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