
3985 0 : ss<<"tmp000 = ";
3986 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3987 0 : ss<<";\n\t";
3988 :
3989 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
3990 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3991 0 : ss<<"))\n\t\t";
3992 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
3993 0 : ss<<"tmp001 = ";
3994 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3995 0 : ss<<";\n\t";
3996 :
3997 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
3998 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3999 0 : ss<<"))\n\t\t";
4000 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
4001 0 : ss<<"tmp002 = ";
4002 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4003 0 : ss<<";\n\t";
4004 :
4005 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
4006 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4007 0 : ss<<"))\n\t\t";
4008 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
4009 0 : ss<<"tmp003 = ";
4010 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4011 0 : ss<<";\n\t";
4012 :
4013 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
4014 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4015 0 : ss<<"))\n\t\t";
4016 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
4017 0 : ss<<"tmp004 = ";
4018 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4019 0 : ss<<";\n\t";
4020 :
4021 0 : ss<< "tmp = (tmp003/tmp002)-1;\n\t";
4022 0 : ss << "tmp /= GetYearFrac( GetNullDate(),tmp000,tmp001,tmp004);\n\t";
4023 0 : ss << "return tmp;\n";
4024 0 : ss << "}";
4025 0 : }
4026 :
4027 0 : void OpTbillprice::BinInlineFun(std::set<std::string>& decls,
4028 : std::set<std::string>& funs)
4029 : {
4030 0 : decls.insert(GetYearFracDecl);
4031 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
4032 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
4033 :
4034 0 : funs.insert(GetYearFrac);
4035 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
4036 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
4037 0 : }
4038 :
4039 0 : void OpTbillprice::GenSlidingWindowFunction(
4040 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4041 : {
4042 0 : ss << "\ndouble " << sSymName;
4043 0 : ss << "_"<< BinFuncName() <<"(";
4044 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4045 : {
4046 0 : if (i)
4047 0 : ss << ",";
4048 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4049 : }
4050 0 : ss << ") {\n";
4051 0 : ss << " int gid0 = get_global_id(0);\n";
4052 0 : ss << " double tmp = 0;\n";
4053 :
4054 0 : ss << " int singleIndex = gid0;\n";
4055 0 : ss << " int doubleIndex = gid0;\n";
4056 0 : ss << " int i = gid0;\n";
4057 0 : GenTmpVariables(ss,vSubArguments);
4058 0 : CheckAllSubArgumentIsNan(ss,vSubArguments);
4059 :
4060 0 : ss << " tmp1+=1.0;\n";
4061 0 : ss << " double fFraction =GetYearFrac(693594,tmp0,tmp1,0);\n";
4062 0 : ss << " tmp = 100.0 * ( 1.0 - tmp2 * fFraction );\n";
4063 0 : ss << " return tmp;\n";
4064 0 : ss << "}\n";
4065 0 : }
4066 0 : void RATE::BinInlineFun(std::set<std::string>& decls,
4067 : std::set<std::string>& funs)
4068 : {
4069 0 : decls.insert(approxEqualDecl);decls.insert(nKorrValDecl);
4070 0 : decls.insert(SCdEpsilonDecl);decls.insert(RoundDecl);
4071 0 : funs.insert(approxEqual);funs.insert(Round);
4072 0 : }
4073 :
4074 0 : void RATE::GenSlidingWindowFunction(
4075 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4076 : {
4077 0 : ss << "\ndouble " << sSymName;
4078 0 : ss << "_"<< BinFuncName() <<"(";
4079 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4080 : {
4081 0 : if (i)
4082 0 : ss << ",";
4083 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4084 : }
4085 :
4086 0 : FormulaToken* pCur = vSubArguments[5]->GetFormulaToken();
4087 : assert(pCur);
4088 : const formula::SingleVectorRefToken* pSVR =
4089 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
4090 : assert(pSVR);
4091 0 : ss << ") {\n";
4092 0 : ss << " double result;\n";
4093 0 : ss << " int gid0 = get_global_id(0);\n";
4094 0 : ss << " bool bValid = true, bFound = false;\n";
4095 0 : ss << " double fX, fXnew, fTerm, fTermDerivation;\n";
4096 0 : ss << " double fGeoSeries, fGeoSeriesDerivation;\n";
4097 0 : ss << " int nIterationsMax = 150;\n";
4098 0 : ss << " int nCount = 0;\n";
4099 0 : ss << " double fEpsilonSmall = 1.0E-14;\n";
4100 0 : ss << " double arg0, arg1, arg2, arg3, arg4, arg5;\n";
4101 0 : ss << " arg0=" << vSubArguments[0]->GenSlidingWindowDeclRef()<<";\n";
4102 0 : ss << " arg1=" << vSubArguments[1]->GenSlidingWindowDeclRef()<<";\n";
4103 0 : ss << " arg2=" << vSubArguments[2]->GenSlidingWindowDeclRef()<<";\n";
4104 0 : ss << " arg3=" << vSubArguments[3]->GenSlidingWindowDeclRef()<<";\n";
4105 0 : ss << " arg4=" << vSubArguments[4]->GenSlidingWindowDeclRef()<<";\n";
4106 0 : ss << " arg5=" << vSubArguments[5]->GenSlidingWindowDeclRef()<<";\n";
4107 0 : ss << " int guessLen = " << pSVR->GetArrayLength() << ";\n";
4108 0 : ss << " if (isNan(arg0) || isNan(arg1) || isNan(arg2)){\n";
4109 0 : ss << " result = 523;\n";
4110 0 : ss << " return result;\n";
4111 0 : ss << " }\n";
4112 0 : ss << " if (isNan(arg3))\n";
4113 0 : ss << " arg3 = 0.0;\n";
4114 0 : ss << " if (isNan(arg4))\n";
4115 0 : ss << " arg4 = 0.0;\n";
4116 0 : ss << " if (isNan(arg5))\n";
4117 0 : ss << " arg5 = 0.1;\n";
4118 0 : ss << " if (gid0 >= guessLen)\n";
4119 0 : ss << " arg5 = 0.1;\n";
4120 0 : ss << " arg3 = arg3 - arg1 * arg4;\n";
4121 0 : ss << " arg2 = arg2 + arg1 * arg4;\n";
4122 0 : ss << " if (arg0 == Round(arg0)){\n";
4123 0 : ss << " fX = arg5;\n";
4124 0 : ss << " double fPowN, fPowNminus1;\n";
4125 0 : ss << " while (!bFound && nCount < nIterationsMax)\n";
4126 0 : ss << " {\n";
4127 0 : ss << " fPowNminus1 = pow( 1.0+fX, arg0-1.0);\n";
4128 0 : ss << " fPowN = fPowNminus1 * (1.0+fX);\n";
4129 0 : ss << " if (approxEqual( fabs(fX), 0.0))\n";
4130 0 : ss << " {\n";
4131 0 : ss << " fGeoSeries = arg0;\n";
4132 0 : ss << " fGeoSeriesDerivation = arg0 * (arg0-1.0)";
4133 0 : ss << "*pow(2.0,-1);\n";
4134 0 : ss << " }\n";
4135 0 : ss << " else\n";
4136 0 : ss << " {";
4137 0 : ss << " fGeoSeries = (fPowN-1.0)*pow(fX,-1);\n";
4138 0 : ss << " fGeoSeriesDerivation =";
4139 0 : ss << " arg0 * fPowNminus1 * pow( fX , -1) - fGeoSeries * pow(fX, -1);\n";
4140 0 : ss << " }\n";
4141 0 : ss << " fTerm = arg3 + arg2 *fPowN+ arg1 * fGeoSeries;\n";
4142 0 : ss << " fTermDerivation = arg2 * arg0 * fPowNminus1 +";
4143 0 : ss << "arg1 * fGeoSeriesDerivation;\n";
4144 0 : ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
4145 0 : ss << " bFound = true;\n";
4146 0 : ss << " else\n";
4147 0 : ss << " {\n";
4148 0 : ss << " if (approxEqual(fabs(fTermDerivation), 0.0))\n";
4149 0 : ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
4150 0 : ss << " else\n";
4151 0 : ss << " fXnew = fX - fTerm ";
4152 0 : ss << "*pow( fTermDerivation,-1);\n";
4153 0 : ss << " nCount++;\n";
4154 0 : ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
4155 0 : ss << " fX = fXnew;\n";
4156 0 : ss << " }\n";
4157 0 : ss << " }\n";
4158 0 : ss << " }\n";
4159 0 : ss << " else\n";
4160 0 : ss << " {";
4161 0 : ss << " fX = (arg5 < -1.0) ? -1.0 : arg5;\n";
4162 0 : ss << " while (bValid && !bFound && nCount < nIterationsMax)\n";
4163 0 : ss << " {\n";
4164 0 : ss << " if (approxEqual(fabs(fX), 0.0)){\n";
4165 0 : ss << " fGeoSeries = arg0;\n";
4166 0 : ss << " fGeoSeriesDerivation = arg0 * ";
4167 0 : ss << "(arg0-1.0)* pow(2.0,-1);\n";
4168 0 : ss << " }else{\n";
4169 0 : ss << " fGeoSeries = (pow( 1.0+fX, arg0) - 1.0)";
4170 0 : ss << " *pow( fX,-1);\n";
4171 0 : ss << " fGeoSeriesDerivation =";
4172 0 : ss << " arg0 * pow(1.0+fX,arg0-1.0) *pow(fX,-1)";
4173 0 : ss << " - fGeoSeries *pow( fX,-1);\n";
4174 0 : ss << " }\n";
4175 0 : ss << " fTerm = arg3 + arg2 *pow(1.0+fX, arg0)";
4176 0 : ss << "+ arg1 * fGeoSeries;\n";
4177 0 : ss << " fTermDerivation =";
4178 0 : ss << "arg2*arg0*pow(1.0+fX,arg0-1.0)";
4179 0 : ss << "+arg1*fGeoSeriesDerivation;\n";
4180 0 : ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
4181 0 : ss << " bFound = true;\n";
4182 0 : ss << " else{\n";
4183 0 : ss << " if (approxEqual(fabs(fTermDerivation), 0.0))\n";
4184 0 : ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
4185 0 : ss << " else\n";
4186 0 : ss << " fXnew = fX - fTerm ";
4187 0 : ss << "*pow( fTermDerivation,-1);\n";
4188 0 : ss << " nCount++;\n";
4189 0 : ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
4190 0 : ss << " fX = fXnew;\n";
4191 0 : ss << " bValid = (fX >= -1.0);\n";
4192 0 : ss << " }\n";
4193 0 : ss << " }\n";
4194 0 : ss << " }\n";
4195 0 : ss << " if (bValid && bFound)\n";
4196 0 : ss << " result = fX;\n";
4197 0 : ss << " else\n";
4198 0 : ss << " result = 523;\n";
4199 0 : ss << " return result;\n";
4200 0 : ss << "}";
4201 0 : }
4202 :
4203 0 : void OpTbillyield::BinInlineFun(std::set<std::string>& decls,
4204 : std::set<std::string>& funs)
4205 : {
4206 0 : decls.insert(GetDiffDate360Decl);decls.insert(IsLeapYearDecl);
4207 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
4208 0 : decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
4209 0 : decls.insert(GetDiffDate360_Decl);
4210 0 : funs.insert(GetDiffDate360);funs.insert(DateToDays);
4211 0 : funs.insert(DaysToDate_LocalBarrier);funs.insert(IsLeapYear);
4212 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
4213 0 : funs.insert(GetDiffDate360_);
4214 :
4215 0 : }
4216 :
4217 0 : void OpTbillyield::GenSlidingWindowFunction(
4218 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4219 : {
4220 0 : ss << "\ndouble " << sSymName;
4221 0 : ss << "_"<< BinFuncName() <<"(";
4222 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4223 : {
4224 0 : if (i)
4225 0 : ss << ",";
4226 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4227 : }
4228 0 : ss << ") {\n\t";
4229 0 : ss << "int gid0 = get_global_id(0);\n\t";
4230 0 : ss << "double tmp = 0;\n\t";
4231 0 : ss << "double tmp000;\n\t";
4232 0 : ss << "double tmp001;\n\t";
4233 0 : ss << "double tmp002;\n\t";
4234 :
4235 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4236 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4237 0 : formula::SingleVectorRefToken *>(tmpCur0);
4238 :
4239 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4240 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4241 0 : formula::SingleVectorRefToken *>(tmpCur1);
4242 :
4243 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4244 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4245 0 : formula::SingleVectorRefToken *>(tmpCur2);
4246 :
4247 0 : ss<< "int buffer_tmp000_len = ";
4248 0 : ss<< tmpCurDVR0->GetArrayLength();
4249 0 : ss << ";\n\t";
4250 :
4251 0 : ss<< "int buffer_tmp001_len = ";
4252 0 : ss<< tmpCurDVR1->GetArrayLength();
4253 0 : ss << ";\n\t";
4254 :
4255 0 : ss<< "int buffer_tmp002_len = ";
4256 0 : ss<< tmpCurDVR2->GetArrayLength();
4257 0 : ss << ";\n\t";
4258 :
4259 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
4260 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4261 0 : ss<<"))\n\t\t";
4262 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
4263 0 : ss<<"tmp000 = ";
4264 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4265 0 : ss<<";\n\t";
4266 :
4267 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
4268 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4269 0 : ss<<"))\n\t\t";
4270 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
4271 0 : ss<<"tmp001 = ";
4272 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4273 0 : ss<<";\n\t";
4274 :
4275 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
4276 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4277 0 : ss<<"))\n\t\t";
4278 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
4279 0 : ss<<"tmp002 = ";
4280 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4281 0 : ss<<";\n\t";
4282 0 : ss <<" int nDiff=GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
4283 0 : ss <<" nDiff++;\n";
4284 0 : ss <<" tmp=100.0;\n";
4285 0 : ss <<" tmp = tmp *pow( tmp002,-1);\n";
4286 0 : ss <<" tmp = tmp - 1.0;\n";
4287 0 : ss <<" tmp = tmp * pow( nDiff,-1.0 );\n";
4288 0 : ss <<" tmp = tmp * 360.0;\n";
4289 0 : ss <<" return tmp;\n";
4290 0 : ss << "}\n";
4291 0 : }
4292 0 : void OpDDB::GenSlidingWindowFunction(std::stringstream& ss,
4293 : const std::string &sSymName, SubArguments& vSubArguments)
4294 : {
4295 0 : ss << "\ndouble " << sSymName;
4296 0 : ss << "_"<< BinFuncName() <<"(";
4297 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4298 : {
4299 0 : if (i)
4300 0 : ss << ",";
4301 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4302 : }
4303 0 : ss << ") {\n";
4304 0 : ss << " int gid0 = get_global_id(0);\n";
4305 0 : ss << " double tmp = 0;\n";
4306 0 : ss << " double fWert,fRest,fDauer,fPeriode,fFaktor;\n";
4307 0 : ss << " double fZins, fAlterWert, fNeuerWert;\n";
4308 :
4309 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
4310 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
4311 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
4312 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
4313 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
4314 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
4315 : {
4316 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4317 0 : formula::SingleVectorRefToken *>(tmpCur0);
4318 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
4319 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
4320 0 : ss <<"))\n";
4321 0 : ss <<" fWert = 0;\n else\n";
4322 : }
4323 0 : ss <<" fWert = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
4324 0 : ss <<";\n";
4325 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
4326 : {
4327 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4328 0 : formula::SingleVectorRefToken *>(tmpCur1);
4329 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
4330 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4331 0 : ss <<"))\n";
4332 0 : ss <<" fRest = 0;\n else\n";
4333 : }
4334 0 : ss <<" fRest = ";
4335 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4336 0 : ss <<";\n";
4337 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
4338 : {
4339 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4340 0 : formula::SingleVectorRefToken *>(tmpCur2);
4341 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
4342 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4343 0 : ss <<"))\n";
4344 0 : ss <<" fDauer = 0;\n else\n";
4345 : }
4346 0 : ss <<" fDauer = ";
4347 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4348 0 : ss <<";\n";
4349 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
4350 : {
4351 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4352 0 : formula::SingleVectorRefToken *>(tmpCur3);
4353 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
4354 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
4355 0 : ss <<"))\n";
4356 0 : ss <<" fPeriode = 0;\n else\n";
4357 : }
4358 0 : ss <<" fPeriode = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
4359 0 : ss <<";\n";
4360 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
4361 : {
4362 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4363 0 : formula::SingleVectorRefToken *>(tmpCur4);
4364 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
4365 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
4366 0 : ss <<"))\n";
4367 0 : ss <<" fFaktor = 0;\n else\n";
4368 : }
4369 0 : ss <<" fFaktor = "<<vSubArguments[4]->GenSlidingWindowDeclRef();
4370 0 : ss <<";\n";
4371 0 : ss <<" fZins = fFaktor * pow(fDauer,-1);\n";
4372 0 : ss <<" if (fZins >= 1.0)\n";
4373 0 : ss <<" {\n";
4374 0 : ss <<" fZins = 1.0;\n";
4375 0 : ss <<" if (fPeriode == 1.0)\n";
4376 0 : ss <<" fAlterWert = fWert;\n";
4377 0 : ss <<" else\n";
4378 0 : ss <<" fAlterWert = 0.0;\n";
4379 0 : ss <<" }\n";
4380 0 : ss <<" else\n";
4381 0 : ss <<" fAlterWert = fWert * pow(1.0 - fZins, fPeriode - 1);\n";
4382 0 : ss <<" fNeuerWert = fWert * pow(1.0 - fZins, fPeriode);\n";
4383 0 : ss <<" if (fNeuerWert < fRest)\n";
4384 0 : ss <<" tmp = fAlterWert - fRest;\n";
4385 0 : ss <<" else\n";
4386 0 : ss <<" tmp = fAlterWert - fNeuerWert;\n";
4387 0 : ss <<" if (tmp < 0.0)\n";
4388 0 : ss <<" tmp = 0.0;\n";
4389 0 : ss <<" return tmp;\n";
4390 0 : ss <<"}";
4391 0 : }
4392 0 : void OpPV::GenSlidingWindowFunction(
4393 : std::stringstream &ss, const std::string &sSymName, SubArguments &
4394 : vSubArguments)
4395 : {
4396 0 : ss << "\ndouble " << sSymName;
4397 0 : ss << "_"<< BinFuncName() <<"(";
4398 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4399 : {
4400 0 : if (i)
4401 0 : ss << ",";
4402 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4403 : }
4404 0 : ss << ") {\n";
4405 0 : ss << " double result = 0;\n";
4406 0 : ss << " int gid0 = get_global_id(0);\n";
4407 0 : ss << " double zins;\n";
4408 0 : ss << " double zzr;\n";
4409 0 : ss << " double rmz;\n";
4410 0 : ss << " double zw;\n";
4411 0 : ss << " double flag;\n";
4412 :
4413 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4414 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4415 0 : formula::SingleVectorRefToken *>(tmpCur0);
4416 :
4417 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4418 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4419 0 : formula::SingleVectorRefToken *>(tmpCur1);
4420 :
4421 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4422 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4423 0 : formula::SingleVectorRefToken *>(tmpCur2);
4424 :
4425 0 : if(vSubArguments.size()>3)
4426 : {
4427 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
4428 : const formula::SingleVectorRefToken* tmpCurDVR3= static_cast<const formula::SingleVectorRefToken *>(
4429 0 : tmpCur3);
4430 0 : ss<< " int buffer_zw_len = ";
4431 0 : ss<< tmpCurDVR3->GetArrayLength();
4432 0 : ss << ";\n";
4433 : }
4434 :
4435 0 : if(vSubArguments.size()>4)
4436 : {
4437 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
4438 : const formula::SingleVectorRefToken* tmpCurDVR4= static_cast<const formula::SingleVectorRefToken *>(
4439 0 : tmpCur4);
4440 0 : ss<< " int buffer_flag_len = ";
4441 0 : ss<< tmpCurDVR4->GetArrayLength();
4442 0 : ss << ";\n";
4443 : }
4444 :
4445 0 : ss<< " int buffer_zins_len = ";
4446 0 : ss<< tmpCurDVR0->GetArrayLength();
4447 0 : ss << ";\n";
4448 :
4449 0 : ss<< " int buffer_zzr_len = ";
4450 0 : ss<< tmpCurDVR1->GetArrayLength();
4451 0 : ss << ";\n";
4452 :
4453 0 : ss<< " int buffer_rmz_len = ";
4454 0 : ss<< tmpCurDVR2->GetArrayLength();
4455 0 : ss << ";\n";
4456 :
4457 0 : ss<<" if(gid0>=buffer_zins_len || isNan(";
4458 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4459 0 : ss<<"))\n";
4460 0 : ss<<" zins = 0;\n else \n";
4461 0 : ss<<" zins = ";
4462 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4463 0 : ss<<";\n";
4464 :
4465 0 : ss<<" if(gid0>=buffer_zzr_len || isNan(";
4466 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4467 0 : ss<<"))\n";
4468 0 : ss<<" zzr = 0;\n else \n";
4469 0 : ss<<" zzr = ";
4470 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4471 0 : ss<<";\n";
4472 :
4473 0 : ss<<" if(gid0>=buffer_rmz_len || isNan(";
4474 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4475 0 : ss<<"))\n";
4476 0 : ss<<" rmz = 0;\n else \n";
4477 0 : ss<<" rmz = ";
4478 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4479 0 : ss<<";\n";
4480 :
4481 0 : if(vSubArguments.size()>3)
4482 : {
4483 0 : ss<<" if(gid0>=buffer_zw_len || isNan(";
4484 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4485 0 : ss<<"))\n";
4486 0 : ss<<" zw = 0;\n else \n";
4487 0 : ss<<" zw = ";
4488 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4489 0 : ss<<";\n";
4490 : }else
4491 : {
4492 0 : ss<<" zw = 0;\n";
4493 : }
4494 :
4495 0 : if(vSubArguments.size()>4)
4496 : {
4497 0 : ss<<" if(gid0>=buffer_flag_len || isNan(";
4498 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4499 0 : ss<<"))\n";
4500 0 : ss<<" flag = 0;\n else \n";
4501 0 : ss<<" flag = ";
4502 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4503 0 : ss<<";\n";
4504 : }else
4505 : {
4506 0 : ss<<" flag = 0;\n";
4507 : }
4508 0 : ss << " if(zins == 0)\n";
4509 0 : ss << " result=zw+rmz*zzr;\n";
4510 0 : ss << " else if(flag > 0)\n";
4511 0 : ss << " result=(zw*pow(1+zins,-zzr))+";
4512 0 : ss << "(rmz*(1-pow(1+zins,-zzr+1))*pow(zins,-1))+rmz;\n";
4513 0 : ss << " else\n";
4514 0 : ss << " result=(zw*pow(1+zins,-zzr))+";
4515 0 : ss << "(rmz*(1-pow(1+zins,-zzr))*pow(zins,-1));\n";
4516 0 : ss << " return -result;\n";
4517 0 : ss << "}";
4518 0 : }
4519 0 : void OpVDB::BinInlineFun(std::set<std::string>& decls,
4520 : std::set<std::string>& funs)
4521 : {
4522 0 : decls.insert(ScGetGDADecl);decls.insert(DblMinDecl);
4523 0 : decls.insert(ScInterVDBDecl);decls.insert(VDBImplementDecl);
4524 0 : funs.insert(ScGetGDA);funs.insert(DblMin);
4525 0 : funs.insert(ScInterVDB);funs.insert(VDBImplement);
4526 0 : }
4527 :
4528 0 : void OpVDB::GenSlidingWindowFunction(
4529 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4530 : {
4531 0 : ss << "\ndouble " << sSymName;
4532 0 : ss << "_"<< BinFuncName() <<"(";
4533 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4534 : {
4535 0 : if (i)
4536 0 : ss << ",";
4537 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4538 : }
4539 0 : ss << ") {\n";
4540 0 : ss << " int gid0 = get_global_id(0);\n";
4541 0 : ss << " int singleIndex = gid0;\n";
4542 0 : ss << " double result = 0;\n";
4543 0 : if(vSubArguments.size()<5)
4544 : {
4545 0 : ss << " result = -DBL_MAX;\n";
4546 0 : ss << " return result;\n";
4547 : }else
4548 : {
4549 0 : GenTmpVariables(ss,vSubArguments);
4550 0 : CheckAllSubArgumentIsNan(ss,vSubArguments);
4551 0 : if(vSubArguments.size() <= 6)
4552 : {
4553 0 : ss << " int tmp6 = 0;\n";
4554 : }
4555 0 : if(vSubArguments.size() == 5)
4556 : {
4557 0 : ss << " double tmp5= 2.0;\n";
4558 : }
4559 0 : ss << " if(tmp3 < 0 || tmp4<tmp3 || tmp4>tmp2 || tmp0<0 ||tmp1>tmp0";
4560 0 : ss << "|| tmp5 <=0)\n";
4561 0 : ss << " result = -DBL_MAX;\n";
4562 0 : ss << " else\n";
4563 0 : ss << " result =";
4564 0 : ss << "VDBImplement(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
4565 0 : ss << " return result;\n";
4566 0 : ss << "}";
4567 : }
4568 :
4569 0 : }
4570 :
4571 0 : void OpXirr::GenSlidingWindowFunction(std::stringstream &ss,
4572 : const std::string &sSymName, SubArguments &vSubArguments)
4573 : {
4574 0 : FormulaToken *tmpCur = vSubArguments[0]->GetFormulaToken();
4575 : const formula::DoubleVectorRefToken*pCurDVR= static_cast<const
4576 0 : formula::DoubleVectorRefToken *>(tmpCur);
4577 0 : size_t nCurWindowSize = pCurDVR->GetArrayLength() <
4578 0 : pCurDVR->GetRefRowSize() ? pCurDVR->GetArrayLength():
4579 0 : pCurDVR->GetRefRowSize() ;
4580 0 : ss << "\ndouble " << sSymName;
4581 0 : ss << "_"<< BinFuncName() <<"(";
4582 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4583 : {
4584 0 : if (i)
4585 0 : ss << ",";
4586 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4587 : }
4588 0 : ss << ") {\n";
4589 0 : ss << " int gid0 = get_global_id(0);\n";
4590 0 : ss << " int doubleIndex = gid0;\n";
4591 0 : ss << " int singleIndex = gid0;\n";
4592 0 : ss << " double result = 0;\n";
4593 0 : ss << " int i=0;\n";
4594 0 : if(vSubArguments.size()<2)
4595 : {
4596 0 : ss << " result = -DBL_MAX;\n";
4597 0 : ss << " return result;\n";
4598 : }else
4599 : {
4600 0 : GenTmpVariables(ss,vSubArguments);
4601 0 : if(vSubArguments.size() == 2)
4602 : {
4603 0 : ss << " double tmp2 = 0.1;\n";
4604 : }else
4605 : {
4606 0 : CheckSubArgumentIsNan(ss,vSubArguments,2);
4607 : }
4608 0 : ss << " if(tmp2<=-1)\n";
4609 0 : ss << " result = -DBL_MAX;\n";
4610 0 : ss << " else\n";
4611 0 : ss << " {\n";
4612 0 : ss << " double fMaxEps = 1e-10;\n";
4613 0 : ss << " int nMaxIter = 50;\n";
4614 0 : ss << " double fNewRate, fRateEps, fResultValue, fResultValue2;\n";
4615 0 : ss << " int nIter = 0;\n";
4616 0 : ss << " int bContLoop;\n";
4617 0 : ss << " int windowsSize = ";
4618 0 : ss << nCurWindowSize;
4619 0 : ss << ";\n";
4620 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
4621 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
4622 0 : ss << " double D_0 = tmp1;\n";
4623 0 : ss << " double V_0 = tmp0;\n";
4624 0 : ss << " double fResultRate = tmp2;\n";
4625 0 : ss << " double r;\n";
4626 0 : ss << " double fResult;\n";
4627 0 : ss << " do\n";
4628 0 : ss << " {\n";
4629 0 : ss << " fResultValue = V_0;\n";
4630 0 : ss << " r = fResultRate + 1;\n";
4631 0 : ss << " for (i = ";
4632 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
4633 0 : ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
4634 0 : } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
4635 0 : ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
4636 : } else {
4637 0 : ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
4638 : }
4639 0 : ss << " {\n";
4640 0 : if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
4641 : {
4642 0 : ss<< " doubleIndex =i+gid0;\n";
4643 : }else
4644 : {
4645 0 : ss<< " doubleIndex =i;\n";
4646 : }
4647 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
4648 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
4649 0 : ss << " fResultValue += tmp0/pow(r,(tmp1 - D_0)/365.0);\n";
4650 0 : ss << " }\n";
4651 0 : ss << " fResultValue2 = 0;\n";
4652 :
4653 0 : ss << " for (i = ";
4654 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
4655 0 : ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
4656 0 : } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
4657 0 : ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
4658 : } else {
4659 0 : ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
4660 : }
4661 0 : ss << " {\n";
4662 0 : if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
4663 : {
4664 0 : ss<< " doubleIndex =i+gid0;\n";
4665 : }else
4666 : {
4667 0 : ss<< " doubleIndex =i;\n";
4668 : }
4669 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
4670 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
4671 0 : ss << " double E_i = (tmp1 - D_0)/365.0;\n";
4672 0 : ss << " fResultValue2 -= E_i * tmp0 / pow(r,E_i + 1.0);\n";
4673 0 : ss << " }\n";
4674 0 : ss << " fNewRate = fResultRate - fResultValue / fResultValue2;\n";
4675 0 : ss << " fRateEps = fabs( fNewRate - fResultRate );\n";
4676 0 : ss << " fResultRate = fNewRate;\n";
4677 0 : ss << " bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);\n";
4678 0 : ss << " }\n";
4679 0 : ss << " while( bContLoop && (++nIter < nMaxIter) );\n";
4680 0 : ss << " if( bContLoop )\n";
4681 0 : ss << " result = -DBL_MAX;\n";
4682 0 : ss << " result = fResultRate;\n";
4683 0 : ss << " }\n";
4684 0 : ss << " return result;\n";
4685 0 : ss << "}";
4686 : }
4687 :
4688 0 : }
4689 0 : void OpDB::GenSlidingWindowFunction(std::stringstream& ss,
4690 : const std::string &sSymName, SubArguments& vSubArguments)
4691 : {
4692 0 : ss << "\ndouble " << sSymName;
4693 0 : ss << "_"<< BinFuncName() <<"(";
4694 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
4695 : {
4696 0 : if (i)
4697 0 : ss << ",";
4698 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4699 : }
4700 0 : ss << ") {\n";
4701 0 : ss << " int gid0 = get_global_id(0);\n";
4702 0 : ss << " double nWert,nRest,nDauer,nPeriode;\n";
4703 0 : ss << " int nMonate;\n";
4704 0 : ss << " double tmp = 0;\n";
4705 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
4706 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4707 0 : formula::SingleVectorRefToken *>(tmpCur0);
4708 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
4709 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4710 0 : formula::SingleVectorRefToken *>(tmpCur1);
4711 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
4712 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4713 0 : formula::SingleVectorRefToken *>(tmpCur2);
4714 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
4715 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4716 0 : formula::SingleVectorRefToken *>(tmpCur3);
4717 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
4718 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4719 0 : formula::SingleVectorRefToken *>(tmpCur4);
4720 0 : ss<< " int buffer_wert_len = ";
4721 0 : ss<< tmpCurDVR0->GetArrayLength();
4722 0 : ss << ";\n";
4723 0 : ss<< " int buffer_rest_len = ";
4724 0 : ss<< tmpCurDVR1->GetArrayLength();
4725 0 : ss << ";\n";
4726 0 : ss<< " int buffer_dauer_len = ";
4727 0 : ss<< tmpCurDVR2->GetArrayLength();
4728 0 : ss << ";\n";
4729 0 : ss<< " int buffer_periode_len = ";
4730 0 : ss<< tmpCurDVR3->GetArrayLength();
4731 0 : ss << ";\n";
4732 0 : ss<< " int buffer_nMonate_len = ";
4733 0 : ss<< tmpCurDVR4->GetArrayLength();
4734 0 : ss << ";\n";
4735 0 : ss <<" if(gid0 >= buffer_wert_len || isNan(";
4736 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
4737 0 : ss <<"))\n";
4738 0 : ss <<" nWert = 0;\n else\n";
4739 0 : ss <<" nWert = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
4740 0 : ss <<";\n";
4741 0 : ss <<" if(gid0 >= buffer_rest_len || isNan(";
4742 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4743 0 : ss <<"))\n";
4744 0 : ss <<" nRest = 0;\n else\n";
4745 0 : ss <<" nRest = ";
4746 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4747 0 : ss <<";\n";
4748 0 : ss <<" if(gid0 >= buffer_dauer_len || isNan(";
4749 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4750 0 : ss <<"))\n";
4751 0 : ss <<" nDauer = 0;\n else\n";
4752 0 : ss <<" nDauer = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
4753 0 : ss <<";\n";
4754 0 : ss <<" if(gid0 >= buffer_periode_len || isNan(";
4755 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
4756 0 : ss <<"))\n";
4757 0 : ss <<" nPeriode = 0;\n else\n";
4758 0 : ss <<" nPeriode = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
4759 0 : ss <<";\n";
4760 0 : ss <<" if(gid0 >= buffer_nMonate_len || isNan(";
4761 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
4762 0 : ss <<"))\n";
4763 0 : ss <<" nMonate = 0;\n else\n";
4764 0 : ss <<" nMonate = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
4765 0 : ss <<";\n";
4766 0 : ss <<" double nAbRate = 1.0 - pow(nRest / nWert, 1.0 / nDauer);\n";
4767 0 : ss <<" nAbRate = ((int)(nAbRate * 1000.0 + 0.5)) / 1000.0;\n";
4768 0 : ss <<" double nErsteAbRate = nWert * nAbRate * nMonate / 12.0;\n";
4769 0 : ss <<" double nGda2 = 0.0;\n";
4770 0 : ss <<" if ((int)(nPeriode) == 1)\n";
4771 0 : ss <<" nGda2 = nErsteAbRate;\n";
4772 0 : ss <<" else\n";
4773 0 : ss <<" {\n";
4774 0 : ss <<" double nSummAbRate = nErsteAbRate;\n";
4775 0 : ss <<" double nMin = nDauer;\n";
4776 0 : ss <<" if (nMin > nPeriode) nMin = nPeriode;\n";
4777 0 : ss <<" int iMax = (int)nMin;\n";
4778 0 : ss <<" for (int i = 2; i <= iMax; i++)\n";
4779 0 : ss <<" {\n";
4780 0 : ss <<" nGda2 = (nWert - nSummAbRate) * nAbRate;\n";
4781 0 : ss <<" nSummAbRate += nGda2;\n";
4782 0 : ss <<" }\n";
4783 0 : ss <<" if (nPeriode > nDauer)\n";
4784 0 : ss <<" nGda2 = ((nWert - nSummAbRate)";
4785 0 : ss <<"* nAbRate * (12.0 - nMonate)) / 12.0;\n";
4786 0 : ss <<" }\n";
4787 0 : ss <<" tmp = nGda2;\n";
4788 0 : ss <<" return tmp;\n";
4789 0 : ss <<"}";
4790 0 : }
4791 156 : }}
4792 :
4793 : /* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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