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 (unsigned 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 : #ifdef ISNAN
45 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
46 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
47 0 : formula::SingleVectorRefToken *>(tmpCur0);
48 :
49 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
50 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
51 0 : formula::SingleVectorRefToken *>(tmpCur1);
52 :
53 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
54 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
55 0 : formula::SingleVectorRefToken *>(tmpCur2);
56 :
57 0 : ss<< " int buffer_nper_len = ";
58 0 : ss<< tmpCurDVR0->GetArrayLength();
59 0 : ss << ";\n";
60 :
61 0 : ss<< " int buffer_pv_len = ";
62 0 : ss<< tmpCurDVR1->GetArrayLength();
63 0 : ss << ";\n";
64 :
65 0 : ss<< " int buffer_fv_len = ";
66 0 : ss<< tmpCurDVR2->GetArrayLength();
67 0 : ss << ";\n";
68 : #endif
69 :
70 : #ifdef ISNAN
71 0 : ss<<" if(gid0>=buffer_nper_len || isNan(";
72 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
73 0 : ss<<"))\n";
74 0 : ss<<" nper = 0;\n\telse \n";
75 : #endif
76 0 : ss<<" nper = ";
77 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
78 0 : ss<<";\n";
79 :
80 : #ifdef ISNAN
81 0 : ss<<" if(gid0>=buffer_pv_len || isNan(";
82 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
83 0 : ss<<"))\n";
84 0 : ss<<" pv = 0;\n\telse \n";
85 : #endif
86 0 : ss<<" pv = ";
87 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
88 0 : ss<<";\n";
89 :
90 : #ifdef ISNAN
91 0 : ss<<" if(gid0>=buffer_pv_len || isNan(";
92 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
93 0 : ss<<"))\n";
94 0 : ss<<" fv = 0;\n\telse \n";
95 : #endif
96 0 : ss<<" fv = ";
97 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
98 0 : ss<<";\n";
99 0 : ss << " tmp = pow(fv*pow(pv,-1),1.0*pow(nper,-1))-1;\n";
100 0 : ss << " return tmp;\n";
101 0 : ss << "}";
102 0 : }
103 :
104 0 : void OpNominal::GenSlidingWindowFunction(
105 : std::stringstream &ss, const std::string &sSymName, SubArguments &
106 : vSubArguments)
107 : {
108 0 : ss << "\ndouble " << sSymName;
109 0 : ss << "_"<< BinFuncName() <<"(";
110 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
111 : {
112 0 : if (i)
113 0 : ss << ",";
114 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
115 : }
116 0 : ss << ") {\n\t";
117 0 : ss << "double tmp = 0;\n\t";
118 0 : ss << "double temp = 0;\n\t";
119 0 : ss << "int gid0 = get_global_id(0);\n\t";
120 0 : ss << "double tmp0=0,tmp1=0;\n";
121 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
122 : {
123 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
124 : assert(pCur);
125 0 : if (pCur->GetType() == formula::svSingleVectorRef)
126 : {
127 : #ifdef ISNAN
128 : const formula::SingleVectorRefToken* pSVR =
129 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
130 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
131 : #else
132 : #endif
133 : }
134 0 : else if (pCur->GetType() == formula::svDouble)
135 : {
136 : #ifdef ISNAN
137 0 : ss << "{\n";
138 : #endif
139 : }
140 : else
141 : {
142 : #ifdef ISNAN
143 : #endif
144 : }
145 : #ifdef ISNAN
146 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
147 : {
148 0 : ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
149 0 : ss <<";\n";
150 0 : ss <<" if (isNan(temp))\n";
151 0 : ss <<" tmp"<<i<<"= 0;\n";
152 0 : ss <<" else\n";
153 0 : ss <<" tmp"<<i<<"=temp;\n";
154 0 : ss <<" }\n";
155 : }
156 : else
157 : {
158 0 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
159 0 : );
160 0 : ss <<";\n";
161 : }
162 : #else
163 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
164 : ss <<";\n";
165 : #endif
166 : }
167 0 : ss<<"if(tmp1==0)\n\t";
168 0 : ss<<"\treturn 0;\n\t";
169 0 : ss<<"tmp=pow( tmp1,-1);\n\t";
170 0 : ss<<"tmp=( pow( tmp0+ 1.0, tmp ) - 1.0 ) *";
171 0 : ss<<"tmp1;\n\t";
172 0 : ss << "return tmp;\n";
173 0 : ss << "}";
174 0 : }
175 :
176 0 : void OpDollarde::GenSlidingWindowFunction(
177 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
178 : {
179 0 : ss << "\ndouble " << sSymName;
180 0 : ss << "_"<< BinFuncName() <<"(";
181 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
182 : {
183 0 : if (i)
184 0 : ss << ",";
185 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
186 : }
187 0 : ss << ") {\n\t";
188 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
189 0 : ss << "int gid0 = get_global_id(0);\n\t";
190 0 : ss << "double fInt = " << GetBottom() <<";\n\t";
191 0 : ss << "double dollar;\n\t";
192 0 : ss << "double fFrac;\n\t";
193 : #ifdef ISNAN
194 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
195 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
196 0 : formula::SingleVectorRefToken *>(tmpCur0);
197 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
198 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
199 0 : formula::SingleVectorRefToken *>(tmpCur1);
200 0 : ss<< "int buffer_dollar_len = ";
201 0 : ss<< tmpCurDVR0->GetArrayLength();
202 0 : ss << ";\n\t";
203 0 : ss<< "int buffer_frac_len = ";
204 0 : ss<< tmpCurDVR1->GetArrayLength();
205 0 : ss << ";\n\t";
206 : #endif
207 : #ifdef ISNAN
208 0 : ss<<"if((gid0)>=buffer_dollar_len || isNan(";
209 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
210 0 : ss<<"))\n\t\t";
211 0 : ss<<"dollar = 0;\n\telse \n\t\t";
212 : #endif
213 0 : ss<<"dollar = ";
214 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
215 0 : ss<<";\n\t";
216 : #ifdef ISNAN
217 0 : ss<<"if((gid0)>=buffer_frac_len || isNan(";
218 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
219 0 : ss<<"))\n\t\t";
220 0 : ss<<"fFrac = 0;\n\telse \n\t\t";
221 : #endif
222 0 : ss<<"fFrac = ";
223 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
224 0 : ss<<";\n\t";
225 0 : ss << "tmp = modf( dollar , &fInt );\n\t";
226 0 : ss << "tmp /= fFrac;\n\t";
227 0 : ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
228 0 : ss << "tmp += fInt;\t";
229 0 : ss << "\n\treturn tmp;\n";
230 0 : ss << "}";
231 0 : }
232 :
233 0 : void OpDollarfr::GenSlidingWindowFunction(std::stringstream &ss,
234 : const std::string &sSymName, SubArguments &vSubArguments)
235 : {
236 0 : ss << "\ndouble " << sSymName;
237 0 : ss << "_"<< BinFuncName() <<"(";
238 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
239 : {
240 0 : if (i)
241 0 : ss << ",";
242 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
243 : }
244 0 : ss << ") {\n\t";
245 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
246 0 : ss << "int gid0 = get_global_id(0);\n\t";
247 0 : ss << "double fInt = " << GetBottom() <<";\n\t";
248 0 : ss << "double dollar;\n\t";
249 0 : ss << "double fFrac;\n\t";
250 : #ifdef ISNAN
251 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
252 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
253 0 : formula::SingleVectorRefToken *>(tmpCur0);
254 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
255 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
256 0 : formula::SingleVectorRefToken *>(tmpCur1);
257 0 : ss<< "int buffer_dollar_len = ";
258 0 : ss<< tmpCurDVR0->GetArrayLength();
259 0 : ss << ";\n\t";
260 0 : ss<< "int buffer_frac_len = ";
261 0 : ss<< tmpCurDVR1->GetArrayLength();
262 0 : ss << ";\n\t";
263 : #endif
264 : #ifdef ISNAN
265 0 : ss<<"if((gid0)>=buffer_dollar_len || isNan(";
266 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
267 0 : ss<<"))\n\t\t";
268 0 : ss<<"dollar = 0;\n\telse \n\t\t";
269 : #endif
270 0 : ss<<"dollar = ";
271 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
272 0 : ss<<";\n\t";
273 : #ifdef ISNAN
274 0 : ss<<"if((gid0)>=buffer_frac_len || isNan(";
275 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
276 0 : ss<<"))\n\t\t";
277 0 : ss<<"fFrac = 0;\n\telse \n\t\t";
278 : #endif
279 0 : ss<<"fFrac = ";
280 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
281 0 : ss<<";\n\t";
282 0 : ss << "tmp = modf( dollar , &fInt );\n\t";
283 0 : ss << "tmp *= fFrac;\n\t";
284 0 : ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
285 0 : ss << "tmp += fInt;\t";
286 0 : ss << "\n\treturn tmp;\n";
287 0 : ss << "}";
288 0 : }
289 :
290 0 : void OpDISC::BinInlineFun(std::set<std::string>& decls,
291 : std::set<std::string>& funs)
292 : {
293 0 : decls.insert(GetYearFrac_newDecl);decls.insert(DaysToDate_newDecl);
294 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
295 0 : funs.insert(GetYearFrac_new);funs.insert(DaysToDate_new);
296 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
297 0 : }
298 :
299 0 : void OpDISC::GenSlidingWindowFunction(std::stringstream& ss,
300 : const std::string &sSymName, SubArguments& vSubArguments)
301 : {
302 0 : ss << "\ndouble " << sSymName;
303 0 : ss << "_" << BinFuncName() << "(";
304 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
305 : {
306 0 : if (i)
307 0 : ss << ",";
308 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
309 : }
310 0 : ss << ") {\n\t";
311 0 : ss << " double tmp = " << GetBottom() << ";\n";
312 0 : ss << " int gid0 = get_global_id(0);\n";
313 0 : ss << " double arg0 = " << GetBottom() << ";\n";
314 0 : ss << " double arg1 = " << GetBottom() << ";\n";
315 0 : ss << " double arg2 = " << GetBottom() << ";\n";
316 0 : ss << " double arg3 = " << GetBottom() << ";\n";
317 0 : ss << " double arg4 = " << GetBottom() << ";\n";
318 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
319 : {
320 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
321 : assert(pCur);
322 0 : if (pCur->GetType() == formula::svSingleVectorRef)
323 : {
324 : #ifdef ISNAN
325 : const formula::SingleVectorRefToken* pSVR =
326 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
327 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
328 : #endif
329 : }
330 0 : else if (pCur->GetType() == formula::svDouble)
331 : {
332 : #ifdef ISNAN
333 0 : ss << " {\n";
334 : #endif
335 : }
336 : #ifdef ISNAN
337 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
338 : {
339 0 : ss << " if (isNan(";
340 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
341 0 : ss << "))\n";
342 0 : ss << " arg" << i << " = 0;\n";
343 0 : ss << " else\n";
344 0 : ss << " arg" << i << " = ";
345 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
346 0 : ss << " }\n";
347 : }
348 : else
349 : {
350 0 : ss << " arg" << i << " = ";
351 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
352 : }
353 : #else
354 : ss << " arg" << i;
355 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
356 : #endif
357 : }
358 0 : ss << " int nNullDate = 693594;\n";
359 0 : ss << " tmp = 1.0 - arg2 / arg3;\n";
360 0 : ss << " tmp /=";
361 0 : ss << " GetYearFrac_new(nNullDate, (int)arg0, (int)arg1, (int)arg4);\n";
362 0 : ss << " return tmp;\n";
363 0 : ss << "}";
364 0 : }
365 :
366 0 : void OpINTRATE::BinInlineFun(std::set<std::string>& decls,
367 : std::set<std::string>& funs)
368 : {
369 0 : decls.insert(GetYearDiff_newDecl);decls.insert(GetDiffDate_newDecl);
370 0 : decls.insert(DaysToDate_newDecl);decls.insert(GetNullDateDecl);
371 0 : decls.insert(DateToDaysDecl);decls.insert(DaysInMonthDecl);
372 0 : decls.insert(IsLeapYearDecl);
373 0 : funs.insert(GetYearDiff_new);funs.insert(GetDiffDate_new);
374 0 : funs.insert(DaysToDate_new);funs.insert(GetNullDate);
375 0 : funs.insert(DateToDays);funs.insert(DaysInMonth);
376 0 : funs.insert(IsLeapYear);
377 0 : }
378 :
379 0 : void OpINTRATE::GenSlidingWindowFunction(std::stringstream& ss,
380 : const std::string &sSymName, SubArguments& vSubArguments)
381 : {
382 0 : ss << "\ndouble " << sSymName;
383 0 : ss << "_" << BinFuncName() << "(";
384 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
385 : {
386 0 : if (i)
387 0 : ss << ",";
388 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
389 : }
390 0 : ss << ") {\n";
391 0 : ss << " double tmp = " << GetBottom() << ";\n";
392 0 : ss << " int gid0 = get_global_id(0);\n";
393 0 : ss << " double arg0 = " << GetBottom() << ";\n";
394 0 : ss << " double arg1 = " << GetBottom() << ";\n";
395 0 : ss << " double arg2 = " << GetBottom() << ";\n";
396 0 : ss << " double arg3 = " << GetBottom() << ";\n";
397 0 : ss << " double arg4 = " << GetBottom() << ";\n";
398 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
399 : {
400 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
401 : assert(pCur);
402 0 : if (pCur->GetType() == formula::svSingleVectorRef)
403 : {
404 : #ifdef ISNAN
405 : const formula::SingleVectorRefToken* pSVR =
406 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
407 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
408 : #endif
409 : }
410 0 : else if (pCur->GetType() == formula::svDouble)
411 : {
412 : #ifdef ISNAN
413 0 : ss << " {\n";
414 : #endif
415 : }
416 : #ifdef ISNAN
417 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
418 : {
419 0 : ss << " if (isNan(";
420 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
421 0 : ss << "))\n";
422 0 : ss << " arg" << i << " = 0;\n";
423 0 : ss << " else\n";
424 0 : ss << " arg" << i << " = ";
425 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
426 0 : ss << " }\n";
427 : }
428 : else
429 : {
430 0 : ss << " arg" << i << " = ";
431 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
432 : }
433 : #else
434 : ss << " arg" << i;
435 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
436 : #endif
437 : }
438 0 : ss << " int nNullDate = GetNullDate();\n";
439 0 : ss << " tmp = arg3 * pow(arg2,-1) - 1.0;\n";
440 0 : ss << " tmp = tmp * pow(GetYearDiff_new(nNullDate, (int)arg0,";
441 0 : ss << " (int)arg1,(int)arg4),-1);\n";
442 0 : ss << " return tmp;\n";
443 0 : ss << "}";
444 0 : }
445 :
446 0 : void OpFV::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 OpFV::GenSlidingWindowFunction(std::stringstream& ss,
454 : const std::string &sSymName, SubArguments& vSubArguments)
455 : {
456 0 : ss << "\ndouble " << sSymName;
457 0 : ss << "_"<< BinFuncName() <<"(";
458 0 : for (unsigned 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 : unsigned j = vSubArguments.size();
473 0 : while (j--)
474 : {
475 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
476 : assert(pCur);
477 0 : if(pCur->GetType() == formula::svSingleVectorRef)
478 : {
479 : #ifdef ISNAN
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 : #endif
488 0 : ss << " arg" << j << " = ";
489 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
490 0 : ss << ";\n";
491 : }
492 : }
493 0 : ss << " tmp = GetZw(arg0, arg1, arg2, arg3, arg4);\n";
494 0 : ss << " return tmp;\n";
495 0 : ss << "}";
496 0 : }
497 :
498 0 : void OpIPMT::BinInlineFun(std::set<std::string>& decls,
499 : std::set<std::string>& funs)
500 : {
501 0 : decls.insert(GetZwDecl);
502 0 : funs.insert(GetZw);
503 0 : }
504 :
505 0 : void OpIPMT::GenSlidingWindowFunction(std::stringstream& ss,
506 : const std::string &sSymName, SubArguments& vSubArguments)
507 : {
508 0 : ss << "\ndouble " << sSymName;
509 0 : ss << "_"<< BinFuncName() <<"(";
510 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
511 : {
512 0 : if (i)
513 0 : ss << ",";
514 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
515 : }
516 0 : ss << ") {\n";
517 0 : ss << " double tmp = " << GetBottom() << ";\n";
518 0 : ss << " int gid0 = get_global_id(0);\n";
519 0 : ss << " double arg0 = " << GetBottom() << ";\n";
520 0 : ss << " double arg1 = " << GetBottom() << ";\n";
521 0 : ss << " double arg2 = " << GetBottom() << ";\n";
522 0 : ss << " double arg3 = " << GetBottom() << ";\n";
523 0 : ss << " double arg4 = " << GetBottom() << ";\n";
524 0 : ss << " double arg5 = " << GetBottom() << ";\n";
525 0 : unsigned j = vSubArguments.size();
526 0 : while (j--)
527 : {
528 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
529 : assert(pCur);
530 0 : if(pCur->GetType() == formula::svSingleVectorRef)
531 : {
532 : #ifdef ISNAN
533 : const formula::SingleVectorRefToken* pSVR =
534 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
535 0 : ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isNan(";
536 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
537 0 : ss << "))\n";
538 0 : ss << " arg" << j << " = " <<GetBottom() << ";\n";
539 0 : ss << " else\n";
540 : #endif
541 0 : ss << " arg" << j << " = ";
542 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
543 0 : ss << ";\n";
544 : }
545 : }
546 0 : ss << " double pmt ;\n";
547 0 : ss << " if(arg0 == 0.0)\n";
548 0 : ss << " return 0;\n";
549 0 : ss << " double temp1 = 0;\n";
550 0 : ss << " double abl = pow(1.0 + arg0, arg2);\n";
551 0 : ss << " temp1 -= arg4;\n";
552 0 : ss << " temp1 -= arg3 * abl;\n";
553 0 : ss << " pmt = temp1 / (1.0 + arg0 * arg5) /";
554 0 : ss << " ( (abl - 1.0) / arg0);\n";
555 0 : ss << " double temp = pow( 1 + arg0, arg1 - 2);\n";
556 0 : ss << " if(arg1 == 1.0)\n";
557 0 : ss << " {\n";
558 0 : ss << " if(arg5 > 0.0)\n";
559 0 : ss << " tmp = 0.0;\n";
560 0 : ss << " else\n";
561 0 : ss << " tmp = -arg3;\n";
562 0 : ss << " }\n";
563 0 : ss << " else\n";
564 0 : ss << " {\n";
565 0 : ss << " if(arg5 > 0.0)\n";
566 0 : ss << " tmp = GetZw(arg0, arg1 - 2.0, pmt, arg3, 1.0)";
567 0 : ss << " - pmt;\n";
568 0 : ss << " else\n";
569 0 : ss << " tmp = GetZw(arg0, arg1 - 1.0, pmt, arg3, 0.0);\n";
570 0 : ss << " }\n";
571 0 : ss << " tmp = tmp * arg0;\n";
572 0 : ss << " return tmp;\n";
573 0 : ss << "}";
574 0 : }
575 0 : void OpISPMT::GenSlidingWindowFunction(std::stringstream& ss,
576 : const std::string &sSymName, SubArguments& vSubArguments)
577 : {
578 0 : ss << "\ndouble " << sSymName;
579 0 : ss << "_" << BinFuncName() <<"(";
580 0 : for (unsigned 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 : ss << " double arg3 = " << GetBottom() << ";\n";
593 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
594 : {
595 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
596 : assert(pCur);
597 0 : if (pCur->GetType() == formula::svSingleVectorRef)
598 : {
599 : #ifdef ISNAN
600 : const formula::SingleVectorRefToken* pSVR =
601 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
602 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
603 : #endif
604 : }
605 0 : else if (pCur->GetType() == formula::svDouble)
606 : {
607 : #ifdef ISNAN
608 0 : ss << " {\n";
609 : #endif
610 : }
611 : #ifdef ISNAN
612 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
613 : {
614 0 : ss << " if (isNan(";
615 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
616 0 : ss << "))\n";
617 0 : ss << " arg" << i << " = 0;\n";
618 0 : ss << " else\n";
619 0 : ss << " arg" << i << " = ";
620 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
621 0 : ss << " }\n";
622 : }
623 : else
624 : {
625 0 : ss << " arg" << i << " = ";
626 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
627 : }
628 : #else
629 : ss << " arg" << i;
630 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
631 : #endif
632 : }
633 0 : ss << " tmp = arg3 * arg0 * ( arg1 - arg2) * pow(arg2, -1);\n";
634 0 : ss << " return tmp;\n";
635 0 : ss << "}";
636 0 : }
637 :
638 0 : void OpDuration::GenSlidingWindowFunction(std::stringstream& ss,
639 : const std::string &sSymName, SubArguments& vSubArguments)
640 : {
641 0 : ss << "\ndouble " << sSymName;
642 0 : ss << "_" << BinFuncName() <<"(";
643 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
644 : {
645 0 : if (i)
646 0 : ss << ",";
647 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
648 : }
649 0 : ss << ") {\n";
650 0 : ss << " double tmp = " << GetBottom() << ";\n";
651 0 : ss << " int gid0 = get_global_id(0);\n";
652 0 : ss << " double arg0 = " << GetBottom() << ";\n";
653 0 : ss << " double arg1 = " << GetBottom() << ";\n";
654 0 : ss << " double arg2 = " << GetBottom() << ";\n";
655 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
656 : {
657 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
658 : assert(pCur);
659 0 : if (pCur->GetType() == formula::svSingleVectorRef)
660 : {
661 : #ifdef ISNAN
662 : const formula::SingleVectorRefToken* pSVR =
663 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
664 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
665 : #endif
666 : }
667 0 : else if (pCur->GetType() == formula::svDouble)
668 : {
669 : #ifdef ISNAN
670 0 : ss << " {\n";
671 : #endif
672 : }
673 : #ifdef ISNAN
674 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
675 : {
676 0 : ss << " if (isNan(";
677 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
678 0 : ss << "))\n";
679 0 : ss << " arg" << i << " = 0;\n";
680 0 : ss << " else\n";
681 0 : ss << " arg" << i << " = ";
682 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
683 0 : ss << " }\n";
684 : }
685 : else
686 : {
687 0 : ss << " arg" << i << " = ";
688 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
689 : }
690 : #else
691 : ss << " arg" << i;
692 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
693 : #endif
694 : }
695 0 : ss << " tmp = log(arg2 * pow( arg1,-1)) / log(arg0 + 1.0);\n";
696 0 : ss << " return tmp;\n";
697 0 : ss << "}";
698 0 : }
699 :
700 0 : void OpDuration_ADD::BinInlineFun(std::set<std::string>& decls,
701 : std::set<std::string>& funs)
702 : {
703 0 : decls.insert(GetDurationDecl);decls.insert(lcl_GetcoupnumDecl);
704 0 : decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
705 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
706 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
707 0 : funs.insert(GetDuration);funs.insert(lcl_Getcoupnum);
708 0 : funs.insert(GetYearFrac);funs.insert(DaysToDate);
709 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
710 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
711 0 : }
712 :
713 0 : void OpDuration_ADD::GenSlidingWindowFunction(std::stringstream& ss,
714 : const std::string &sSymName, SubArguments& vSubArguments)
715 : {
716 0 : ss << "\ndouble " << sSymName;
717 0 : ss << "_"<< BinFuncName() <<"(";
718 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
719 : {
720 0 : if (i)
721 0 : ss << ",";
722 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
723 : }
724 0 : ss << ") {\n";
725 0 : ss << " double tmp = " << GetBottom() << ";\n";
726 0 : ss << " int gid0 = get_global_id(0);\n";
727 0 : ss << " double arg0 = " << GetBottom() << ";\n";
728 0 : ss << " double arg1 = " << GetBottom() << ";\n";
729 0 : ss << " double arg2 = " << GetBottom() << ";\n";
730 0 : ss << " double arg3 = " << GetBottom() << ";\n";
731 0 : ss << " double arg4 = " << GetBottom() << ";\n";
732 0 : ss << " double arg5 = " << GetBottom() << ";\n";
733 0 : unsigned j = vSubArguments.size();
734 0 : while (j--)
735 : {
736 0 : FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
737 : assert(pCur);
738 0 : if(pCur->GetType() == formula::svSingleVectorRef)
739 : {
740 : #ifdef ISNAN
741 : const formula::SingleVectorRefToken* pSVR =
742 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
743 0 : ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isNan(";
744 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
745 0 : ss << "))\n";
746 0 : ss << " arg" << j << " = " <<GetBottom() << ";\n";
747 0 : ss << " else\n";
748 : #endif
749 0 : ss << " arg" << j << " = ";
750 0 : ss << vSubArguments[j]->GenSlidingWindowDeclRef();
751 0 : ss << ";\n";
752 : }
753 : }
754 0 : ss << " int nNullDate = GetNullDate();\n";
755 0 : ss << " tmp = GetDuration( nNullDate, (int)arg0, (int)arg1, arg2,";
756 0 : ss << " arg3, (int)arg4, (int)arg5);\n";
757 0 : ss << " return tmp;\n";
758 0 : ss << "}";
759 0 : }
760 0 : void OpMDuration::BinInlineFun(std::set<std::string>& decls,
761 : std::set<std::string>& funs)
762 : {
763 0 : decls.insert(GetDuration_newDecl);decls.insert(lcl_Getcoupnum_newDecl);
764 0 : decls.insert(addMonthsDecl);decls.insert(checklessthanDecl);
765 0 : decls.insert(setDayDecl);decls.insert(ScaDateDecl);
766 0 : decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
767 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
768 0 : funs.insert(GetDuration_new);funs.insert(lcl_Getcoupnum_new);
769 0 : funs.insert(addMonths);funs.insert(checklessthan);
770 0 : funs.insert(setDay);funs.insert(ScaDate);
771 0 : funs.insert(GetYearFrac);funs.insert(DaysToDate);
772 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
773 0 : }
774 :
775 0 : void OpMDuration::GenSlidingWindowFunction(std::stringstream& ss,
776 : const std::string &sSymName, SubArguments& vSubArguments)
777 : {
778 0 : ss << "\ndouble " << sSymName;
779 0 : ss << "_"<< BinFuncName() <<"(";
780 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
781 : {
782 0 : if (i)
783 0 : ss << ",";
784 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
785 : }
786 0 : ss << ") {\n";
787 0 : ss << " double tmp = " << GetBottom() << ";\n";
788 0 : ss << " int gid0 = get_global_id(0);\n";
789 0 : ss << " double arg0 = " << GetBottom() << ";\n";
790 0 : ss << " double arg1 = " << GetBottom() << ";\n";
791 0 : ss << " double arg2 = " << GetBottom() << ";\n";
792 0 : ss << " double arg3 = " << GetBottom() << ";\n";
793 0 : ss << " double arg4 = " << GetBottom() << ";\n";
794 0 : ss << " double arg5 = " << GetBottom() << ";\n";
795 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
796 : {
797 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
798 : assert(pCur);
799 0 : if (pCur->GetType() == formula::svSingleVectorRef)
800 : {
801 : #ifdef ISNAN
802 : const formula::SingleVectorRefToken* pSVR =
803 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
804 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
805 : #endif
806 : }
807 0 : else if (pCur->GetType() == formula::svDouble)
808 : {
809 : #ifdef ISNAN
810 0 : ss << " {\n";
811 : #endif
812 : }
813 : #ifdef ISNAN
814 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
815 : {
816 0 : ss << " if (isNan(";
817 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
818 0 : ss << "))\n";
819 0 : ss << " arg" << i << " = 0;\n";
820 0 : ss << " else\n";
821 0 : ss << " arg" << i << " = ";
822 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
823 0 : ss << " }\n";
824 : }
825 : else
826 : {
827 0 : ss << " arg" << i << " = ";
828 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
829 : }
830 : #else
831 : ss << " arg" << i;
832 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
833 : #endif
834 : }
835 0 : ss << " int nNullDate = 693594;\n";
836 0 : ss << " tmp = GetDuration_new( nNullDate, (int)arg0, (int)arg1, arg2,";
837 0 : ss << " arg3, (int)arg4, (int)arg5);\n";
838 0 : ss << " tmp = tmp * pow(1.0 + arg3 * pow((int)arg4, -1.0), -1);\n";
839 0 : ss << " return tmp;\n";
840 0 : ss << "}";
841 0 : }
842 0 : void Fvschedule::GenSlidingWindowFunction(
843 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
844 : {
845 0 : FormulaToken* pCur = vSubArguments[1]->GetFormulaToken();
846 : assert(pCur);
847 : const formula::DoubleVectorRefToken* pCurDVR =
848 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
849 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
850 0 : ss << "\ndouble " << sSymName;
851 0 : ss << "_"<< BinFuncName() <<"(";
852 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
853 : {
854 0 : if (i)
855 0 : ss << ",";
856 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
857 : }
858 0 : ss << ") {\n\t";
859 0 : ss << "double tmp = 1.0;\n\t";
860 0 : ss << "int gid0 = get_global_id(0);\n\t";
861 0 : ss << "double arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
862 0 : ss << ";\n\t";
863 : #ifdef ISNAN
864 0 : ss << "if (isNan(arg0))\n\t\t";
865 0 : ss << "arg0 = 0;\n\t";
866 : #endif
867 0 : ss << "double arg1;\n\t";
868 0 : ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
869 : #ifdef ISNAN
870 0 : ss << "for (int i = 0; i + gid0 < arrayLength &&";
871 0 : ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
872 : #else
873 : ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t";
874 : #endif
875 0 : ss << "arg1 = ";
876 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
877 : #ifdef ISNAN
878 0 : ss << "if (isNan(arg1))\n\t\t\t\t";
879 0 : ss << "arg1 = 0;\n\t\t\t";
880 : #endif
881 0 : ss << "tmp *= arg1 + 1.0;\n\t\t";
882 0 : ss << "}\n\t";
883 0 : ss << "return (double)tmp * arg0";
884 0 : ss << ";\n}";
885 0 : }
886 0 : void Cumipmt::BinInlineFun(std::set<std::string>& decls,
887 : std::set<std::string>& funs)
888 : {
889 0 : decls.insert(GetRmz_newDecl); decls.insert(GetZw_newDecl);
890 0 : funs.insert(GetRmz_new);funs.insert(GetZw_new);
891 0 : }
892 0 : void Cumipmt::GenSlidingWindowFunction(
893 : std::stringstream &ss, const std::string &sSymName, SubArguments &
894 : vSubArguments)
895 : {
896 0 : ss << "\ndouble " << sSymName;
897 0 : ss << "_"<< BinFuncName() <<"(";
898 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
899 : {
900 0 : if (i)
901 0 : ss << ",";
902 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
903 : }
904 0 : ss << ") {\n";
905 0 : ss << " int gid0 = get_global_id(0);\n";
906 0 : ss << " double fRate,fVal;\n";
907 0 : ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
908 : #ifdef ISNAN
909 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
910 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
911 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
912 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
913 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
914 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
915 : #endif
916 : #ifdef ISNAN
917 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
918 : {
919 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
920 0 : formula::SingleVectorRefToken *>(tmpCur0);
921 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
922 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
923 0 : ss <<"))\n";
924 0 : ss <<" fRate = 0;\n else\n";
925 : }
926 : #endif
927 0 : ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
928 0 : ss <<";\n";
929 : #ifdef ISNAN
930 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
931 : {
932 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
933 0 : formula::SingleVectorRefToken *>(tmpCur1);
934 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
935 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
936 0 : ss <<"))\n";
937 0 : ss <<" nNumPeriods = 0;\n else\n";
938 : }
939 : #endif
940 0 : ss <<" nNumPeriods = (int)";
941 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
942 0 : ss <<";\n";
943 : #ifdef ISNAN
944 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
945 : {
946 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
947 0 : formula::SingleVectorRefToken *>(tmpCur2);
948 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
949 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
950 0 : ss <<"))\n";
951 0 : ss <<" fVal = 0;\n else\n";
952 : }
953 : #endif
954 0 : ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
955 0 : ss <<";\n";
956 : #ifdef ISNAN
957 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
958 : {
959 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
960 0 : formula::SingleVectorRefToken *>(tmpCur3);
961 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
962 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
963 0 : ss <<"))\n";
964 0 : ss <<" nStartPer = 0;\n else\n";
965 : }
966 : #endif
967 0 : ss <<" nStartPer = (int)";
968 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
969 0 : ss <<";\n";
970 : #ifdef ISNAN
971 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
972 : {
973 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
974 0 : formula::SingleVectorRefToken *>(tmpCur4);
975 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
976 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
977 0 : ss <<"))\n";
978 0 : ss <<" nEndPer = 0;\n else\n";
979 : }
980 : #endif
981 0 : ss <<" nEndPer = (int)";
982 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
983 0 : ss <<";\n";
984 :
985 : #ifdef ISNAN
986 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
987 : {
988 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
989 0 : formula::SingleVectorRefToken *>(tmpCur5);
990 0 : ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isNan(";
991 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
992 0 : ss <<"))\n";
993 0 : ss <<" nPayType = 0;\n else\n";
994 : }
995 : #endif
996 0 : ss <<" nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
997 0 : ss <<";\n";
998 0 : ss <<" double fRmz;\n";
999 0 : ss <<" fRmz = GetRmz_new( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
1000 0 : ss <<" double tmp = 0.0;\n";
1001 0 : ss <<" if( nStartPer == 1 )\n";
1002 0 : ss <<" {\n";
1003 0 : ss <<" if( nPayType <= 0 )\n";
1004 0 : ss <<" tmp = -fVal;\n";
1005 0 : ss <<" nStartPer++;\n";
1006 0 : ss <<" }\n";
1007 0 : ss <<" for( ; nStartPer<= nEndPer ; nStartPer++ )\n";
1008 0 : ss <<" {\n";
1009 0 : ss <<" if( nPayType > 0 )\n";
1010 0 : ss <<" tmp += GetZw_new( fRate, nStartPer - 2 , ";
1011 0 : ss <<"fRmz, fVal, 1 ) - fRmz;\n";
1012 0 : ss <<" else\n";
1013 0 : ss <<" tmp += GetZw_new( fRate, nStartPer - 1 , ";
1014 0 : ss <<"fRmz, fVal, 0 );\n";
1015 0 : ss <<" }\n";
1016 0 : ss <<" tmp *= fRate;\n";
1017 0 : ss <<" return tmp;\n";
1018 0 : ss <<"}";
1019 0 : }
1020 :
1021 0 : void IRR::GenSlidingWindowFunction(std::stringstream &ss,
1022 : const std::string &sSymName, SubArguments &vSubArguments)
1023 : {
1024 0 : ss << "\ndouble " << sSymName;
1025 0 : ss << "_" << BinFuncName() << "(";
1026 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1027 : {
1028 0 : if (i)
1029 0 : ss << ",";
1030 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1031 : }
1032 0 : ss << ") {\n";
1033 0 : ss << " #define Epsilon 1.0E-7\n";
1034 0 : ss << " int gid0 = get_global_id(0);\n";
1035 0 : FormulaToken* pSur = vSubArguments[1]->GetFormulaToken();
1036 : assert(pSur);
1037 0 : ss << " double fSchaetzwert = ";
1038 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n";
1039 0 : ss << " double fEps = 1.0;\n";
1040 0 : ss << " double x = 0.0, xNeu = 0.0, fZaehler = 0.0, fNenner = 0.0;\n";
1041 0 : ss << " double nCount = 0.0;\n";
1042 0 : if (pSur->GetType() == formula::svSingleVectorRef)
1043 : {
1044 : #ifdef ISNAN
1045 : const formula::SingleVectorRefToken* pSVR =
1046 0 : static_cast< const formula::SingleVectorRefToken* >(pSur);
1047 0 : ss << " if (gid0 >= " << pSVR->GetArrayLength() << ")\n";
1048 0 : ss << " fSchaetzwert = 0.1;\n";
1049 0 : ss << " if (isNan(fSchaetzwert))\n";
1050 0 : ss << " x = 0.1;\n";
1051 0 : ss << " else\n";
1052 : #endif
1053 : }
1054 0 : else if (pSur->GetType() == formula::svDouble)
1055 : {
1056 : #ifdef ISNAN
1057 0 : ss << " if (isNan(fSchaetzwert))\n";
1058 0 : ss << " x = 0.1;\n";
1059 0 : ss << " else\n";
1060 : #endif
1061 : }
1062 0 : ss << " x = fSchaetzwert;\n";
1063 0 : ss << " unsigned short nItCount = 0;\n";
1064 0 : ss << " while (fEps > Epsilon && nItCount < 20){\n";
1065 0 : ss << " nCount = 0.0; fZaehler = 0.0; fNenner = 0.0;\n";
1066 0 : ss << " double arg0, arg1;\n";
1067 0 : ss << " int i = 0;\n";
1068 0 : FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
1069 : assert(pCur);
1070 : const formula::DoubleVectorRefToken* pDVR =
1071 0 : static_cast<const formula::DoubleVectorRefToken* >(pCur);
1072 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
1073 0 : ss << " for ( ";
1074 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
1075 : #ifdef ISNAN
1076 0 : ss << "i = gid0; i < " << pDVR->GetArrayLength();
1077 0 : ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
1078 : #else
1079 : ss << "i = gid0; i < " << nCurWindowSize << " /2*2; i++)\n";
1080 : #endif
1081 0 : ss << " arg0 = ";
1082 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1083 0 : ss << " i++;;\n";
1084 0 : ss << " arg1 = ";
1085 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1086 : #ifdef ISNAN
1087 0 : ss << " if (!isNan(arg0)){\n";
1088 : #endif
1089 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1090 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1091 0 : ss << " nCount += 1;\n";
1092 0 : ss << " }\n";
1093 : #ifdef ISNAN
1094 0 : ss << " if (!isNan(arg1)){\n";
1095 : #endif
1096 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1097 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1098 0 : ss << " nCount += 1;\n";
1099 0 : ss << " }\n";
1100 : #ifdef ISNAN
1101 0 : ss << " }\n";
1102 0 : ss << "if(i < " << pDVR->GetArrayLength();
1103 0 : ss << " && i < " << nCurWindowSize << ") ;{\n";
1104 : #else
1105 : ss << " i < " << nCurWindowSize << "){\n";
1106 : #endif
1107 : }
1108 0 : else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
1109 : #ifdef ISNAN
1110 0 : ss << "; i < " << pDVR->GetArrayLength();
1111 0 : ss << " && i < (gid0+" << nCurWindowSize << " )/2*2; i++){\n";
1112 : #else
1113 : ss << "; i < gid0+" << nCurWindowSize << " /2*2; i++)\n";
1114 : #endif
1115 0 : ss << " arg0 = ";
1116 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1117 : #ifdef ISNAN
1118 0 : ss << " if (!isNan(arg0)){\n";
1119 : #endif
1120 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1121 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1122 0 : ss << " nCount += 1;\n";
1123 : #ifdef ISNAN
1124 0 : ss << " }\n";
1125 : #endif
1126 0 : ss << " i++;\n";
1127 0 : ss << " arg1 = ";
1128 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1129 : #ifdef ISNAN
1130 0 : ss << " if (!isNan(arg1)){\n";
1131 : #endif
1132 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1133 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1134 0 : ss << " nCount+=1;\n";
1135 0 : ss << " }\n";
1136 : #ifdef ISNAN
1137 0 : ss << " }\n";
1138 0 : ss << " if(i < " << pDVR->GetArrayLength();
1139 0 : ss << " && i < gid0+" << nCurWindowSize << "){\n";
1140 : #else
1141 : ss << " i < " << nCurWindowSize << "){\n";
1142 : #endif
1143 : }
1144 0 : else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
1145 : #ifdef ISNAN
1146 0 : ss << " ; i + gid0 < " << pDVR->GetArrayLength();
1147 0 : ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
1148 : #else
1149 : ss << "; i < " << nCurWindowSize << " /2*2; i++)\n";
1150 : #endif
1151 0 : ss << " arg0 = ";
1152 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1153 0 : ss << " i++;;\n";
1154 0 : ss << " arg1 = ";
1155 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1156 : #ifdef ISNAN
1157 0 : ss << " if (!isNan(arg0)){\n";
1158 : #endif
1159 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1160 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1161 0 : ss << " nCount += 1;\n";
1162 0 : ss << " }\n";
1163 : #ifdef ISNAN
1164 0 : ss << " if (!isNan(arg1)){\n";
1165 : #endif
1166 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1167 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1168 0 : ss << " nCount+=1;\n";
1169 0 : ss << " }\n";
1170 : #ifdef ISNAN
1171 0 : ss << " }\n";
1172 0 : ss << " if(i + gid0 < " << pDVR->GetArrayLength() << " &&";
1173 0 : ss << " i < " << nCurWindowSize << "){\n";
1174 : #else
1175 : ss << " i < " << nCurWindowSize << "){\n";
1176 : #endif
1177 :
1178 : } else {
1179 : #ifdef ISNAN
1180 0 : ss << "; i < " << nCurWindowSize << " /2*2; i++){\n";
1181 : #else
1182 : ss << "; i < " << nCurWindowSize << " /2*2; i++)\n";
1183 : #endif
1184 0 : ss << " arg0 = ";
1185 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1186 0 : ss << " i++;;\n";
1187 0 : ss << " arg1 = ";
1188 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1189 : #ifdef ISNAN
1190 0 : ss << " if (!isNan(arg0)){\n";
1191 : #endif
1192 0 : ss << " fZaehler += arg0 / pow(1.0 + x, nCount);\n";
1193 0 : ss << " fNenner+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
1194 0 : ss << " nCount += 1;\n";
1195 0 : ss << " }\n";
1196 : #ifdef ISNAN
1197 0 : ss << " if (!isNan(arg1)){\n";
1198 : #endif
1199 0 : ss << " fZaehler += arg1 / pow(1.0 + x, nCount);\n";
1200 0 : ss << " fNenner+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
1201 0 : ss << " nCount+=1;\n";
1202 0 : ss << " }\n";
1203 : #ifdef ISNAN
1204 0 : ss << " }\n";
1205 0 : ss << "if(i<" << nCurWindowSize << "){\n";
1206 : #else
1207 : ss << " i < " << nCurWindowSize << "){\n";
1208 : #endif
1209 :
1210 : }
1211 0 : ss << " arg0 = ";
1212 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
1213 : #ifdef ISNAN
1214 0 : ss << " if (isNan(arg0))\n";
1215 0 : ss << " continue;\n";
1216 : #endif
1217 0 : ss << " fZaehler += arg0 / pow(1.0+x, nCount);\n";
1218 0 : ss << " fNenner += -nCount * arg0 / pow(1.0+x,nCount+1.0);\n";
1219 0 : ss << " nCount+=1;\n";
1220 0 : ss << " }\n";
1221 0 : ss << " xNeu = x - fZaehler / fNenner;\n";
1222 0 : ss << " fEps = fabs(xNeu - x);\n";
1223 0 : ss << " x = xNeu;\n";
1224 0 : ss << " nItCount++;\n }\n";
1225 0 : ss << " if (fSchaetzwert == 0.0 && fabs(x) < Epsilon)\n";
1226 0 : ss << " x = 0.0;\n";
1227 0 : ss << " if (fEps < Epsilon)\n";
1228 0 : ss << " return x;\n";
1229 0 : ss << " else\n";
1230 0 : ss << " return (double)523;\n";
1231 0 : ss << "}";
1232 0 : }
1233 :
1234 0 : void XNPV::GenSlidingWindowFunction(
1235 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1236 : {
1237 0 : FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
1238 : assert(pCur);
1239 : const formula::DoubleVectorRefToken* pCurDVR =
1240 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
1241 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
1242 0 : ss << "\ndouble " << sSymName;
1243 0 : ss << "_"<< BinFuncName() <<"( ";
1244 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1245 : {
1246 0 : if (i)
1247 0 : ss << ",";
1248 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1249 : }
1250 :
1251 0 : ss << ") {\n\t";
1252 0 : ss << "double result = 0.0;\n\t";
1253 0 : ss << "int gid0 = get_global_id(0);\n\t";
1254 0 : ss << "int i=0;\n\t";
1255 0 : ss << "double date;\n\t";
1256 0 : ss << "double value;\n\t";
1257 0 : ss << "double rate;\n\t";
1258 0 : ss << "double dateNull;\n\t";
1259 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1260 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1261 0 : formula::SingleVectorRefToken *>(tmpCur0);
1262 :
1263 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1264 : const formula::DoubleVectorRefToken*tmpCurDVR1= static_cast<const
1265 0 : formula::DoubleVectorRefToken *>(tmpCur1);
1266 :
1267 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1268 : const formula::DoubleVectorRefToken*tmpCurDVR2= static_cast<const
1269 0 : formula::DoubleVectorRefToken *>(tmpCur2);
1270 0 : ss<< "int buffer_rate_len = ";
1271 0 : ss<< tmpCurDVR0->GetArrayLength();
1272 0 : ss << ";\n\t";
1273 0 : ss<< "int buffer_value_len = ";
1274 0 : ss<< tmpCurDVR1->GetArrayLength();
1275 0 : ss << ";\n\t";
1276 0 : ss<< "int buffer_date_len = ";
1277 0 : ss<< tmpCurDVR2->GetArrayLength();
1278 0 : ss << ";\n\t";
1279 0 : ss<<"if((gid0)>=buffer_date_len || isNan(";
1280 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1281 0 : ss<<"))\n\t\t";
1282 0 : ss<<"return NAN;\n\telse \n";
1283 0 : ss<<"dateNull = ";
1284 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1285 0 : ss<<";\n\t";
1286 0 : ss<<"if((gid0)>=buffer_rate_len || isNan(";
1287 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1288 0 : ss<<"))\n\t\t";
1289 0 : ss<<"return NAN;\n\telse \n";
1290 0 : ss<<"rate = ";
1291 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1292 0 : ss<<";\n\t";
1293 0 : ss<<"if(1 == buffer_date_len )\n";
1294 0 : ss<<"return ";
1295 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1296 0 : ss<<";\n\t";
1297 0 : ss << "for (int i = ";
1298 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed())
1299 : {
1300 0 : ss << "gid0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
1301 : }
1302 0 : else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
1303 : {
1304 0 : ss << "0; i < gid0+"<< nCurWindowSize <<"; i++)\n\t\t";
1305 : }
1306 : else
1307 : {
1308 0 : ss << "0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
1309 : }
1310 0 : ss << "{\n\t";
1311 0 : if (!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
1312 : {
1313 0 : ss << "if((i+gid0)>=buffer_value_len || (i+gid0)>=buffer_date_len)\n\t\t";
1314 0 : ss << "return result;\n\telse \n\t\t";
1315 : }
1316 : else
1317 : {
1318 0 : ss << "if(i>=buffer_value_len || i>=buffer_date_len)\n\t\t";
1319 0 : ss << "return result;\n\telse \n\t\t";
1320 : }
1321 :
1322 0 : ss << "value = ";
1323 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef(true);
1324 0 : ss << ";\n";
1325 0 : ss << " date = ";
1326 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef(true);
1327 0 : ss << ";\n";
1328 0 : ss << "result += value/(pow((rate+1),(date-dateNull)/365));\n";
1329 0 : ss << "}\n";
1330 0 : ss << "return result;\n";
1331 0 : ss << "}";
1332 0 : }
1333 :
1334 0 : void PriceMat::BinInlineFun(std::set<std::string>& decls,
1335 : std::set<std::string>& funs)
1336 : {
1337 0 : decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
1338 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
1339 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
1340 :
1341 0 : funs.insert(GetYearFrac);funs.insert(GetNullDate);
1342 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
1343 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
1344 0 : }
1345 0 : void PriceMat::GenSlidingWindowFunction(
1346 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1347 : {
1348 0 : ss << "\ndouble " << sSymName;
1349 0 : ss << "_"<< BinFuncName() <<"(";
1350 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1351 : {
1352 0 : if (i)
1353 0 : ss << ",";
1354 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1355 : }
1356 0 : ss << ") {\n\t";
1357 0 : ss << "int gid0 = get_global_id(0);\n\t";
1358 0 : ss << "double result=0;\n\t";
1359 0 : ss<< "int nNullDate = GetNullDate( );\n\t";
1360 0 : ss <<"int settle;\n\t";
1361 0 : ss <<"int mat;\n\t";
1362 0 : ss <<"int issue;\n\t";
1363 0 : ss <<"double rate;\n\t";
1364 0 : ss <<"double yield;\n\t";
1365 0 : ss <<"int nBase;\n\t";
1366 : #ifdef ISNAN
1367 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1368 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1369 0 : formula::SingleVectorRefToken *>(tmpCur0);
1370 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1371 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1372 0 : formula::SingleVectorRefToken *>(tmpCur1);
1373 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1374 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1375 0 : formula::SingleVectorRefToken *>(tmpCur2);
1376 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1377 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1378 0 : formula::SingleVectorRefToken *>(tmpCur3);
1379 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
1380 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1381 0 : formula::SingleVectorRefToken *>(tmpCur4);
1382 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
1383 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1384 0 : formula::SingleVectorRefToken *>(tmpCur5);
1385 :
1386 0 : ss<< "int buffer_settle_len = ";
1387 0 : ss<< tmpCurDVR0->GetArrayLength();
1388 0 : ss << ";\n\t";
1389 0 : ss<< "int buffer_mat_len = ";
1390 0 : ss<< tmpCurDVR1->GetArrayLength();
1391 0 : ss << ";\n\t";
1392 0 : ss<< "int buffer_issue_len = ";
1393 0 : ss<< tmpCurDVR2->GetArrayLength();
1394 0 : ss << ";\n\t";
1395 0 : ss<< "int buffer_rate_len = ";
1396 0 : ss<< tmpCurDVR3->GetArrayLength();
1397 0 : ss << ";\n\t";
1398 0 : ss<< "int buffer_yield_len = ";
1399 0 : ss<< tmpCurDVR4->GetArrayLength();
1400 0 : ss << ";\n\t";
1401 0 : ss<< "int buffer_base_len = ";
1402 0 : ss<< tmpCurDVR5->GetArrayLength();
1403 0 : ss << ";\n\t";
1404 : #endif
1405 : #ifdef ISNAN
1406 0 : ss<<"if(gid0>=buffer_settle_len || isNan(";
1407 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1408 0 : ss<<"))\n\t\t";
1409 0 : ss<<"settle = 0;\n\telse \n\t\t";
1410 : #endif
1411 0 : ss<<"settle = ";
1412 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1413 0 : ss<<";\n\t";
1414 : #ifdef ISNAN
1415 0 : ss<<"if(gid0>=buffer_mat_len || isNan(";
1416 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1417 0 : ss<<"))\n\t\t";
1418 0 : ss<<"mat = 0;\n\telse \n\t\t";
1419 : #endif
1420 0 : ss<<"mat = ";
1421 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1422 0 : ss<<";\n\t";
1423 : #ifdef ISNAN
1424 0 : ss<<"if(gid0>=buffer_issue_len || isNan(";
1425 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1426 0 : ss<<"))\n\t\t";
1427 0 : ss<<"issue = 0;\n\telse \n\t\t";
1428 : #endif
1429 0 : ss<<"issue = ";
1430 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1431 0 : ss<<";\n\t";
1432 : #ifdef ISNAN
1433 0 : ss<<"if(gid0>=buffer_rate_len || isNan(";
1434 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1435 0 : ss<<"))\n\t\t";
1436 0 : ss<<"rate = 0;\n\telse \n\t\t";
1437 : #endif
1438 0 : ss<<"rate = ";
1439 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1440 0 : ss<<";\n\t";
1441 : #ifdef ISNAN
1442 0 : ss<<"if(gid0>=buffer_yield_len || isNan(";
1443 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1444 0 : ss<<"))\n\t\t";
1445 0 : ss<<"yield = 0;\n\telse \n\t\t";
1446 : #endif
1447 0 : ss<<"yield = ";
1448 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
1449 0 : ss<<";\n\t";
1450 : #ifdef ISNAN
1451 0 : ss<<"if(gid0>=buffer_base_len || isNan(";
1452 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
1453 0 : ss<<"))\n\t\t";
1454 0 : ss<<"nBase = 0;\n\telse \n\t\t";
1455 : #endif
1456 0 : ss<<"nBase = ";
1457 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
1458 0 : ss<<";\n\t";
1459 0 : ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
1460 0 : ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
1461 0 : ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
1462 0 : ss<<"result = 1.0 + fIssMat * rate;\n\t";
1463 0 : ss<<"result /= 1.0 + fSetMat * yield;\n\t";
1464 0 : ss<<"result -= fIssSet * rate;\n\t";
1465 0 : ss<<"result*= 100.0;\n\t";
1466 0 : ss<<"return result;\n\t";
1467 0 : ss<<"}\n";
1468 0 : }
1469 :
1470 0 : void OpSYD::GenSlidingWindowFunction(std::stringstream &ss,
1471 : const std::string &sSymName, SubArguments &vSubArguments)
1472 : {
1473 0 : ss << "\ndouble " << sSymName;
1474 0 : ss << "_"<< BinFuncName() <<"(";
1475 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1476 : {
1477 0 : if (i)
1478 0 : ss << ",";
1479 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1480 : }
1481 0 : ss << ") {\n";
1482 0 : ss << " int gid0 = get_global_id(0);\n";
1483 0 : ss << " double result=0;\n";
1484 0 : ss << " double cost;\n";
1485 0 : ss << " double salvage;\n";
1486 0 : ss << " double life;\n";
1487 0 : ss << " double period;\n";
1488 : #ifdef ISNAN
1489 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1490 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1491 0 : formula::SingleVectorRefToken *>(tmpCur0);
1492 :
1493 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1494 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1495 0 : formula::SingleVectorRefToken *>(tmpCur1);
1496 :
1497 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1498 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1499 0 : formula::SingleVectorRefToken *>(tmpCur2);
1500 :
1501 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1502 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1503 0 : formula::SingleVectorRefToken *>(tmpCur3);
1504 :
1505 0 : ss << " int buffer_cost_len = ";
1506 0 : ss << tmpCurDVR0->GetArrayLength();
1507 0 : ss << ";\n";
1508 :
1509 0 : ss << " int buffer_salvage_len = ";
1510 0 : ss << tmpCurDVR1->GetArrayLength();
1511 0 : ss << ";\n";
1512 :
1513 0 : ss << " int buffer_life_len = ";
1514 0 : ss << tmpCurDVR2->GetArrayLength();
1515 0 : ss << ";\n";
1516 0 : ss << " int buffer_period_len = ";
1517 0 : ss << tmpCurDVR3->GetArrayLength();
1518 0 : ss << ";\n";
1519 : #endif
1520 :
1521 : #ifdef ISNAN
1522 0 : ss <<" if(gid0>=buffer_cost_len || isNan(";
1523 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1524 0 : ss <<"))\n";
1525 0 : ss <<" cost = 0;\n\telse \n";
1526 : #endif
1527 0 : ss <<" cost = ";
1528 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1529 0 : ss <<";\n";
1530 : #ifdef ISNAN
1531 0 : ss <<" if(gid0>=buffer_salvage_len || isNan(";
1532 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1533 0 : ss <<"))\n";
1534 0 : ss <<" salvage = 0;\n\telse \n";
1535 : #endif
1536 0 : ss <<" salvage = ";
1537 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1538 0 : ss <<";\n";
1539 : #ifdef ISNAN
1540 0 : ss <<" if(gid0>=buffer_life_len || isNan(";
1541 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1542 0 : ss <<"))\n";
1543 0 : ss <<" life = 0;\n\telse \n";
1544 : #endif
1545 0 : ss <<" life = ";
1546 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1547 0 : ss <<";\n";
1548 : #ifdef ISNAN
1549 0 : ss <<" if(gid0>=buffer_period_len || isNan(";
1550 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1551 0 : ss <<"))\n";
1552 0 : ss <<" period = 0;\n\telse \n";
1553 : #endif
1554 0 : ss <<" period = ";
1555 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
1556 0 : ss <<";\n";
1557 0 : ss <<" double tmpvalue = ((life*(life+1))*pow(2.0,-1));\n";
1558 0 : ss <<" result = ((cost-salvage)*(life-period+1)";
1559 0 : ss << "*pow(tmpvalue,-1));\n";
1560 0 : ss <<" return result;\n";
1561 0 : ss <<"}\n";
1562 0 : }
1563 :
1564 0 : void MIRR::GenSlidingWindowFunction(
1565 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1566 : {
1567 0 : FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
1568 : assert(pCur);
1569 : const formula::DoubleVectorRefToken* pCurDVR =
1570 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
1571 0 : size_t nCurWindowSize = pCurDVR->GetRefRowSize();
1572 0 : FormulaToken* pCur1 = vSubArguments[1]->GetFormulaToken();
1573 : assert(pCur1);
1574 : const formula::SingleVectorRefToken* pSVR1 =
1575 0 : static_cast< const formula::SingleVectorRefToken* >(pCur1);
1576 : assert(pSVR1);
1577 0 : FormulaToken* pCur2 = vSubArguments[2]->GetFormulaToken();
1578 : assert(pCur2);
1579 : const formula::SingleVectorRefToken* pSVR2 =
1580 0 : static_cast< const formula::SingleVectorRefToken* >(pCur2);
1581 : assert(pSVR2);
1582 :
1583 0 : ss << "\ndouble " << sSymName;
1584 0 : ss << "_"<< BinFuncName() <<"(";
1585 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1586 : {
1587 0 : if (i)
1588 0 : ss << ",";
1589 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1590 : }
1591 0 : ss << ") {\n\t";
1592 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
1593 0 : ss << "int gid0 = get_global_id(0);\n\t";
1594 0 : ss << "double arg0, arg1, arg2;\n\t";
1595 0 : ss << "arg1 = " << vSubArguments[1]->GenSlidingWindowDeclRef();
1596 0 : ss << ";\n\t";
1597 0 : ss << "arg2 = " << vSubArguments[2]->GenSlidingWindowDeclRef();
1598 0 : ss << ";\n\t";
1599 0 : ss << "int argLen1 = " << pSVR1->GetArrayLength() << ";\n\t";
1600 0 : ss << "int argLen2 = " << pSVR2->GetArrayLength() << ";\n\t";
1601 : #ifdef ISNAN
1602 0 : ss << "if (gid0 >= argLen1)\n\t\t";
1603 0 : ss << "arg1 = 0.0;\n\t";
1604 0 : ss << "if (gid0 >= argLen2)\n\t\t";
1605 0 : ss << "arg2 = 0.0;\n\t";
1606 0 : ss << "if (isNan(arg1))\n\t\t";
1607 0 : ss << "arg1 = 0.0;\n\t";
1608 0 : ss << "if (isNan(arg2))\n\t\t";
1609 0 : ss << "arg2 = 0.0;\n\t";
1610 : #endif
1611 0 : ss << "double invest = arg1 + 1.0;\n\t";
1612 0 : ss << "double reinvest = arg2 + 1.0;\n\t";
1613 0 : ss << "double NPV_invest = 0.0;\n\t";
1614 0 : ss << "double Pow_invest = 1.0;\n\t";
1615 0 : ss << "double NPV_reinvest = 0.0;\n\t";
1616 0 : ss << "double Pow_reinvest = 1.0;\n\t";
1617 0 : ss << "int nCount = 0;\n\t";
1618 0 : ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
1619 : #ifdef ISNAN
1620 0 : ss << "for (int i = 0; i + gid0 < arrayLength &&";
1621 0 : ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
1622 : #else
1623 : ss << "for (int i = 0; i < " << nCurWindowSize << "; i++){\n\t\t";
1624 : #endif
1625 0 : ss << "arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
1626 0 : ss << ";\n\t\t";
1627 : #ifdef ISNAN
1628 0 : ss << "if (isNan(arg0))\n\t\t\t";
1629 0 : ss << "continue;\n\t\t";
1630 : #endif
1631 0 : ss << "if (arg0 > 0.0)\n\t\t\t";
1632 0 : ss << "NPV_reinvest += arg0 * Pow_reinvest;\n\t\t";
1633 0 : ss << "else if (arg0 < 0.0)\n\t\t\t";
1634 0 : ss << "NPV_invest += arg0 * Pow_invest;\n\t\t";
1635 0 : ss << "Pow_reinvest /= reinvest;\n\t\t";
1636 0 : ss << "Pow_invest /= invest;\n\t\t";
1637 0 : ss << "nCount++;\n\t";
1638 0 : ss << "}\n\t";
1639 0 : ss << "tmp = ";
1640 0 : ss << "-NPV_reinvest /NPV_invest * pow(reinvest,(double)nCount-1);\n\t";
1641 0 : ss << "tmp = pow(tmp, 1.0 / (nCount - 1)) - 1.0;\n\t";
1642 0 : ss << "return (double)tmp;\n";
1643 0 : ss << "}";
1644 0 : }
1645 :
1646 0 : void OpEffective::GenSlidingWindowFunction(std::stringstream& ss,
1647 : const std::string &sSymName, SubArguments& vSubArguments)
1648 : {
1649 0 : ss << "\ndouble " << sSymName;
1650 0 : ss << "_" << BinFuncName() << "(";
1651 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1652 : {
1653 0 : if (i)
1654 0 : ss << ",";
1655 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1656 : }
1657 0 : ss << ") {\n";
1658 0 : ss << " double tmp = " << GetBottom() <<";\n";
1659 0 : ss << " int gid0 = get_global_id(0);\n\t";
1660 0 : ss << " double arg0 = " << GetBottom() << ";\n";
1661 0 : ss << " double arg1 = " << GetBottom() << ";\n";
1662 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1663 : {
1664 0 : FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
1665 : assert(pCur);
1666 0 : if (pCur->GetType() == formula::svSingleVectorRef)
1667 : {
1668 : #ifdef ISNAN
1669 : const formula::SingleVectorRefToken* pSVR =
1670 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
1671 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
1672 : #endif
1673 : }
1674 0 : else if (pCur->GetType() == formula::svDouble)
1675 : {
1676 : #ifdef ISNAN
1677 0 : ss << " {\n";
1678 : #endif
1679 : }
1680 : #ifdef ISNAN
1681 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
1682 : {
1683 0 : ss << " if (isNan(";
1684 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
1685 0 : ss << "))\n";
1686 0 : ss << " arg" << i << " = 0;\n";
1687 0 : ss << " else\n";
1688 0 : ss << " arg" << i << " = ";
1689 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
1690 0 : ss << " }\n";
1691 : }
1692 : else
1693 : {
1694 0 : ss << " arg" << i << " = ";
1695 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
1696 : }
1697 : #else
1698 : ss << " arg" << i;
1699 : ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
1700 : #endif
1701 : }
1702 0 : ss << " tmp = pow(1.0 + arg0 * pow(arg1, -1), arg1)-1.0;\n";
1703 0 : ss << " return tmp;\n";
1704 0 : ss << "}";
1705 0 : }
1706 :
1707 0 : void OpTbilleq::BinInlineFun(std::set<std::string>& decls,
1708 : std::set<std::string>& funs)
1709 : {
1710 0 : decls.insert(GetDiffDate360_Decl);decls.insert(GetDiffDate360Decl);
1711 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
1712 0 : decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
1713 0 : decls.insert(IsLeapYearDecl);
1714 0 : funs.insert(GetDiffDate360_);funs.insert(GetDiffDate360);
1715 0 : funs.insert(DateToDays);funs.insert(DaysToDate_LocalBarrier);
1716 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
1717 0 : funs.insert(IsLeapYear);
1718 0 : }
1719 0 : void OpTbilleq::GenSlidingWindowFunction(
1720 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
1721 : {
1722 0 : ss << "\ndouble " << sSymName;
1723 0 : ss << "_"<< BinFuncName() <<"(";
1724 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1725 : {
1726 0 : if (i)
1727 0 : ss << ",";
1728 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1729 : }
1730 0 : ss << ") {\n\t";
1731 0 : ss << " int gid0 = get_global_id(0);\n";
1732 0 : ss << "double tmp = 0;\n\t";
1733 0 : ss << "double tmp000;\n\t";
1734 0 : ss << "double tmp001;\n\t";
1735 0 : ss << "double tmp002;\n\t";
1736 :
1737 : #ifdef ISNAN
1738 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1739 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1740 0 : formula::SingleVectorRefToken *>(tmpCur0);
1741 :
1742 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1743 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1744 0 : formula::SingleVectorRefToken *>(tmpCur1);
1745 :
1746 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1747 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1748 0 : formula::SingleVectorRefToken *>(tmpCur2);
1749 :
1750 0 : ss<< "int buffer_tmp000_len = ";
1751 0 : ss<< tmpCurDVR0->GetArrayLength();
1752 0 : ss << ";\n\t";
1753 :
1754 0 : ss<< "int buffer_tmp001_len = ";
1755 0 : ss<< tmpCurDVR1->GetArrayLength();
1756 0 : ss << ";\n\t";
1757 :
1758 0 : ss<< "int buffer_tmp002_len = ";
1759 0 : ss<< tmpCurDVR2->GetArrayLength();
1760 0 : ss << ";\n\t";
1761 : #endif
1762 :
1763 : #ifdef ISNAN
1764 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
1765 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1766 0 : ss<<"))\n\t\t";
1767 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
1768 : #endif
1769 0 : ss<<"tmp000 = ";
1770 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
1771 0 : ss<<";\n\t";
1772 :
1773 : #ifdef ISNAN
1774 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
1775 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1776 0 : ss<<"))\n\t\t";
1777 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
1778 : #endif
1779 0 : ss<<"tmp001 = ";
1780 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
1781 0 : ss<<";\n\t";
1782 :
1783 : #ifdef ISNAN
1784 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
1785 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1786 0 : ss<<"))\n\t\t";
1787 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
1788 : #endif
1789 0 : ss<<"tmp002 = ";
1790 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
1791 0 : ss<<";\n\t";
1792 :
1793 0 : ss<<"tmp001+=1.0;\n";
1794 0 : ss<<"int nDiff =GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
1795 0 : ss<<"tmp =( 365 * tmp002 ) / ( 360 - ( tmp002 * ( nDiff ) ) );\n";
1796 0 : ss << "return tmp;\n";
1797 0 : ss << "}";
1798 0 : }
1799 0 : void OpCumprinc::BinInlineFun(std::set<std::string>& decls,
1800 : std::set<std::string>& funs)
1801 : {
1802 0 : decls.insert(GetRmz_newDecl); decls.insert(GetZw_newDecl);
1803 0 : funs.insert(GetRmz_new);funs.insert(GetZw_new);
1804 0 : }
1805 0 : void OpCumprinc::GenSlidingWindowFunction(std::stringstream &ss,
1806 : const std::string &sSymName, SubArguments &vSubArguments)
1807 : {
1808 0 : ss << "\ndouble " << sSymName;
1809 0 : ss << "_"<< BinFuncName() <<"(";
1810 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1811 : {
1812 0 : if (i)
1813 0 : ss << ",";
1814 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1815 : }
1816 0 : ss << ") {\n";
1817 0 : ss << " double tmp = " << GetBottom() <<";\n";
1818 0 : ss << " int gid0 = get_global_id(0);\n";
1819 0 : ss << " double fRate,fVal;\n";
1820 0 : ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
1821 : #ifdef ISNAN
1822 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
1823 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
1824 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
1825 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
1826 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
1827 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
1828 : #endif
1829 : #ifdef ISNAN
1830 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
1831 : {
1832 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1833 0 : formula::SingleVectorRefToken *>(tmpCur0);
1834 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
1835 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
1836 0 : ss <<"))\n";
1837 0 : ss <<" fRate = 0;\n else\n";
1838 : }
1839 : #endif
1840 0 : ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
1841 0 : ss <<";\n";
1842 : #ifdef ISNAN
1843 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
1844 : {
1845 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
1846 0 : formula::SingleVectorRefToken *>(tmpCur1);
1847 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
1848 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
1849 0 : ss <<"))\n";
1850 0 : ss <<" nNumPeriods = 0;\n else\n";
1851 : }
1852 : #endif
1853 0 : ss <<" nNumPeriods = (int)";
1854 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
1855 0 : ss <<";\n";
1856 : #ifdef ISNAN
1857 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
1858 : {
1859 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1860 0 : formula::SingleVectorRefToken *>(tmpCur2);
1861 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
1862 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
1863 0 : ss <<"))\n";
1864 0 : ss <<" fVal = 0;\n else\n";
1865 : }
1866 : #endif
1867 0 : ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
1868 0 : ss <<";\n";
1869 : #ifdef ISNAN
1870 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
1871 : {
1872 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1873 0 : formula::SingleVectorRefToken *>(tmpCur3);
1874 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
1875 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1876 0 : ss <<"))\n";
1877 0 : ss <<" nStartPer = 0;\n else\n";
1878 : }
1879 : #endif
1880 0 : ss <<" nStartPer = (int)";
1881 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
1882 0 : ss <<";\n";
1883 : #ifdef ISNAN
1884 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
1885 : {
1886 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1887 0 : formula::SingleVectorRefToken *>(tmpCur4);
1888 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
1889 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1890 0 : ss <<"))\n";
1891 0 : ss <<" nEndPer = 0;\n else\n";
1892 : }
1893 : #endif
1894 0 : ss <<" nEndPer = (int)";
1895 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
1896 0 : ss <<";\n";
1897 :
1898 : #ifdef ISNAN
1899 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
1900 : {
1901 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1902 0 : formula::SingleVectorRefToken *>(tmpCur5);
1903 0 : ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isNan(";
1904 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
1905 0 : ss <<"))\n";
1906 0 : ss <<" nPayType = 0;\n else\n";
1907 : }
1908 : #endif
1909 0 : ss <<" nPayType = (int)";
1910 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
1911 0 : ss <<";\n";
1912 0 : ss <<" double fRmz;\n";
1913 0 : ss <<" fRmz = GetRmz_new( fRate, nNumPeriods,fVal,0.0,nPayType );\n";
1914 0 : ss <<" if(nStartPer == 1)\n";
1915 0 : ss <<" {\n";
1916 0 : ss <<" if( nPayType <= 0 )\n";
1917 0 : ss <<" tmp = fRmz + fVal * fRate;\n";
1918 0 : ss <<" else\n";
1919 0 : ss <<" tmp = fRmz;\n";
1920 0 : ss <<" nStartPer=nStartPer+1;\n";
1921 0 : ss <<" }\n";
1922 0 : ss <<" for( int i = nStartPer ; i <= nEndPer ; i++ )\n";
1923 0 : ss <<" {\n";
1924 0 : ss <<" if( nPayType > 0 )\n";
1925 0 : ss <<" tmp += fRmz - ( GetZw_new( fRate,i - 2,";
1926 0 : ss <<"fRmz,fVal,1)- fRmz ) * fRate;\n";
1927 0 : ss <<" else\n";
1928 0 : ss <<" tmp += fRmz - GetZw_new( fRate, i - 1,";
1929 0 : ss <<"fRmz,fVal,0 ) * fRate;\n";
1930 0 : ss <<" }\n";
1931 0 : ss <<" return tmp;\n";
1932 0 : ss <<"}";
1933 0 : }
1934 0 : void OpAccrint::BinInlineFun(std::set<std::string>& decls,
1935 : std::set<std::string>& funs)
1936 : {
1937 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
1938 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
1939 0 : decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
1940 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
1941 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
1942 0 : funs.insert(GetNullDate);funs.insert(GetDiffDate);
1943 0 : }
1944 0 : void OpAccrint::GenSlidingWindowFunction(
1945 : std::stringstream &ss, const std::string &sSymName,
1946 : SubArguments &vSubArguments)
1947 : {
1948 0 : ss << "\ndouble " << sSymName;
1949 0 : ss << "_"<< BinFuncName() <<"(";
1950 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
1951 : {
1952 0 : if (i)
1953 0 : ss << ",";
1954 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
1955 : }
1956 0 : ss << ") {\n";
1957 0 : ss << " int gid0 = get_global_id(0);\n";
1958 0 : ss << " double tmp = 0;\n";
1959 0 : ss << " int nStartDate,nEndDate,mode,freq;\n";
1960 0 : ss << " int nDays1stYear=0;\n";
1961 0 : ss << " double fVal,fRate;\n";
1962 : #ifdef ISNAN
1963 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
1964 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
1965 0 : formula::SingleVectorRefToken *>(tmpCur0);
1966 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
1967 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
1968 0 : formula::SingleVectorRefToken *>(tmpCur2);
1969 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
1970 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
1971 0 : formula::SingleVectorRefToken *>(tmpCur3);
1972 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
1973 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
1974 0 : formula::SingleVectorRefToken *>(tmpCur4);
1975 0 : FormulaToken* tmpCur5 = vSubArguments[5]->GetFormulaToken();
1976 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
1977 0 : formula::SingleVectorRefToken *>(tmpCur5);
1978 0 : FormulaToken* tmpCur6 = vSubArguments[6]->GetFormulaToken();
1979 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
1980 0 : formula::SingleVectorRefToken *>(tmpCur6);
1981 0 : ss<< " int buffer_nIssue_len = ";
1982 0 : ss<< tmpCurDVR0->GetArrayLength();
1983 0 : ss<< ";\n";
1984 0 : ss<< " int buffer_nSettle_len = ";
1985 0 : ss<< tmpCurDVR2->GetArrayLength();
1986 0 : ss<< ";\n";
1987 0 : ss<< " int buffer_fRate_len = ";
1988 0 : ss<< tmpCurDVR3->GetArrayLength();
1989 0 : ss<< ";\n";
1990 0 : ss<< " int buffer_fVal_len = ";
1991 0 : ss<< tmpCurDVR4->GetArrayLength();
1992 0 : ss<< ";\n";
1993 0 : ss<< " int buffer_nFreq_len = ";
1994 0 : ss<< tmpCurDVR5->GetArrayLength();
1995 0 : ss<< ";\n";
1996 0 : ss<< " int buffer_nMode_len = ";
1997 0 : ss<< tmpCurDVR6->GetArrayLength();
1998 0 : ss << ";\n";
1999 : #endif
2000 : #ifdef ISNAN
2001 0 : ss<<" if(gid0 >= buffer_nIssue_len || isNan(";
2002 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
2003 0 : ss <<"))\n";
2004 0 : ss <<" nStartDate = 0;\n else\n";
2005 : #endif
2006 0 : ss <<" nStartDate=(int)";
2007 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
2008 0 : ss <<";\n";
2009 : #ifdef ISNAN
2010 0 : ss <<" if(gid0 >= buffer_nSettle_len || isNan(";
2011 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
2012 0 : ss <<"))\n";
2013 0 : ss <<" nEndDate = 0;\n else\n";
2014 : #endif
2015 0 : ss <<" nEndDate=(int)";
2016 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2017 0 : ss << ";\n";
2018 : #ifdef ISNAN
2019 0 : ss <<" if(gid0 >= buffer_fRate_len || isNan(";
2020 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
2021 0 : ss <<"))\n";
2022 0 : ss <<" fRate = 0;\n else\n";
2023 : #endif
2024 0 : ss <<" fRate=";
2025 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2026 0 : ss <<";\n";
2027 : #ifdef ISNAN
2028 0 : ss <<" if(gid0 >= buffer_fVal_len || isNan(";
2029 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
2030 0 : ss <<"))\n";
2031 0 : ss <<" fVal = 0;\n else\n";
2032 : #endif
2033 0 : ss <<" fVal=";
2034 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2035 0 : ss <<";\n";
2036 : #ifdef ISNAN
2037 0 : ss <<" if(gid0 >= buffer_nFreq_len || isNan(";
2038 0 : ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
2039 0 : ss <<"))\n";
2040 0 : ss <<" freq = 0;\n else\n";
2041 : #endif
2042 0 : ss <<" freq= (int)";
2043 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2044 0 : ss <<";\n";
2045 : #ifdef ISNAN
2046 0 : ss <<" if(gid0 >= buffer_nMode_len || isNan(";
2047 0 : ss <<vSubArguments[6]->GenSlidingWindowDeclRef();
2048 0 : ss <<"))\n";
2049 0 : ss <<" mode = 0;\n else\n";
2050 : #endif
2051 0 : ss <<" mode = (int)";
2052 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
2053 0 : ss <<";\n";
2054 0 : ss <<" int nNullDate=GetNullDate();\n";
2055 0 : ss <<" int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
2056 0 : ss <<"nEndDate, mode,&nDays1stYear);\n";
2057 0 : ss <<" tmp = fVal*fRate*convert_double(nTotalDays)";
2058 0 : ss <<"/convert_double(nDays1stYear);\n";
2059 0 : ss <<" return tmp;\n";
2060 0 : ss <<"}";
2061 0 : }
2062 :
2063 0 : void OpAccrintm::BinInlineFun(std::set<std::string>& decls,
2064 : std::set<std::string>& funs)
2065 : {
2066 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
2067 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
2068 0 : decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
2069 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
2070 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
2071 0 : funs.insert(GetNullDate);funs.insert(GetDiffDate);
2072 0 : }
2073 0 : void OpAccrintm::GenSlidingWindowFunction(
2074 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
2075 : {
2076 0 : ss << "\ndouble " << sSymName;
2077 0 : ss << "_"<< BinFuncName() <<"(";
2078 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2079 : {
2080 0 : if (i)
2081 0 : ss << ",";
2082 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2083 : }
2084 0 : ss << ") {\n\t";
2085 0 : ss << "int gid0 = get_global_id(0);\n\t";
2086 0 : ss << "double tmp = " << GetBottom() <<";\n\t";
2087 0 : ss << "int nStartDate,nEndDate,mode;\n\t";
2088 0 : ss << "double fRate,fVal;\n\t";
2089 : #ifdef ISNAN
2090 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2091 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
2092 0 : formula::SingleVectorRefToken *>(tmpCur0);
2093 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2094 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
2095 0 : formula::SingleVectorRefToken *>(tmpCur1);
2096 :
2097 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2098 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
2099 0 : formula::SingleVectorRefToken *>(tmpCur2);
2100 :
2101 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
2102 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
2103 0 : formula::SingleVectorRefToken *>(tmpCur3);
2104 :
2105 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
2106 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
2107 0 : formula::SingleVectorRefToken *>(tmpCur4);
2108 0 : ss<< "int buffer_nIssue_len = ";
2109 0 : ss<< tmpCurDVR0->GetArrayLength();
2110 0 : ss << ";\n\t";
2111 :
2112 0 : ss<< "int buffer_nSettle_len = ";
2113 0 : ss<< tmpCurDVR1->GetArrayLength();
2114 0 : ss << ";\n\t";
2115 :
2116 0 : ss<< "int buffer_fRate_len = ";
2117 0 : ss<< tmpCurDVR2->GetArrayLength();
2118 0 : ss << ";\n\t";
2119 :
2120 0 : ss<< "int buffer_fVal_len = ";
2121 0 : ss<< tmpCurDVR3->GetArrayLength();
2122 0 : ss << ";\n\t";
2123 :
2124 0 : ss<< "int buffer_nMode_len = ";
2125 0 : ss<< tmpCurDVR4->GetArrayLength();
2126 0 : ss << ";\n\t";
2127 : #endif
2128 : #ifdef ISNAN
2129 0 : ss <<"if(gid0 >= buffer_nIssue_len || isNan(";
2130 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
2131 0 : ss <<"))\n\t\t";
2132 0 : ss <<"nStartDate = 0;\n\telse\n\t\t";
2133 : #endif
2134 0 : ss << "nStartDate=(int)";
2135 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2136 0 : ss <<";\n\t";
2137 : #ifdef ISNAN
2138 0 : ss <<"if(gid0 >= buffer_nSettle_len || isNan(";
2139 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
2140 0 : ss <<"))\n\t\t";
2141 0 : ss <<"nEndDate = 0;\n\telse\n\t\t";
2142 : #endif
2143 0 : ss << "nEndDate=(int)";
2144 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2145 0 : ss << ";\n\t";
2146 :
2147 : #ifdef ISNAN
2148 0 : ss <<"if(gid0 >= buffer_fRate_len || isNan(";
2149 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
2150 0 : ss <<"))\n\t\t";
2151 0 : ss <<"fRate = 0;\n\telse\n\t\t";
2152 : #endif
2153 0 : ss << "fRate=";
2154 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2155 0 : ss <<";\n\t";
2156 : #ifdef ISNAN
2157 0 : ss <<"if(gid0 >= buffer_fVal_len || isNan(";
2158 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
2159 0 : ss <<"))\n\t\t";
2160 0 : ss <<"fVal = 0;\n\telse\n\t\t";
2161 : #endif
2162 0 : ss << "fVal=";
2163 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2164 0 : ss << ";\n\t";
2165 : #ifdef ISNAN
2166 0 : ss <<"if(gid0 >= buffer_nMode_len || isNan(";
2167 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
2168 0 : ss <<"))\n\t\t";
2169 0 : ss <<"mode = 0;\n\telse\n\t\t";
2170 : #endif
2171 0 : ss << "mode = (int)";
2172 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2173 0 : ss << ";\n\t";
2174 0 : ss <<"int nDays1stYear=0;\n\t";
2175 0 : ss <<"int nNullDate=GetNullDate();\n\t";
2176 0 : ss <<"int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
2177 0 : ss <<"nEndDate, mode,&nDays1stYear);\n\t";
2178 0 : ss <<"tmp = fVal*fRate*convert_double(nTotalDays)";
2179 0 : ss <<"/convert_double(nDays1stYear);\n\t";
2180 0 : ss << "return tmp;\n";
2181 0 : ss << "}";
2182 0 : }
2183 :
2184 0 : void OpYield::BinInlineFun(std::set<std::string>& decls,
2185 : std::set<std::string>& funs)
2186 : {
2187 0 : decls.insert(getYield_Decl);decls.insert(getPrice_Decl);
2188 0 : decls.insert(coupnumDecl);decls.insert(coupdaysncDecl);
2189 0 : decls.insert(coupdaybsDecl);decls.insert(coupdaysDecl);
2190 0 : decls.insert(lcl_GetcoupnumDecl);decls.insert(lcl_GetcoupdaysDecl);
2191 0 : decls.insert(lcl_GetcoupdaybsDecl);decls.insert(getDiffDecl);
2192 0 : decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
2193 0 : decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
2194 0 : decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
2195 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
2196 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
2197 0 : decls.insert(IsLeapYearDecl);
2198 :
2199 0 : funs.insert(getYield_);funs.insert(getPrice_);
2200 0 : funs.insert(coupnum);funs.insert(coupdaysnc);
2201 0 : funs.insert(coupdaybs);funs.insert(coupdays);
2202 0 : funs.insert(lcl_Getcoupnum);funs.insert(lcl_Getcoupdays);
2203 0 : funs.insert(lcl_Getcoupdaybs);funs.insert(getDiff);
2204 0 : funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
2205 0 : funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
2206 0 : funs.insert(addMonths);funs.insert(ScaDate);
2207 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
2208 0 : funs.insert(DaysToDate);funs.insert(DaysInMonth);
2209 0 : funs.insert(IsLeapYear);
2210 0 : }
2211 :
2212 0 : void OpYield::GenSlidingWindowFunction(
2213 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
2214 : {
2215 0 : ss << "\ndouble " << sSymName;
2216 0 : ss << "_"<< BinFuncName() <<"(";
2217 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2218 : {
2219 0 : if (i)
2220 0 : ss << ",";
2221 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2222 : }
2223 0 : ss << ") {\n\t";
2224 0 : ss << "double tmp = 0;\n\t";
2225 0 : ss << "int gid0 = get_global_id(0);\n\t";
2226 0 : ss << "double tmp000;\n\t";
2227 0 : ss << "double tmp001;\n\t";
2228 0 : ss << "double tmp002;\n\t";
2229 0 : ss << "double tmp003;\n\t";
2230 0 : ss << "double tmp004;\n\t";
2231 0 : ss << "double tmp005;\n\t";
2232 0 : ss << "double tmp006;\n\t";
2233 :
2234 : #ifdef ISNAN
2235 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2236 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
2237 0 : formula::SingleVectorRefToken *>(tmpCur0);
2238 :
2239 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2240 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
2241 0 : formula::SingleVectorRefToken *>(tmpCur1);
2242 :
2243 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2244 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
2245 0 : formula::SingleVectorRefToken *>(tmpCur2);
2246 :
2247 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
2248 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
2249 0 : formula::SingleVectorRefToken *>(tmpCur3);
2250 :
2251 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
2252 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
2253 0 : formula::SingleVectorRefToken *>(tmpCur4);
2254 :
2255 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
2256 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
2257 0 : formula::SingleVectorRefToken *>(tmpCur5);
2258 :
2259 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
2260 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
2261 0 : formula::SingleVectorRefToken *>(tmpCur6);
2262 :
2263 0 : ss<< "int buffer_tmp000_len = ";
2264 0 : ss<< tmpCurDVR0->GetArrayLength();
2265 0 : ss << ";\n\t";
2266 :
2267 0 : ss<< "int buffer_tmp001_len = ";
2268 0 : ss<< tmpCurDVR1->GetArrayLength();
2269 0 : ss << ";\n\t";
2270 :
2271 0 : ss<< "int buffer_tmp002_len = ";
2272 0 : ss<< tmpCurDVR2->GetArrayLength();
2273 0 : ss << ";\n\t";
2274 :
2275 0 : ss<< "int buffer_tmp003_len = ";
2276 0 : ss<< tmpCurDVR3->GetArrayLength();
2277 0 : ss << ";\n\t";
2278 :
2279 0 : ss<< "int buffer_tmp004_len = ";
2280 0 : ss<< tmpCurDVR4->GetArrayLength();
2281 0 : ss << ";\n\t";
2282 :
2283 0 : ss<< "int buffer_tmp005_len = ";
2284 0 : ss<< tmpCurDVR5->GetArrayLength();
2285 0 : ss << ";\n\t";
2286 :
2287 0 : ss<< "int buffer_tmp006_len = ";
2288 0 : ss<< tmpCurDVR6->GetArrayLength();
2289 0 : ss << ";\n\t";
2290 : #endif
2291 :
2292 : #ifdef ISNAN
2293 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
2294 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2295 0 : ss<<"))\n\t\t";
2296 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
2297 : #endif
2298 0 : ss<<"tmp000 = ";
2299 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2300 0 : ss<<";\n\t";
2301 :
2302 : #ifdef ISNAN
2303 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
2304 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2305 0 : ss<<"))\n\t\t";
2306 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
2307 : #endif
2308 0 : ss<<"tmp001 = ";
2309 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2310 0 : ss<<";\n\t";
2311 :
2312 : #ifdef ISNAN
2313 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
2314 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2315 0 : ss<<"))\n\t\t";
2316 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
2317 : #endif
2318 0 : ss<<"tmp002 = ";
2319 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2320 0 : ss<<";\n\t";
2321 :
2322 : #ifdef ISNAN
2323 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
2324 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2325 0 : ss<<"))\n\t\t";
2326 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
2327 : #endif
2328 0 : ss<<"tmp003 = ";
2329 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2330 0 : ss<<";\n\t";
2331 :
2332 : #ifdef ISNAN
2333 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
2334 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2335 0 : ss<<"))\n\t\t";
2336 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
2337 : #endif
2338 0 : ss<<"tmp004 = ";
2339 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2340 0 : ss<<";\n\t";
2341 :
2342 : #ifdef ISNAN
2343 0 : ss<<"if(gid0>=buffer_tmp005_len || isNan(";
2344 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2345 0 : ss<<"))\n\t\t";
2346 0 : ss<<"tmp005 = 0;\n\telse \n\t\t";
2347 : #endif
2348 0 : ss<<"tmp005 = ";
2349 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2350 0 : ss<<";\n\t";
2351 :
2352 : #ifdef ISNAN
2353 0 : ss<<"if(gid0>=buffer_tmp006_len || isNan(";
2354 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
2355 0 : ss<<"))\n\t\t";
2356 0 : ss<<"tmp006 = 0;\n\telse \n\t\t";
2357 : #endif
2358 0 : ss<<"tmp006 = ";
2359 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
2360 0 : ss<<";\n\t";
2361 :
2362 0 : ss << "tmp = getYield_(";
2363 0 : ss << "GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005,tmp006);\n\t ";
2364 0 : ss << "return tmp;\n";
2365 0 : ss << "}";
2366 0 : }
2367 :
2368 0 : void OpSLN::GenSlidingWindowFunction(std::stringstream &ss,
2369 : const std::string &sSymName, SubArguments &vSubArguments)
2370 : {
2371 0 : ss << "\ndouble " << sSymName;
2372 0 : ss << "_"<< BinFuncName() <<"(";
2373 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2374 : {
2375 0 : if (i)
2376 0 : ss << ",";
2377 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2378 : }
2379 0 : ss << ") {\n";
2380 0 : ss << " double tmp = 0;\n";
2381 0 : ss << " int gid0 = get_global_id(0);\n";
2382 0 : ss << " double wert;\n";
2383 0 : ss << " double rest;\n";
2384 0 : ss << " double dauer;\n";
2385 :
2386 : #ifdef ISNAN
2387 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2388 : const formula::SingleVectorRefToken*tmpCurDVR0=
2389 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur0);
2390 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2391 : const formula::SingleVectorRefToken*tmpCurDVR1=
2392 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur1);
2393 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2394 : const formula::SingleVectorRefToken*tmpCurDVR2=
2395 0 : static_cast<const formula::SingleVectorRefToken *>(tmpCur2);
2396 0 : ss<< " int buffer_wert_len = ";
2397 0 : ss<< tmpCurDVR0->GetArrayLength();
2398 0 : ss << ";\n";
2399 0 : ss<< " int buffer_rest_len = ";
2400 0 : ss<< tmpCurDVR1->GetArrayLength();
2401 0 : ss << ";\n";
2402 0 : ss<< " int buffer_dauer_len = ";
2403 0 : ss<< tmpCurDVR2->GetArrayLength();
2404 0 : ss << ";\n";
2405 : #endif
2406 : #ifdef ISNAN
2407 0 : ss<<" if(gid0>=buffer_wert_len || isNan(";
2408 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2409 0 : ss<<"))\n";
2410 0 : ss<<" wert = 0;\n\telse \n";
2411 : #endif
2412 0 : ss<<" wert = ";
2413 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2414 0 : ss<<";\n";
2415 : #ifdef ISNAN
2416 0 : ss<<" if(gid0>=buffer_rest_len || isNan(";
2417 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2418 0 : ss<<"))\n";
2419 0 : ss<<" rest = 0;\n\telse \n";
2420 : #endif
2421 0 : ss<<" rest = ";
2422 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2423 0 : ss<<";\n";
2424 : #ifdef ISNAN
2425 0 : ss<<" if(gid0>=buffer_dauer_len || isNan(";
2426 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2427 0 : ss<<"))\n";
2428 0 : ss<<" dauer = 0;\n\telse \n";
2429 : #endif
2430 0 : ss<<" dauer = ";
2431 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2432 0 : ss<<";\n";
2433 0 : ss << " tmp = (wert-rest)*pow(dauer,-1);\n";
2434 0 : ss << " return tmp;\n";
2435 0 : ss << "}";
2436 0 : }
2437 :
2438 0 : void OpYieldmat::BinInlineFun(std::set<std::string>& decls,
2439 : std::set<std::string>& funs)
2440 : {
2441 0 : decls.insert(GetYearFrac_newDecl);decls.insert(GetNullDateDecl);
2442 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_newDecl);
2443 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
2444 0 : decls.insert(GetYieldmatDecl);
2445 :
2446 0 : funs.insert(GetYearFrac_new);funs.insert(GetNullDate);
2447 0 : funs.insert(DateToDays);funs.insert(DaysToDate_new);
2448 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
2449 0 : funs.insert(GetYieldmat);
2450 0 : }
2451 :
2452 0 : void OpYieldmat::GenSlidingWindowFunction(
2453 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
2454 : {
2455 0 : ss << "\ndouble " << sSymName;
2456 0 : ss << "_"<< BinFuncName() <<"(";
2457 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2458 : {
2459 0 : if (i)
2460 0 : ss << ",";
2461 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2462 : }
2463 0 : ss << ") {\n\t";
2464 0 : ss << "double tmp = 0;\n\t";
2465 0 : ss << "int gid0 = get_global_id(0);\n\t";
2466 0 : ss << "double tmp000;\n\t";
2467 0 : ss << "double tmp001;\n\t";
2468 0 : ss << "double tmp002;\n\t";
2469 0 : ss << "double tmp003;\n\t";
2470 0 : ss << "double tmp004;\n\t";
2471 0 : ss << "double tmp005;\n\t";
2472 :
2473 : #ifdef ISNAN
2474 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
2475 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
2476 0 : formula::SingleVectorRefToken *>(tmpCur0);
2477 :
2478 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
2479 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
2480 0 : formula::SingleVectorRefToken *>(tmpCur1);
2481 :
2482 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
2483 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
2484 0 : formula::SingleVectorRefToken *>(tmpCur2);
2485 :
2486 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
2487 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
2488 0 : formula::SingleVectorRefToken *>(tmpCur3);
2489 :
2490 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
2491 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
2492 0 : formula::SingleVectorRefToken *>(tmpCur4);
2493 :
2494 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
2495 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
2496 0 : formula::SingleVectorRefToken *>(tmpCur5);
2497 :
2498 0 : ss<< "int buffer_tmp000_len = ";
2499 0 : ss<< tmpCurDVR0->GetArrayLength();
2500 0 : ss << ";\n\t";
2501 :
2502 0 : ss<< "int buffer_tmp001_len = ";
2503 0 : ss<< tmpCurDVR1->GetArrayLength();
2504 0 : ss << ";\n\t";
2505 :
2506 0 : ss<< "int buffer_tmp002_len = ";
2507 0 : ss<< tmpCurDVR2->GetArrayLength();
2508 0 : ss << ";\n\t";
2509 :
2510 0 : ss<< "int buffer_tmp003_len = ";
2511 0 : ss<< tmpCurDVR3->GetArrayLength();
2512 0 : ss << ";\n\t";
2513 :
2514 0 : ss<< "int buffer_tmp004_len = ";
2515 0 : ss<< tmpCurDVR4->GetArrayLength();
2516 0 : ss << ";\n\t";
2517 :
2518 0 : ss<< "int buffer_tmp005_len = ";
2519 0 : ss<< tmpCurDVR5->GetArrayLength();
2520 0 : ss << ";\n\t";
2521 :
2522 : #endif
2523 :
2524 : #ifdef ISNAN
2525 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
2526 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2527 0 : ss<<"))\n\t\t";
2528 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
2529 : #endif
2530 0 : ss<<"tmp000 = ";
2531 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
2532 0 : ss<<";\n\t";
2533 :
2534 : #ifdef ISNAN
2535 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
2536 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2537 0 : ss<<"))\n\t\t";
2538 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
2539 : #endif
2540 0 : ss<<"tmp001 = ";
2541 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
2542 0 : ss<<";\n\t";
2543 :
2544 : #ifdef ISNAN
2545 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
2546 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2547 0 : ss<<"))\n\t\t";
2548 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
2549 : #endif
2550 0 : ss<<"tmp002 = ";
2551 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
2552 0 : ss<<";\n\t";
2553 :
2554 : #ifdef ISNAN
2555 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
2556 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2557 0 : ss<<"))\n\t\t";
2558 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
2559 : #endif
2560 0 : ss<<"tmp003 = ";
2561 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
2562 0 : ss<<";\n\t";
2563 :
2564 : #ifdef ISNAN
2565 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
2566 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2567 0 : ss<<"))\n\t\t";
2568 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
2569 : #endif
2570 0 : ss<<"tmp004 = ";
2571 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
2572 0 : ss<<";\n\t";
2573 :
2574 : #ifdef ISNAN
2575 0 : ss<<"if(gid0>=buffer_tmp005_len || isNan(";
2576 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2577 0 : ss<<"))\n\t\t";
2578 0 : ss<<"tmp005 = 0;\n\telse \n\t\t";
2579 : #endif
2580 0 : ss<<"tmp005 = ";
2581 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
2582 0 : ss<<";\n\t";
2583 :
2584 0 : ss << "tmp = GetYieldmat(";
2585 0 : ss<<"GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005);\n\t";
2586 0 : ss << "return tmp;\n";
2587 0 : ss << "}";
2588 0 : }
2589 :
2590 0 : void OpPMT::GenSlidingWindowFunction(std::stringstream &ss,
2591 : const std::string &sSymName, SubArguments &vSubArguments)
2592 : {
2593 0 : ss << "\ndouble " << sSymName;
2594 0 : ss << "_"<< BinFuncName() <<"(";
2595 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2596 : {
2597 0 : if (i)
2598 0 : ss << ", ";
2599 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2600 : }
2601 0 : ss<<") {\n";
2602 0 : ss<<" double tmp = 0;\n";
2603 0 : ss<<" double temp=0.0;\n";
2604 0 : ss<<" int gid0 = get_global_id(0);\n";
2605 0 : ss<<" double tmp0=0,tmp1=0,tmp2=0;\n";
2606 0 : ss<<" double tmp3=0,tmp4=0;\n";
2607 0 : size_t i = vSubArguments.size();
2608 0 : ss <<"\n ";
2609 : //while (i-- > 1)
2610 0 : for (i = 0; i < vSubArguments.size(); i++)
2611 : {
2612 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2613 : assert(pCur);
2614 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2615 : {
2616 : #ifdef ISNAN
2617 : const formula::SingleVectorRefToken* pSVR =
2618 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2619 0 : ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2620 : #else
2621 : #endif
2622 : }
2623 0 : else if (pCur->GetType() == formula::svDouble)
2624 : {
2625 : #ifdef ISNAN
2626 0 : ss << "{\n";
2627 : #endif
2628 : }
2629 : else
2630 : {
2631 : #ifdef ISNAN
2632 : #endif
2633 : }
2634 : #ifdef ISNAN
2635 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2636 : {
2637 0 : ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
2638 0 : ss <<";\n";
2639 0 : ss <<" if (isNan(temp))\n";
2640 0 : ss <<" tmp"<<i<<"= 0;\n";
2641 0 : ss <<" else\n";
2642 0 : ss <<" tmp"<<i<<"=temp;\n";
2643 0 : ss <<" }\n";
2644 : }
2645 : else
2646 : {
2647 0 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
2648 0 : );
2649 0 : ss <<";\n";
2650 : }
2651 : #else
2652 : ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
2653 : ss <<";\n";
2654 :
2655 : #endif
2656 : }
2657 0 : ss<<" if(tmp0==0.0)\n";
2658 0 : ss<<" return -(tmp2+tmp3)/tmp1;\n";
2659 0 : ss<<" tmp-=tmp3;\n";
2660 0 : ss<<" tmp=tmp-tmp2*pow(1.0+tmp0,tmp1);\n";
2661 0 : ss<<" tmp=tmp*pow(( (1.0+tmp0*tmp4)* ";
2662 0 : ss<<"( (pow(1.0+tmp0,tmp1)-1.0)/tmp0)),-1);\n";
2663 0 : ss<<" return tmp;\n";
2664 0 : ss<<"}";
2665 0 : }
2666 :
2667 0 : void OpNPV::GenSlidingWindowFunction(std::stringstream &ss,
2668 : const std::string &sSymName, SubArguments &vSubArguments)
2669 : {
2670 0 : ss << "\ndouble " << sSymName;
2671 0 : ss << "_"<< BinFuncName() <<"(";
2672 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2673 : {
2674 0 : if (i)
2675 0 : ss << ", ";
2676 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2677 : }
2678 0 : ss << ") {\n";
2679 0 : ss << " double tmp = 0.0;\n";
2680 0 : ss << " int gid0 = get_global_id(0);\n";
2681 0 : ss << " int nCount = 1;\n";
2682 0 : ss << " double arg0=";
2683 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
2684 0 : ss <<";\n";
2685 : //while (i-- > 1)
2686 0 : for (size_t i = 1; i < vSubArguments.size(); i++)
2687 : {
2688 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2689 : assert(pCur);
2690 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
2691 : {
2692 : const formula::DoubleVectorRefToken* pDVR =
2693 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
2694 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
2695 0 : ss << " for (int i = ";
2696 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
2697 : #ifdef ISNAN
2698 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
2699 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
2700 : #else
2701 : ss << "gid0; i < "<< nCurWindowSize << "; i++)\n";
2702 : #endif
2703 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
2704 : #ifdef ISNAN
2705 0 : ss << "0; i < " << pDVR->GetArrayLength();
2706 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
2707 : #else
2708 : ss << "0; i < gid0+"<< nCurWindowSize << "; i++)\n";
2709 : #endif
2710 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
2711 : #ifdef ISNAN
2712 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
2713 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
2714 : #else
2715 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
2716 : #endif
2717 : }
2718 : else {
2719 : #ifdef ISNAN
2720 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
2721 : #else
2722 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
2723 : #endif
2724 : }
2725 : }
2726 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
2727 : {
2728 : #ifdef ISNAN
2729 : const formula::SingleVectorRefToken* pSVR =
2730 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2731 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2732 : #else
2733 : #endif
2734 : }
2735 0 : else if (pCur->GetType() == formula::svDouble)
2736 : {
2737 : #ifdef ISNAN
2738 0 : ss << "{\n";
2739 : #endif
2740 : }
2741 : else
2742 : {
2743 : #ifdef ISNAN
2744 0 : ss << "nCount += 1;\n";
2745 : #endif
2746 : }
2747 : #ifdef ISNAN
2748 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2749 : {
2750 0 : ss << " double temp=";
2751 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2752 0 : ss << ";\n";
2753 0 : ss << " double temp1=1.0;";
2754 0 : ss << " if (isNan(temp)){\n";
2755 0 : ss << " tmp += 0;}\n";
2756 0 : ss << " else{\n";
2757 0 : ss << " for(int i=1;i<nCount;i+=2)\n";
2758 0 : ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
2759 0 : ss << " if(nCount%2)\n";
2760 0 : ss << " temp1*=1.0f+ arg0;\n";
2761 0 : ss << " tmp +=temp/ temp1;\n";
2762 0 : ss << " nCount += 1;\n";
2763 0 : ss << " }\n";
2764 0 : ss << " }\n";
2765 : }
2766 : else
2767 : {
2768 0 : ss << " double temp=";
2769 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2770 0 : ss << ";\n";
2771 0 : ss << " double temp1=1.0;";
2772 0 : ss << " for(int i=1;i<nCount;i+=2)";
2773 0 : ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
2774 0 : ss << " if(nCount%2)";
2775 0 : ss << " temp1*=1.0f+ arg0;\n";
2776 0 : ss << " tmp +=temp/ temp1;\n";
2777 0 : ss << " nCount += 1;\n";
2778 : }
2779 : #else
2780 : ss << "tmp +="<<vSubArguments[i]->GenSlidingWindowDeclRef();
2781 : ss <<" / pow(1.0f+ arg0 ,";
2782 : ss <<" (double)nCount );\n";
2783 : ss << " nCount += 1;\n";
2784 : #endif
2785 : }
2786 0 : ss << " return tmp;\n";
2787 0 : ss << "}";
2788 0 : }
2789 :
2790 0 : void OpPrice::BinInlineFun(std::set<std::string>& decls,
2791 : std::set<std::string>& funs)
2792 : {
2793 0 : decls.insert(getPrice_new_Decl);
2794 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
2795 0 : decls.insert(DaysToDateDecl);
2796 0 : decls.insert(DateToDaysDecl);
2797 0 : decls.insert(ScaDateDecl);
2798 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
2799 0 : decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
2800 0 : decls.insert(coupnum_newDecl);
2801 0 : decls.insert(DateToDays_newDecl);
2802 0 : decls.insert(getDaysInMonthRangeDecl);
2803 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
2804 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
2805 0 : decls.insert(coupdaybs_newDecl);
2806 0 : decls.insert(lcl_Getcoupdays_newDecl);
2807 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
2808 0 : decls.insert(coupdays_newDecl);
2809 0 : decls.insert(coupdaysnc_newDecl);
2810 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
2811 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
2812 0 : funs.insert(DateToDays);
2813 0 : funs.insert(ScaDate);
2814 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
2815 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
2816 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
2817 0 : funs.insert(setDay);funs.insert(checklessthan);
2818 0 : funs.insert(lcl_Getcoupdaybs_new);
2819 0 : funs.insert(coupdaybs_new);
2820 0 : funs.insert(lcl_Getcoupdays_new);
2821 0 : funs.insert(coupdaysnc_new);
2822 0 : funs.insert(coupdays_new);
2823 0 : funs.insert(setDay);funs.insert(checklessthan);
2824 0 : funs.insert(lcl_Getcoupnum_new);
2825 0 : funs.insert(coupnum_new);funs.insert(getPrice_new);
2826 0 : }
2827 0 : void OpPrice::GenSlidingWindowFunction(std::stringstream &ss,
2828 : const std::string &sSymName, SubArguments &vSubArguments)
2829 : {
2830 0 : ss << "\ndouble " << sSymName;
2831 0 : ss << "_"<< BinFuncName() <<"(";
2832 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2833 : {
2834 0 : if (i)
2835 0 : ss << ", ";
2836 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2837 : }
2838 0 : ss<<") {\n";
2839 0 : ss<<" double tmp = 0;\n";
2840 0 : ss<<" int gid0 = get_global_id(0);\n";
2841 0 : ss<<" double tmp0=0;\n";
2842 0 : ss<<" double tmp1=0;\n";
2843 0 : ss<<" double tmp2=0;\n";
2844 0 : ss<<" double tmp3=0;\n";
2845 0 : ss<<" double tmp4=0,tmp5=0;\n";
2846 0 : ss<<" double tmp6=0;\n";
2847 0 : ss<<"\n";
2848 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2849 : {
2850 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2851 : assert(pCur);
2852 0 : if (pCur->GetType() == formula::svSingleVectorRef)
2853 : {
2854 : #ifdef ISNAN
2855 : const formula::SingleVectorRefToken* pSVR =
2856 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2857 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2858 : #else
2859 : #endif
2860 : }
2861 0 : else if (pCur->GetType() == formula::svDouble)
2862 : {
2863 : #ifdef ISNAN
2864 0 : ss << "{\n";
2865 : #endif
2866 : }
2867 : else
2868 : {
2869 : #ifdef ISNAN
2870 : #endif
2871 : }
2872 : #ifdef ISNAN
2873 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
2874 : {
2875 0 : ss << " if (isNan(";
2876 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2877 0 : ss << "))\n";
2878 0 : ss << " tmp"<<i<<"= 0;\n";
2879 0 : ss << " else\n";
2880 0 : ss << " tmp"<<i<<"=";
2881 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2882 0 : ss << ";\n }\n";
2883 : }
2884 : else
2885 : {
2886 0 : ss << " tmp"<<i<<"=";
2887 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
2888 0 : ss <<";\n";
2889 : }
2890 : #else
2891 : ss << " tmp"<<i<<"=";
2892 : ss<<vSubArguments[i]->GenSlidingWindowDeclRef();
2893 : ss <<";\n";
2894 : #endif
2895 : }
2896 0 : ss << " if(tmp4*tmp5 == 0) return NAN;\n";
2897 0 : ss << " tmp = getPrice_(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
2898 0 : ss << " return tmp;\n";
2899 0 : ss << "}";
2900 0 : }
2901 :
2902 0 : void OpOddlprice::BinInlineFun(std::set<std::string>& decls,
2903 : std::set<std::string>& funs)
2904 : {
2905 0 : decls.insert(GetOddlpriceDecl);decls.insert(GetDiffDateDecl);
2906 0 : decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
2907 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
2908 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
2909 0 : decls.insert(GetYearFracDecl);
2910 0 : funs.insert(GetOddlprice);funs.insert(GetDiffDate);
2911 0 : funs.insert(GetYearDiff);funs.insert(IsLeapYear);
2912 0 : funs.insert(GetNullDate);funs.insert(DaysInMonth);
2913 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
2914 0 : funs.insert(GetYearFrac);
2915 0 : }
2916 0 : void OpOddlprice::GenSlidingWindowFunction(std::stringstream &ss,
2917 : const std::string &sSymName, SubArguments &vSubArguments)
2918 : {
2919 0 : ss << "\ndouble " << sSymName;
2920 0 : ss << "_"<< BinFuncName() <<"(";
2921 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
2922 : {
2923 0 : if (i)
2924 0 : ss << ", ";
2925 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
2926 : }
2927 0 : ss <<") {\n";
2928 0 : ss <<" double tmp = 0;\n";
2929 0 : ss <<" int gid0 = get_global_id(0);\n";
2930 0 : ss <<" double tmp0=0;\n";
2931 0 : ss <<" double tmp1=0;\n";
2932 0 : ss <<" double tmp2=0;\n";
2933 0 : ss <<" double tmp3=0;\n";
2934 0 : ss <<" double tmp4=0;\n";
2935 0 : ss <<" double tmp5=0;\n";
2936 0 : ss <<" double tmp6=0;\n";
2937 0 : ss <<" double tmp7=0;\n";
2938 0 : ss <<" \n";
2939 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
2940 : {
2941 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
2942 : assert(pCur);
2943 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
2944 : {
2945 : const formula::DoubleVectorRefToken* pDVR =
2946 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
2947 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
2948 0 : ss << " for (int i = ";
2949 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
2950 : #ifdef ISNAN
2951 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
2952 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
2953 : #else
2954 : ss << "gid0; i < "<< nCurWindowSize << "; i++)\n";
2955 : #endif
2956 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
2957 : #ifdef ISNAN
2958 0 : ss << "0; i < " << pDVR->GetArrayLength();
2959 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
2960 : #else
2961 : ss << "0; i < gid0+"<< nCurWindowSize << "; i++)\n";
2962 : #endif
2963 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
2964 : #ifdef ISNAN
2965 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
2966 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
2967 : #else
2968 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
2969 : #endif
2970 : }
2971 : else {
2972 : #ifdef ISNAN
2973 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
2974 : #else
2975 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
2976 : #endif
2977 : }
2978 : }
2979 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
2980 : {
2981 : #ifdef ISNAN
2982 : const formula::SingleVectorRefToken* pSVR =
2983 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
2984 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
2985 : #else
2986 : #endif
2987 : }
2988 0 : else if (pCur->GetType() == formula::svDouble)
2989 : {
2990 : #ifdef ISNAN
2991 0 : ss << "{\n";
2992 : #endif
2993 : }
2994 : else
2995 : {
2996 : #ifdef ISNAN
2997 : #endif
2998 : }
2999 : #ifdef ISNAN
3000 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
3001 : {
3002 0 : ss << " if (isNan(";
3003 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
3004 0 : ss << "))\n";
3005 0 : ss << " tmp"<<i<<"= 0;\n";
3006 0 : ss << " else\n";
3007 0 : ss << " tmp"<<i<<"=";
3008 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3009 0 : ss << ";\n";
3010 0 : ss <<" }\n";
3011 : }
3012 : else
3013 : {
3014 0 : ss << " tmp"<<i<<"=";
3015 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3016 0 : ss <<";\n";
3017 : }
3018 : #else
3019 : ss << " tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3020 : ss <<";\n";
3021 : #endif
3022 : }
3023 0 : ss <<" int nNullDate = GetNullDate();\n";
3024 0 : ss <<" tmp = GetOddlprice(nNullDate,tmp0,tmp1,";
3025 0 : ss <<"tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
3026 0 : ss <<" return tmp;\n";
3027 0 : ss <<"}";
3028 0 : }
3029 0 : void OpOddlyield::BinInlineFun(std::set<std::string>& decls,
3030 : std::set<std::string>& funs)
3031 : {
3032 0 : decls.insert(GetDiffDateDecl);decls.insert(DaysToDateDecl);
3033 0 : decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
3034 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
3035 0 : decls.insert(DaysInMonthDecl);
3036 0 : decls.insert(GetYearFracDecl);decls.insert(GetOddlyieldDecl);
3037 0 : funs.insert(GetDiffDate);funs.insert(DaysToDate);
3038 0 : funs.insert(GetYearDiff);funs.insert(IsLeapYear);
3039 0 : funs.insert(GetNullDate);funs.insert(DaysInMonth);
3040 0 : funs.insert(DateToDays);
3041 0 : funs.insert(GetYearFrac);funs.insert(GetOddlyield);
3042 0 : }
3043 0 : void OpOddlyield::GenSlidingWindowFunction(std::stringstream &ss,
3044 : const std::string &sSymName, SubArguments &vSubArguments)
3045 : {
3046 0 : ss << "\ndouble " << sSymName;
3047 0 : ss << "_"<< BinFuncName() <<"(";
3048 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3049 : {
3050 0 : if (i)
3051 0 : ss << ", ";
3052 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3053 : }
3054 0 : ss <<") {\n";
3055 0 : ss <<" double tmp = 0;\n";
3056 0 : ss <<" int gid0 = get_global_id(0);\n";
3057 0 : ss <<" double tmp0=0;\n";
3058 0 : ss <<" double tmp1=0;\n";
3059 0 : ss <<" double tmp2=0;\n";
3060 0 : ss <<" double tmp3=0;\n";
3061 0 : ss <<" double tmp4=0;\n";
3062 0 : ss <<" double tmp5=0;\n";
3063 0 : ss <<" double tmp6=0;\n";
3064 0 : ss <<" double tmp7=0;\n";
3065 0 : ss <<" \n";
3066 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3067 : {
3068 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
3069 : assert(pCur);
3070 0 : if (pCur->GetType() == formula::svDoubleVectorRef)
3071 : {
3072 : const formula::DoubleVectorRefToken* pDVR =
3073 0 : static_cast<const formula::DoubleVectorRefToken *>(pCur);
3074 0 : size_t nCurWindowSize = pDVR->GetRefRowSize();
3075 0 : ss << " for (int i = ";
3076 0 : if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
3077 : #ifdef ISNAN
3078 0 : ss << "gid0; i < " << pDVR->GetArrayLength();
3079 0 : ss << " && i < " << nCurWindowSize << "; i++){\n";
3080 : #else
3081 : ss << "gid0; i < "<< nCurWindowSize << "; i++)\n";
3082 : #endif
3083 0 : } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
3084 : #ifdef ISNAN
3085 0 : ss << "0; i < " << pDVR->GetArrayLength();
3086 0 : ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
3087 : #else
3088 : ss << "0; i < gid0+"<< nCurWindowSize << "; i++)\n";
3089 : #endif
3090 0 : } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
3091 : #ifdef ISNAN
3092 0 : ss << "0; i + gid0 < " << pDVR->GetArrayLength();
3093 0 : ss << " && i < "<< nCurWindowSize << "; i++){\n";
3094 : #else
3095 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
3096 : #endif
3097 : }
3098 : else {
3099 : #ifdef ISNAN
3100 0 : ss << "0; i < "<< nCurWindowSize << "; i++){\n";
3101 : #else
3102 : ss << "0; i < "<< nCurWindowSize << "; i++)\n";
3103 : #endif
3104 : }
3105 : }
3106 0 : else if (pCur->GetType() == formula::svSingleVectorRef)
3107 : {
3108 : #ifdef ISNAN
3109 : const formula::SingleVectorRefToken* pSVR =
3110 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
3111 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
3112 : #else
3113 : #endif
3114 : }
3115 0 : else if (pCur->GetType() == formula::svDouble)
3116 : {
3117 : #ifdef ISNAN
3118 0 : ss << "{\n";
3119 : #endif
3120 : }
3121 : else
3122 : {
3123 : #ifdef ISNAN
3124 : #endif
3125 : }
3126 : #ifdef ISNAN
3127 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
3128 : {
3129 0 : ss << " if (isNan(";
3130 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
3131 0 : ss << "))\n";
3132 0 : ss << " tmp"<<i<<"= 0;\n";
3133 0 : ss << " else\n";
3134 0 : ss << " tmp"<<i<<"=";
3135 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3136 0 : ss << ";\n";
3137 0 : ss <<" }\n";
3138 : }
3139 : else
3140 : {
3141 0 : ss << " tmp"<<i<<"=";
3142 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3143 0 : ss <<";\n";
3144 : }
3145 : #else
3146 : ss << " tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3147 : ss <<";\n";
3148 : #endif
3149 : }
3150 0 : ss <<" int nNullDate = GetNullDate();\n";
3151 0 : ss <<" tmp = GetOddlyield(nNullDate,tmp0,tmp1";
3152 0 : ss <<",tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
3153 0 : ss <<" return tmp;\n";
3154 0 : ss <<"}";
3155 0 : }
3156 0 : void OpPriceDisc::BinInlineFun(std::set<std::string>& decls,
3157 : std::set<std::string>& funs)
3158 : {
3159 0 : decls.insert(GetYearDiffDecl);decls.insert(getDiffDecl);
3160 0 : decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
3161 0 : decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
3162 0 : decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
3163 0 : decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
3164 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
3165 0 : decls.insert(IsLeapYearDecl);decls.insert(GetDiffDateDecl);
3166 0 : funs.insert(GetYearDiff);funs.insert(getDiff);
3167 0 : funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
3168 0 : funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
3169 0 : funs.insert(addMonths);funs.insert(ScaDate);
3170 0 : funs.insert(GetNullDate);funs.insert(DateToDays);
3171 0 : funs.insert(DaysToDate);funs.insert(DaysInMonth);
3172 0 : funs.insert(IsLeapYear);funs.insert(GetDiffDate);
3173 0 : }
3174 0 : void OpPriceDisc::GenSlidingWindowFunction(std::stringstream &ss,
3175 : const std::string &sSymName, SubArguments &vSubArguments)
3176 : {
3177 0 : ss << "\ndouble " << sSymName;
3178 0 : ss << "_"<< BinFuncName() <<"(";
3179 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3180 : {
3181 0 : if (i)
3182 0 : ss << ", ";
3183 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3184 : }
3185 0 : ss << ") {\n";
3186 0 : ss << " double tmp = 0;\n";
3187 0 : ss << " int gid0 = get_global_id(0);\n";
3188 0 : ss<<" double tmp0=0;\n";
3189 0 : ss<<" double tmp1=0;\n";
3190 0 : ss<<" double tmp2=0;\n";
3191 0 : ss<<" double tmp3=0;\n";
3192 0 : ss<<" double tmp4=0;\n";
3193 0 : ss <<" \n";
3194 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3195 : {
3196 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
3197 : assert(pCur);
3198 0 : if (pCur->GetType() == formula::svSingleVectorRef)
3199 : {
3200 : #ifdef ISNAN
3201 : const formula::SingleVectorRefToken* pSVR =
3202 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
3203 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
3204 : #else
3205 : #endif
3206 : }
3207 0 : else if (pCur->GetType() == formula::svDouble)
3208 : {
3209 : #ifdef ISNAN
3210 0 : ss << "{\n";
3211 : #endif
3212 : }
3213 : else
3214 : {
3215 : #ifdef ISNAN
3216 : #endif
3217 : }
3218 : #ifdef ISNAN
3219 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
3220 : {
3221 0 : ss << " if (isNan(";
3222 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
3223 0 : ss << "))\n";
3224 0 : ss << " tmp"<<i<<"= 0;\n";
3225 0 : ss << " else\n";
3226 0 : ss << " tmp"<<i<<"=";
3227 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3228 0 : ss << ";\n";
3229 0 : ss <<" }\n";
3230 : }
3231 : else
3232 : {
3233 0 : ss << " tmp"<<i<<"=";
3234 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3235 0 : ss <<";\n";
3236 : }
3237 : #else
3238 : ss << " tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3239 : ss <<";\n";
3240 : #endif
3241 : }
3242 0 : ss <<" int nNullDate = GetNullDate();\n";
3243 0 : ss <<" tmp=tmp3* ( 1.0 -tmp2*GetYearDiff( nNullDate, ";
3244 0 : ss <<"tmp0,tmp1,tmp4));\n";
3245 0 : ss <<" return tmp;\n";
3246 0 : ss <<"}";
3247 0 : }
3248 0 : void OpNper::GenSlidingWindowFunction(std::stringstream &ss,
3249 : const std::string &sSymName, SubArguments &vSubArguments)
3250 : {
3251 0 : ss << "\ndouble " << sSymName;
3252 0 : ss << "_"<< BinFuncName() <<"(";
3253 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3254 : {
3255 0 : if (i)
3256 0 : ss << ", ";
3257 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3258 : }
3259 0 : ss << ") {\n";
3260 0 : ss << " double tmp = 0;\n";
3261 0 : ss << " int gid0 = get_global_id(0);\n";
3262 0 : ss <<" double tmp0=0;\n";
3263 0 : ss <<" double tmp1=0;\n";
3264 0 : ss <<" double tmp2=0;\n";
3265 0 : ss <<" double tmp3=0;\n";
3266 0 : ss <<" double tmp4=0;\n";
3267 :
3268 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3269 : {
3270 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
3271 : assert(pCur);
3272 0 : if (pCur->GetType() == formula::svSingleVectorRef)
3273 : {
3274 : #ifdef ISNAN
3275 : const formula::SingleVectorRefToken* pSVR =
3276 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
3277 0 : ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
3278 : #else
3279 : #endif
3280 : }
3281 0 : else if (pCur->GetType() == formula::svDouble)
3282 : {
3283 : #ifdef ISNAN
3284 0 : ss << "{\n";
3285 : #endif
3286 : }
3287 : else
3288 : {
3289 : #ifdef ISNAN
3290 : #endif
3291 : }
3292 : #ifdef ISNAN
3293 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
3294 : {
3295 0 : ss << " if (isNan(";
3296 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
3297 0 : ss << "))\n";
3298 0 : ss << " tmp"<<i<<"= 0;\n";
3299 0 : ss << " else\n";
3300 0 : ss << " tmp"<<i<<"=";
3301 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3302 0 : ss << ";\n";
3303 0 : ss <<" }\n";
3304 : }
3305 : else
3306 : {
3307 0 : ss << " tmp"<<i<<"=";
3308 0 : ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
3309 0 : ss <<";\n";
3310 : }
3311 : #else
3312 : ss << " tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3313 : ss <<";\n";
3314 : #endif
3315 : }
3316 0 : ss <<" if (tmp0 == 0.0)\n";
3317 0 : ss <<" tmp=(-1*(tmp2 + tmp3)/tmp1);\n";
3318 0 : ss <<" else if (tmp4 > 0.0)\n";
3319 0 : ss <<" tmp=log(-1*(tmp0*tmp3-tmp1*(1.0+tmp0))*";
3320 0 : ss <<"pow((tmp0*tmp2+tmp1*(1.0+tmp0)),-1))/log(1.0+tmp0);\n";
3321 0 : ss <<" else\n";
3322 0 : ss <<" tmp=log(-1*(tmp0*tmp3-tmp1)*pow(tmp0*tmp2+tmp1,-1))";
3323 0 : ss <<"/log(1.0+tmp0);\n";
3324 0 : ss <<" return tmp;\n";
3325 0 : ss <<"}";
3326 0 : }
3327 :
3328 0 : void OpPPMT::BinInlineFun(std::set<std::string>& decls,
3329 : std::set<std::string>& funs)
3330 : {
3331 0 : decls.insert(GetZwDecl);
3332 0 : funs.insert(GetZw);
3333 0 : }
3334 :
3335 0 : void OpPPMT::GenSlidingWindowFunction(std::stringstream &ss,
3336 : const std::string &sSymName, SubArguments &vSubArguments)
3337 : {
3338 0 : ss << "\ndouble " << sSymName;
3339 0 : ss << "_"<< BinFuncName() <<"(";
3340 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3341 : {
3342 0 : if (i)
3343 0 : ss << ", ";
3344 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3345 : }
3346 0 : ss<<") {\n";
3347 0 : ss<<" double tmp = 0;\n";
3348 0 : ss<<" int gid0 = get_global_id(0);\n";
3349 0 : ss<<" double arg=0;\n";
3350 0 : ss<<" double tmp0=0;\n";
3351 0 : ss<<" double tmp1=0;\n";
3352 0 : ss<<" double tmp2=0;\n";
3353 0 : ss<<" double tmp3=0;\n";
3354 0 : ss<<" double tmp4=0,tmp5=0;\n";
3355 0 : ss <<"\n ";
3356 : //while (i-- > 1)
3357 0 : for (size_t i = 0; i < vSubArguments.size(); i++)
3358 : {
3359 0 : FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
3360 : assert(pCur);
3361 0 : if (pCur->GetType() == formula::svSingleVectorRef)
3362 : {
3363 : #ifdef ISNAN
3364 : const formula::SingleVectorRefToken* pSVR =
3365 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
3366 0 : ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
3367 : #else
3368 : #endif
3369 : }
3370 0 : else if (pCur->GetType() == formula::svDouble)
3371 : {
3372 : #ifdef ISNAN
3373 0 : ss << "{\n";
3374 : #endif
3375 : }
3376 : else
3377 : {
3378 : #ifdef ISNAN
3379 : #endif
3380 : }
3381 : #ifdef ISNAN
3382 0 : if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
3383 : {
3384 0 : ss << " arg=";
3385 0 : ss << vSubArguments[i]->GenSlidingWindowDeclRef();
3386 0 : ss << ";\n";
3387 0 : ss << " if (isNan(arg))\n";
3388 0 : ss << " tmp"<<i<<"= 0;\n";
3389 0 : ss << " else\n";
3390 0 : ss << " tmp"<<i<<"=arg;\n";
3391 0 : ss << " }\n";
3392 : }
3393 : else
3394 : {
3395 0 : ss<<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3396 0 : ss<<";\n";
3397 : }
3398 : #else
3399 : ss<<"tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
3400 : ss<<";\n";
3401 : #endif
3402 : }
3403 0 : ss<<" double pmt=0 ;\n";
3404 0 : ss<<" if(tmp0==0.0)\n";
3405 0 : ss<<" return -(tmp3+tmp4)/tmp2;\n";
3406 0 : ss<<" pmt=pmt-tmp4-tmp3*pow(1.0+tmp0,tmp2);\n";
3407 0 : ss<<" pmt=pmt*pow(( (1.0+tmp0*tmp5)* ";
3408 0 : ss<<"( (pow(1.0+tmp0,tmp2)-1.0)/tmp0)),-1);\n";
3409 0 : ss<<" double temp = pow( 1+tmp0,tmp1-2);\n";
3410 0 : ss<<" double re;\n";
3411 0 : ss<<" if(tmp1==1.0){\n";
3412 0 : ss<<" if(tmp5>0.0)\n";
3413 0 : ss<<" re=0.0;\n";
3414 0 : ss<<" else\n";
3415 0 : ss<<" re=-tmp3;\n";
3416 0 : ss<<" }\n";
3417 0 : ss<<" else\n";
3418 0 : ss<<" {\n";
3419 0 : ss<<" if(tmp5>0.0)\n ";
3420 0 : ss<<" re=GetZw(tmp0, tmp1-2.0, pmt, tmp3, 1.0) - pmt;\n";
3421 0 : ss<<" else\n";
3422 0 : ss<<" re=GetZw(tmp0, tmp1-1.0, pmt, tmp3, 0.0);\n";
3423 0 : ss<<" }\n ";
3424 0 : ss<<" re = re * tmp0;\n";
3425 0 : ss<<" tmp = pmt - re;\n";
3426 0 : ss<<" return tmp;\n";
3427 0 : ss<<"}";
3428 0 : }
3429 :
3430 0 : void OpCoupdaybs::BinInlineFun(std::set<std::string>& decls,
3431 : std::set<std::string>& funs)
3432 : {
3433 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3434 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
3435 0 : decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
3436 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3437 0 : decls.insert(GetDaysInYearsDecl);
3438 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3439 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3440 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
3441 0 : decls.insert(coupdaybs_newDecl);
3442 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3443 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3444 0 : funs.insert(GetNullDate_new);funs.insert(ScaDate);
3445 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3446 0 : funs.insert(GetDaysInYears);
3447 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3448 0 : funs.insert(setDay);funs.insert(checklessthan);
3449 0 : funs.insert(lcl_Getcoupdaybs_new);
3450 0 : funs.insert(coupdaybs_new);
3451 0 : }
3452 0 : void OpCoupdaybs::GenSlidingWindowFunction(
3453 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3454 : vSubArguments)
3455 : {
3456 0 : ss << "\ndouble " << sSymName;
3457 0 : ss << "_"<< BinFuncName() <<"(";
3458 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3459 : {
3460 0 : if (i)
3461 0 : ss << ",";
3462 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3463 : }
3464 0 : ss << ") {\n";
3465 0 : ss << " double tmp = 0;\n";
3466 0 : ss << " int gid0 = get_global_id(0);\n";
3467 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3468 : #ifdef ISNAN
3469 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3470 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3471 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3472 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3473 : #endif
3474 : #ifdef ISNAN
3475 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3476 : {
3477 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3478 0 : formula::SingleVectorRefToken *>(tmpCur0);
3479 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3480 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3481 0 : ss <<" nSettle = 0;\n else\n";
3482 : }
3483 : #endif
3484 0 : ss <<" nSettle=(int)";
3485 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3486 0 : ss <<";\n";
3487 : #ifdef ISNAN
3488 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3489 : {
3490 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3491 0 : formula::SingleVectorRefToken *>(tmpCur1);
3492 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3493 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3494 0 : ss <<" nMat = 0;\n else\n";
3495 : }
3496 : #endif
3497 0 : ss <<" nMat=(int)";
3498 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3499 0 : ss <<";\n";
3500 : #ifdef ISNAN
3501 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3502 : {
3503 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3504 0 : formula::SingleVectorRefToken *>(tmpCur2);
3505 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3506 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3507 0 : ss <<" nFreq = 0;\n else\n";
3508 : }
3509 : #endif
3510 0 : ss << " nFreq=(int)";
3511 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3512 0 : ss <<";\n";
3513 : #ifdef ISNAN
3514 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3515 : {
3516 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3517 0 : formula::SingleVectorRefToken *>(tmpCur3);
3518 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3519 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3520 0 : ss <<" nBase = 0;\n else\n";
3521 : }
3522 : #endif
3523 0 : ss << " nBase=(int)";
3524 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3525 0 : ss << ";\n";
3526 0 : ss <<" tmp = coupdaybs_new(nSettle,nMat,nFreq,nBase);\n";
3527 0 : ss <<" return tmp;\n";
3528 0 : ss <<"}";
3529 0 : }
3530 :
3531 0 : void OpCoupdays::BinInlineFun(std::set<std::string>& decls,
3532 : std::set<std::string>& funs)
3533 : {
3534 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3535 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
3536 0 : decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
3537 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3538 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
3539 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3540 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3541 0 : decls.insert(lcl_Getcoupdays_newDecl);
3542 0 : decls.insert(coupdays_newDecl);
3543 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3544 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3545 0 : funs.insert(GetNullDate_new);funs.insert(ScaDate);
3546 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3547 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
3548 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3549 0 : funs.insert(lcl_Getcoupdays_new);
3550 0 : funs.insert(setDay);funs.insert(checklessthan);
3551 0 : funs.insert(coupdays_new);
3552 0 : }
3553 0 : void OpCoupdays::GenSlidingWindowFunction(
3554 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3555 : vSubArguments)
3556 : {
3557 0 : ss << "\ndouble " << sSymName;
3558 0 : ss << "_"<< BinFuncName() <<"(";
3559 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3560 : {
3561 0 : if (i)
3562 0 : ss << ",";
3563 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3564 : }
3565 0 : ss << ") {\n";
3566 0 : ss << " double tmp = 0;\n";
3567 0 : ss << " int gid0 = get_global_id(0);\n";
3568 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3569 : #ifdef ISNAN
3570 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3571 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3572 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3573 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3574 : #endif
3575 : #ifdef ISNAN
3576 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3577 : {
3578 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3579 0 : formula::SingleVectorRefToken *>(tmpCur0);
3580 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3581 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3582 0 : ss <<" nSettle = 0;\n else\n";
3583 : }
3584 : #endif
3585 0 : ss <<" nSettle=(int)";
3586 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3587 0 : ss <<";\n";
3588 : #ifdef ISNAN
3589 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3590 : {
3591 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3592 0 : formula::SingleVectorRefToken *>(tmpCur1);
3593 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3594 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3595 0 : ss <<" nMat = 0;\n else\n";
3596 : }
3597 : #endif
3598 0 : ss <<" nMat=(int)";
3599 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3600 0 : ss <<";\n";
3601 : #ifdef ISNAN
3602 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3603 : {
3604 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3605 0 : formula::SingleVectorRefToken *>(tmpCur2);
3606 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3607 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3608 0 : ss <<" nFreq = 0;\n else\n";
3609 : }
3610 : #endif
3611 0 : ss << " nFreq=(int)";
3612 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3613 0 : ss <<";\n";
3614 : #ifdef ISNAN
3615 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3616 : {
3617 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3618 0 : formula::SingleVectorRefToken *>(tmpCur3);
3619 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3620 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3621 0 : ss <<" nBase = 0;\n else\n";
3622 : }
3623 : #endif
3624 0 : ss << " nBase=(int)";
3625 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3626 0 : ss << ";\n";
3627 0 : ss <<" tmp = coupdays_new(nSettle,nMat,nFreq,nBase);\n";
3628 0 : ss <<" return tmp;\n";
3629 0 : ss << "}";
3630 0 : }
3631 0 : void OpCouppcd::BinInlineFun(std::set<std::string>& decls,
3632 : std::set<std::string>& funs)
3633 : {
3634 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3635 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3636 0 : decls.insert(GetNullDateDecl);
3637 0 : decls.insert(ScaDateDecl);
3638 0 : decls.insert(addMonthsDecl);
3639 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3640 0 : decls.insert(lcl_GetCouppcdDecl);
3641 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3642 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3643 0 : funs.insert(GetNullDate);
3644 0 : funs.insert(ScaDate);
3645 0 : funs.insert(addMonths);
3646 0 : funs.insert(setDay);funs.insert(checklessthan);
3647 0 : funs.insert(lcl_GetCouppcd);
3648 0 : }
3649 0 : void OpCouppcd::GenSlidingWindowFunction(
3650 : std::stringstream &ss, const std::string &sSymName,
3651 : SubArguments &vSubArguments)
3652 : {
3653 0 : ss << "\ndouble " << sSymName;
3654 0 : ss << "_"<< BinFuncName() <<"(";
3655 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3656 : {
3657 0 : if (i)
3658 0 : ss << ",";
3659 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3660 : }
3661 0 : ss << ") {\n";
3662 0 : ss << " double tmp = 0;\n";
3663 0 : ss << " int gid0 = get_global_id(0);\n";
3664 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3665 : #ifdef ISNAN
3666 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3667 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3668 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3669 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3670 : #endif
3671 : #ifdef ISNAN
3672 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3673 : {
3674 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3675 0 : formula::SingleVectorRefToken *>(tmpCur0);
3676 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3677 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3678 0 : ss <<" nSettle = 0;\n else\n";
3679 : }
3680 : #endif
3681 0 : ss <<" nSettle=(int)";
3682 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3683 0 : ss <<";\n";
3684 : #ifdef ISNAN
3685 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3686 : {
3687 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3688 0 : formula::SingleVectorRefToken *>(tmpCur1);
3689 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3690 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3691 0 : ss <<" nMat = 0;\n else\n";
3692 : }
3693 : #endif
3694 0 : ss <<" nMat=(int)";
3695 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3696 0 : ss <<";\n";
3697 : #ifdef ISNAN
3698 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3699 : {
3700 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3701 0 : formula::SingleVectorRefToken *>(tmpCur2);
3702 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3703 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3704 0 : ss <<" nFreq = 0;\n else\n";
3705 : }
3706 : #endif
3707 0 : ss << " nFreq=(int)";
3708 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3709 0 : ss <<";\n";
3710 : #ifdef ISNAN
3711 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3712 : {
3713 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3714 0 : formula::SingleVectorRefToken *>(tmpCur3);
3715 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3716 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3717 0 : ss <<" nBase = 0;\n else\n";
3718 : }
3719 : #endif
3720 0 : ss << " nBase=(int)";
3721 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3722 0 : ss << ";\n";
3723 0 : ss <<" int nNullDate=693594;\n";
3724 0 : ss <<" tmp = lcl_GetCouppcd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
3725 0 : ss <<" return tmp;\n";
3726 0 : ss <<"}";
3727 0 : }
3728 0 : void OpCoupncd::BinInlineFun(std::set<std::string>& decls,
3729 : std::set<std::string>& funs)
3730 : {
3731 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
3732 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3733 0 : decls.insert(GetNullDateDecl);
3734 0 : decls.insert(ScaDateDecl);
3735 0 : decls.insert(addMonthsDecl);
3736 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3737 0 : decls.insert(lcl_GetCoupncdDecl);
3738 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
3739 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
3740 0 : funs.insert(GetNullDate);
3741 0 : funs.insert(ScaDate);
3742 0 : funs.insert(addMonths);
3743 0 : funs.insert(setDay);funs.insert(checklessthan);
3744 0 : funs.insert(lcl_GetCoupncd);
3745 0 : }
3746 0 : void OpCoupncd::GenSlidingWindowFunction(
3747 : std::stringstream &ss, const std::string &sSymName, SubArguments &
3748 : vSubArguments)
3749 : {
3750 0 : ss << "\ndouble " << sSymName;
3751 0 : ss << "_"<< BinFuncName() <<"(";
3752 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3753 : {
3754 0 : if (i)
3755 0 : ss << ",";
3756 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3757 : }
3758 0 : ss << ") {\n";
3759 0 : ss << " double tmp = 0;\n";
3760 0 : ss << " int gid0 = get_global_id(0);\n";
3761 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3762 : #ifdef ISNAN
3763 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3764 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3765 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3766 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3767 : #endif
3768 : #ifdef ISNAN
3769 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3770 : {
3771 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3772 0 : formula::SingleVectorRefToken *>(tmpCur0);
3773 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3774 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3775 0 : ss <<" nSettle = 0;\n else\n";
3776 : }
3777 : #endif
3778 0 : ss <<" nSettle=(int)";
3779 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3780 0 : ss <<";\n";
3781 : #ifdef ISNAN
3782 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3783 : {
3784 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3785 0 : formula::SingleVectorRefToken *>(tmpCur1);
3786 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3787 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3788 0 : ss <<" nMat = 0;\n else\n";
3789 : }
3790 : #endif
3791 0 : ss <<" nMat=(int)";
3792 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3793 0 : ss <<";\n";
3794 : #ifdef ISNAN
3795 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3796 : {
3797 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3798 0 : formula::SingleVectorRefToken *>(tmpCur2);
3799 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3800 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3801 0 : ss <<" nFreq = 0;\n else\n";
3802 : }
3803 : #endif
3804 0 : ss << " nFreq=(int)";
3805 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3806 0 : ss <<";\n";
3807 : #ifdef ISNAN
3808 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3809 : {
3810 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3811 0 : formula::SingleVectorRefToken *>(tmpCur3);
3812 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3813 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3814 0 : ss <<" nBase = 0;\n else\n";
3815 : }
3816 : #endif
3817 0 : ss << " nBase=(int)";
3818 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3819 0 : ss << ";\n";
3820 0 : ss <<" int nNullDate=693594;\n";
3821 0 : ss <<" tmp = lcl_GetCoupncd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
3822 0 : ss <<" return tmp;\n";
3823 0 : ss <<"}";
3824 0 : }
3825 :
3826 0 : void OpCoupdaysnc::BinInlineFun(std::set<std::string>& decls,
3827 : std::set<std::string>& funs)
3828 : {
3829 0 : decls.insert(IsLeapYearDecl); decls.insert(DaysInMonth_newDecl);
3830 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
3831 0 : decls.insert(DateToDays_newDecl);
3832 0 : decls.insert(ScaDateDecl);
3833 0 : decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
3834 0 : decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
3835 0 : decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
3836 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3837 0 : decls.insert(coupdaybs_newDecl);
3838 0 : decls.insert(lcl_Getcoupdays_newDecl);
3839 0 : decls.insert(lcl_Getcoupdaybs_newDecl);
3840 0 : decls.insert(coupdays_newDecl);
3841 0 : decls.insert(coupdaysnc_newDecl);
3842 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
3843 0 : funs.insert(DaysToDate);funs.insert(DateToDays_new);
3844 0 : funs.insert(DateToDays);
3845 0 : funs.insert(ScaDate);
3846 0 : funs.insert(addMonths);funs.insert(getDaysInMonthRange);
3847 0 : funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
3848 0 : funs.insert(getDaysInYearRange);funs.insert(getDiff);
3849 0 : funs.insert(setDay);funs.insert(checklessthan);
3850 0 : funs.insert(lcl_Getcoupdaybs_new);
3851 0 : funs.insert(coupdaybs_new);
3852 0 : funs.insert(lcl_Getcoupdays_new);
3853 0 : funs.insert(coupdaysnc_new);
3854 0 : funs.insert(coupdays_new);
3855 0 : }
3856 0 : void OpCoupdaysnc::GenSlidingWindowFunction(
3857 : std::stringstream &ss, const std::string &sSymName,
3858 : SubArguments &vSubArguments)
3859 : {
3860 0 : ss << "\ndouble " << sSymName;
3861 0 : ss << "_"<< BinFuncName() <<"(";
3862 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3863 : {
3864 0 : if (i)
3865 0 : ss << ",";
3866 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3867 : }
3868 0 : ss << ") {\n";
3869 0 : ss << " double tmp = 0;\n";
3870 0 : ss << " int gid0 = get_global_id(0);\n";
3871 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3872 : #ifdef ISNAN
3873 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3874 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3875 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3876 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3877 : #endif
3878 : #ifdef ISNAN
3879 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3880 : {
3881 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3882 0 : formula::SingleVectorRefToken *>(tmpCur0);
3883 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3884 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3885 0 : ss <<" nSettle = 0;\n else\n";
3886 : }
3887 : #endif
3888 0 : ss <<" nSettle=(int)";
3889 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3890 0 : ss <<";\n";
3891 : #ifdef ISNAN
3892 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3893 : {
3894 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3895 0 : formula::SingleVectorRefToken *>(tmpCur1);
3896 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3897 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3898 0 : ss <<" nMat = 0;\n else\n";
3899 : }
3900 : #endif
3901 0 : ss <<" nMat=(int)";
3902 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3903 0 : ss <<";\n";
3904 : #ifdef ISNAN
3905 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
3906 : {
3907 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
3908 0 : formula::SingleVectorRefToken *>(tmpCur2);
3909 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
3910 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
3911 0 : ss <<" nFreq = 0;\n else\n";
3912 : }
3913 : #endif
3914 0 : ss << " nFreq=(int)";
3915 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
3916 0 : ss <<";\n";
3917 : #ifdef ISNAN
3918 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
3919 : {
3920 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
3921 0 : formula::SingleVectorRefToken *>(tmpCur3);
3922 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
3923 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
3924 0 : ss <<" nBase = 0;\n else\n";
3925 : }
3926 : #endif
3927 0 : ss << " nBase=(int)";
3928 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
3929 0 : ss << ";\n";
3930 0 : ss <<" tmp = coupdaysnc_new(nSettle,nMat,nFreq,nBase);\n";
3931 0 : ss <<" return tmp;\n";
3932 0 : ss << "}";
3933 0 : }
3934 :
3935 0 : void OpCoupnum::BinInlineFun(std::set<std::string>& decls,
3936 : std::set<std::string>& funs)
3937 : {
3938 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
3939 0 : decls.insert(DaysToDateDecl);
3940 0 : decls.insert(DateToDaysDecl);
3941 0 : decls.insert(ScaDateDecl);
3942 0 : decls.insert(setDayDecl);decls.insert(checklessthanDecl);
3943 0 : decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
3944 0 : decls.insert(coupnum_newDecl);
3945 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
3946 0 : funs.insert(DaysToDate);
3947 0 : funs.insert(DateToDays);
3948 0 : funs.insert(ScaDate);
3949 0 : funs.insert(setDay);funs.insert(checklessthan);
3950 0 : funs.insert(addMonths);funs.insert(lcl_Getcoupnum_new);
3951 0 : funs.insert(coupnum_new);
3952 0 : }
3953 0 : void OpCoupnum::GenSlidingWindowFunction(std::stringstream &ss,
3954 : const std::string &sSymName, SubArguments &vSubArguments)
3955 : {
3956 0 : ss << "\ndouble " << sSymName;
3957 0 : ss << "_"<< BinFuncName() <<"(";
3958 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
3959 : {
3960 0 : if (i)
3961 0 : ss << ",";
3962 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
3963 : }
3964 0 : ss << ") {\n";
3965 0 : ss << " double tmp = 0;\n";
3966 0 : ss << " int gid0 = get_global_id(0);\n";
3967 0 : ss << " int nSettle,nMat,nFreq,nBase;\n";
3968 : #ifdef ISNAN
3969 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
3970 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
3971 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
3972 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
3973 : #endif
3974 : #ifdef ISNAN
3975 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
3976 : {
3977 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
3978 0 : formula::SingleVectorRefToken *>(tmpCur0);
3979 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
3980 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
3981 0 : ss <<" nSettle = 0;\n else\n";
3982 : }
3983 : #endif
3984 0 : ss <<" nSettle=(int)";
3985 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
3986 0 : ss <<";\n";
3987 : #ifdef ISNAN
3988 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
3989 : {
3990 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
3991 0 : formula::SingleVectorRefToken *>(tmpCur1);
3992 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
3993 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
3994 0 : ss <<" nMat = 0;\n else\n";
3995 : }
3996 : #endif
3997 0 : ss <<" nMat=(int)";
3998 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
3999 0 : ss <<";\n";
4000 : #ifdef ISNAN
4001 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
4002 : {
4003 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4004 0 : formula::SingleVectorRefToken *>(tmpCur2);
4005 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
4006 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
4007 0 : ss <<" nFreq = 0;\n else\n";
4008 : }
4009 : #endif
4010 0 : ss << " nFreq=(int)";
4011 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4012 0 : ss <<";\n";
4013 : #ifdef ISNAN
4014 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
4015 : {
4016 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4017 0 : formula::SingleVectorRefToken *>(tmpCur3);
4018 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
4019 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
4020 0 : ss <<" nBase = 0;\n else\n";
4021 : }
4022 : #endif
4023 0 : ss << " nBase=(int)";
4024 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4025 0 : ss << ";\n";
4026 0 : ss <<" tmp = coupnum_new(nSettle,nMat,nFreq,nBase);\n";
4027 0 : ss <<" return tmp;\n";
4028 0 : ss << "}";
4029 0 : }
4030 0 : void OpAmordegrc::BinInlineFun(std::set<std::string>& decls,
4031 : std::set<std::string>& funs)
4032 : {
4033 0 : decls.insert(nKorrValDecl); decls.insert(RoundDecl);
4034 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
4035 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
4036 0 : decls.insert(GetNullDateDecl); decls.insert(GetYearFracDecl);
4037 0 : funs.insert(Round);
4038 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
4039 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
4040 0 : funs.insert(GetNullDate);funs.insert(GetYearFrac);
4041 0 : }
4042 0 : void OpAmordegrc::GenSlidingWindowFunction(std::stringstream &ss,
4043 : const std::string &sSymName, SubArguments &vSubArguments)
4044 : {
4045 0 : ss << "\ndouble " << sSymName;
4046 0 : ss << "_"<< BinFuncName() <<"(";
4047 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4048 : {
4049 0 : if (i)
4050 0 : ss << ",";
4051 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4052 : }
4053 0 : ss << ") {\n ";
4054 0 : ss << "int gid0 = get_global_id(0);\n";
4055 0 : ss << " double tmp = " << GetBottom() <<";\n";
4056 0 : ss << " double fCost,fRestVal,fPer,fRate;\n";
4057 0 : ss << " int nDate,nFirstPer,nBase;\n";
4058 : #ifdef ISNAN
4059 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4060 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4061 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4062 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
4063 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
4064 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
4065 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
4066 : #endif
4067 : #ifdef ISNAN
4068 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
4069 : {
4070 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4071 0 : formula::SingleVectorRefToken *>(tmpCur0);
4072 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
4073 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
4074 0 : ss <<" fCost = 0;\n else\n";
4075 : }
4076 : #endif
4077 0 : ss << " fCost=";
4078 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4079 0 : ss <<";\n";
4080 : #ifdef ISNAN
4081 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
4082 : {
4083 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4084 0 : formula::SingleVectorRefToken *>(tmpCur1);
4085 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
4086 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
4087 0 : ss <<" nDate = 0;\n else\n";
4088 : }
4089 : #endif
4090 0 : ss << " nDate=(int)";
4091 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4092 0 : ss << ";\n";
4093 : #ifdef ISNAN
4094 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
4095 : {
4096 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4097 0 : formula::SingleVectorRefToken *>(tmpCur2);
4098 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
4099 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
4100 0 : ss <<" nFirstPer = 0;\n else\n";
4101 : }
4102 : #endif
4103 0 : ss << " nFirstPer=(int)";
4104 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4105 0 : ss <<";\n";
4106 : #ifdef ISNAN
4107 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
4108 : {
4109 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4110 0 : formula::SingleVectorRefToken *>(tmpCur3);
4111 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
4112 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
4113 0 : ss <<" fRestVal = 0;\n else\n";
4114 : }
4115 : #endif
4116 0 : ss << " fRestVal=";
4117 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4118 0 : ss << ";\n";
4119 : #ifdef ISNAN
4120 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
4121 : {
4122 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4123 0 : formula::SingleVectorRefToken *>(tmpCur4);
4124 0 : ss <<" if(isNan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
4125 0 : ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
4126 0 : ss <<" fPer = 0;\n else\n";
4127 : }
4128 : #endif
4129 0 : ss << " fPer = ";
4130 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4131 0 : ss <<";\n";
4132 : #ifdef ISNAN
4133 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
4134 : {
4135 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
4136 0 : formula::SingleVectorRefToken *>(tmpCur5);
4137 0 : ss <<" if(isNan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
4138 0 : ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
4139 0 : ss <<" fRate = 0;\n else\n";
4140 : }
4141 : #endif
4142 0 : ss << " fRate=";
4143 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
4144 0 : ss << ";\n";
4145 : #ifdef ISNAN
4146 0 : if(tmpCur6->GetType() == formula::svSingleVectorRef)
4147 : {
4148 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
4149 0 : formula::SingleVectorRefToken *>(tmpCur6);
4150 0 : ss <<" if(isNan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
4151 0 : ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
4152 0 : ss <<" nBase = 0;\n else\n";
4153 : }
4154 : #endif
4155 0 : ss << " nBase = (int)";
4156 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
4157 0 : ss << ";\n";
4158 0 : ss <<" uint nPer = convert_int( fPer );\n";
4159 0 : ss <<" double fUsePer = 1.0 *pow( fRate,-1);\n";
4160 0 : ss <<" double fAmorCoeff;\n";
4161 0 : ss <<" if( fUsePer < 3.0 )\n";
4162 0 : ss <<" fAmorCoeff = 1.0;\n";
4163 0 : ss <<" else if( fUsePer < 5.0 )\n";
4164 0 : ss <<" fAmorCoeff = 1.5;\n";
4165 0 : ss <<" else if( fUsePer <= 6.0 )\n";
4166 0 : ss <<" fAmorCoeff = 2.0;\n";
4167 0 : ss <<" else\n";
4168 0 : ss <<" fAmorCoeff = 2.5;\n";
4169 0 : ss <<" fRate *= fAmorCoeff;\n";
4170 0 : ss <<" tmp = Round( GetYearFrac( 693594,";
4171 0 : ss <<"nDate, nFirstPer, nBase ) * fRate * fCost);\n";
4172 0 : ss <<" fCost = fCost-tmp;\n";
4173 0 : ss <<" double fRest = fCost - fRestVal;\n";
4174 0 : ss <<" for( uint n = 0 ; n < nPer ; n++ )\n";
4175 0 : ss <<" {\n";
4176 0 : ss <<" tmp = Round( fRate * fCost);\n";
4177 0 : ss <<" fRest -= tmp;\n";
4178 0 : ss <<" if( fRest < 0.0 )\n";
4179 0 : ss <<" {\n";
4180 0 : ss <<" switch( nPer - n )\n";
4181 0 : ss <<" {\n";
4182 0 : ss <<" case 0:\n";
4183 0 : ss <<" case 1:\n";
4184 0 : ss <<" tmp = Round( fCost * 0.5);\n";
4185 0 : ss <<" default:\n";
4186 0 : ss <<" tmp = 0.0;\n";
4187 0 : ss <<" }\n";
4188 0 : ss <<" }\n";
4189 0 : ss <<" fCost -= tmp;\n";
4190 0 : ss <<" }\n";
4191 0 : ss <<" return tmp;\n";
4192 0 : ss <<"}";
4193 0 : }
4194 0 : void OpAmorlinc::BinInlineFun(std::set<std::string>& decls,
4195 : std::set<std::string>& funs)
4196 : {
4197 0 : decls.insert(nKorrValDecl); decls.insert(RoundDecl);
4198 0 : decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
4199 0 : decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
4200 0 : decls.insert(GetYearFracDecl);
4201 0 : funs.insert(Round);
4202 0 : funs.insert(IsLeapYear);funs.insert(DaysInMonth);
4203 0 : funs.insert(DaysToDate);funs.insert(DateToDays);
4204 0 : funs.insert(GetYearFrac);
4205 0 : }
4206 0 : void OpAmorlinc::GenSlidingWindowFunction(std::stringstream &ss,
4207 : const std::string &sSymName, SubArguments &vSubArguments)
4208 : {
4209 0 : ss << "\ndouble " << sSymName;
4210 0 : ss << "_"<< BinFuncName() <<"(";
4211 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4212 : {
4213 0 : if (i)
4214 0 : ss << ",";
4215 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4216 : }
4217 0 : ss << ") {\n";
4218 0 : ss << " int gid0 = get_global_id(0);\n";
4219 0 : ss << " double tmp = 0;\n";
4220 0 : ss << " double fCost,fRestVal,fPer,fRate;\n";
4221 0 : ss << " int nDate,nFirstPer,nBase;\n";
4222 : #ifdef ISNAN
4223 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4224 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4225 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4226 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
4227 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
4228 0 : FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
4229 0 : FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
4230 : #endif
4231 : #ifdef ISNAN
4232 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
4233 : {
4234 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4235 0 : formula::SingleVectorRefToken *>(tmpCur0);
4236 0 : ss <<" if(isNan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
4237 0 : ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
4238 0 : ss <<" fCost = 0;\n else\n";
4239 : }
4240 : #endif
4241 0 : ss << " fCost=";
4242 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4243 0 : ss <<";\n";
4244 : #ifdef ISNAN
4245 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
4246 : {
4247 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4248 0 : formula::SingleVectorRefToken *>(tmpCur1);
4249 0 : ss <<" if(isNan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
4250 0 : ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
4251 0 : ss <<" nDate = 0;\n else\n";
4252 : }
4253 : #endif
4254 0 : ss << " nDate=(int)";
4255 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4256 0 : ss << ";\n";
4257 : #ifdef ISNAN
4258 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
4259 : {
4260 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4261 0 : formula::SingleVectorRefToken *>(tmpCur2);
4262 0 : ss <<" if(isNan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
4263 0 : ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
4264 0 : ss <<" nFirstPer = 0;\n else\n";
4265 : }
4266 : #endif
4267 0 : ss << " nFirstPer=(int)";
4268 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4269 0 : ss <<";\n";
4270 : #ifdef ISNAN
4271 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
4272 : {
4273 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4274 0 : formula::SingleVectorRefToken *>(tmpCur3);
4275 0 : ss <<" if(isNan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
4276 0 : ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
4277 0 : ss <<" fRestVal = 0;\n else\n";
4278 : }
4279 : #endif
4280 0 : ss << " fRestVal=";
4281 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4282 0 : ss << ";\n";
4283 : #ifdef ISNAN
4284 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
4285 : {
4286 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4287 0 : formula::SingleVectorRefToken *>(tmpCur4);
4288 0 : ss <<" if(isNan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
4289 0 : ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
4290 0 : ss <<" fPer = 0;\n else\n";
4291 : }
4292 : #endif
4293 0 : ss << " fPer = ";
4294 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4295 0 : ss <<";\n";
4296 : #ifdef ISNAN
4297 0 : if(tmpCur5->GetType() == formula::svSingleVectorRef)
4298 : {
4299 : const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
4300 0 : formula::SingleVectorRefToken *>(tmpCur5);
4301 0 : ss <<" if(isNan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
4302 0 : ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
4303 0 : ss <<" fRate = 0;\n else\n";
4304 : }
4305 : #endif
4306 0 : ss << " fRate=";
4307 0 : ss << vSubArguments[5]->GenSlidingWindowDeclRef();
4308 0 : ss << ";\n";
4309 : #ifdef ISNAN
4310 0 : if(tmpCur6->GetType() == formula::svSingleVectorRef)
4311 : {
4312 : const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
4313 0 : formula::SingleVectorRefToken *>(tmpCur6);
4314 0 : ss <<" if(isNan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
4315 0 : ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
4316 0 : ss <<" nBase = 0;\n else\n";
4317 : }
4318 : #endif
4319 0 : ss << " nBase = (int)";
4320 0 : ss << vSubArguments[6]->GenSlidingWindowDeclRef();
4321 0 : ss << ";\n";
4322 0 : ss <<" int nPer = convert_int( fPer );\n";
4323 0 : ss <<" double fOneRate = fCost * fRate;\n";
4324 0 : ss <<" double fCostDelta = fCost - fRestVal;\n";
4325 0 : ss <<" double f0Rate = GetYearFrac( 693594,";
4326 0 : ss <<"nDate, nFirstPer, nBase )* fRate * fCost;\n";
4327 0 : ss <<" int nNumOfFullPeriods = (int)";
4328 0 : ss <<"( ( fCost - fRestVal - f0Rate) *pow(fOneRate,-1) );\n";
4329 0 : ss <<" if( nPer == 0 )\n";
4330 0 : ss <<" tmp = f0Rate;\n";
4331 0 : ss <<" else if( nPer <= nNumOfFullPeriods )\n";
4332 0 : ss <<" tmp = fOneRate;\n";
4333 0 : ss <<" else if( nPer == nNumOfFullPeriods + 1 )\n";
4334 0 : ss <<" tmp = fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate;\n";
4335 0 : ss <<" else\n";
4336 0 : ss <<" tmp = 0.0;\n";
4337 0 : ss <<" return tmp;\n";
4338 0 : ss <<"}";
4339 0 : }
4340 0 : void OpReceived::BinInlineFun(std::set<std::string>& decls,
4341 : std::set<std::string>& funs)
4342 : {
4343 0 : decls.insert(GetYearDiffDecl);decls.insert(GetDiffDateDecl);
4344 0 : decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
4345 0 : decls.insert(GetNullDateDecl);decls.insert(IsLeapYearDecl);
4346 0 : decls.insert(DateToDaysDecl);
4347 0 : funs.insert(GetDiffDate);funs.insert(DaysToDate);
4348 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
4349 0 : funs.insert(DateToDays);funs.insert(IsLeapYear);
4350 0 : funs.insert(GetYearDiff);
4351 0 : }
4352 :
4353 0 : void OpReceived::GenSlidingWindowFunction(std::stringstream &ss,
4354 : const std::string &sSymName, SubArguments &vSubArguments)
4355 : {
4356 0 : ss << "\ndouble " << sSymName;
4357 0 : ss << "_"<< BinFuncName() <<"(";
4358 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4359 : {
4360 0 : if (i)
4361 0 : ss << ",";
4362 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4363 : }
4364 0 : ss << ") {\n";
4365 0 : ss << " double tmp = " << GetBottom() <<";\n";
4366 0 : ss << " int gid0 = get_global_id(0);\n";
4367 0 : ss << " int nSettle, nMat;\n";
4368 0 : ss << " double fInvest,fDisc;\n";
4369 0 : ss << " int rOB;\n";
4370 : #ifdef ISNAN
4371 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4372 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4373 0 : formula::SingleVectorRefToken *>(tmpCur0);
4374 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4375 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4376 0 : formula::SingleVectorRefToken *>(tmpCur1);
4377 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4378 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4379 0 : formula::SingleVectorRefToken *>(tmpCur2);
4380 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
4381 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4382 0 : formula::SingleVectorRefToken *>(tmpCur3);
4383 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
4384 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4385 0 : formula::SingleVectorRefToken *>(tmpCur4);
4386 0 : ss<< " int buffer_settle_len = ";
4387 0 : ss<< tmpCurDVR0->GetArrayLength();
4388 0 : ss << ";\n";
4389 0 : ss<< " int buffer_mat_len = ";
4390 0 : ss<< tmpCurDVR1->GetArrayLength();
4391 0 : ss << ";\n";
4392 0 : ss<< " int buffer_invest_len = ";
4393 0 : ss<< tmpCurDVR2->GetArrayLength();
4394 0 : ss << ";\n";
4395 0 : ss<< " int buffer_disc_len = ";
4396 0 : ss<< tmpCurDVR3->GetArrayLength();
4397 0 : ss << ";\n";
4398 0 : ss<< " int buffer_rob_len = ";
4399 0 : ss<< tmpCurDVR4->GetArrayLength();
4400 0 : ss << ";\n";
4401 : #endif
4402 : #ifdef ISNAN
4403 0 : ss <<" if(gid0 >= buffer_settle_len || isNan(";
4404 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
4405 0 : ss <<"))\n";
4406 0 : ss <<" nSettle = 0;\n\telse\n";
4407 : #endif
4408 0 : ss <<" nSettle = (int)"<<vSubArguments[0]->GenSlidingWindowDeclRef();
4409 0 : ss <<";\n";
4410 : #ifdef ISNAN
4411 0 : ss <<" if(gid0 >= buffer_mat_len || isNan(";
4412 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4413 0 : ss <<"))\n";
4414 0 : ss <<" nMat = 0;\n\telse\n";
4415 : #endif
4416 0 : ss <<" nMat = (int)";
4417 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4418 0 : ss <<";\n";
4419 : #ifdef ISNAN
4420 0 : ss <<" if(gid0 >= buffer_invest_len || isNan(";
4421 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4422 0 : ss <<"))\n";
4423 0 : ss <<" fInvest = 0;\n\telse\n";
4424 : #endif
4425 0 : ss <<" fInvest = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
4426 0 : ss <<";\n";
4427 : #ifdef ISNAN
4428 0 : ss <<" if(gid0 >= buffer_disc_len || isNan(";
4429 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
4430 0 : ss <<"))\n";
4431 0 : ss <<" fDisc = 0;\n\telse\n";
4432 : #endif
4433 0 : ss <<" fDisc = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
4434 0 : ss <<";\n";
4435 : #ifdef ISNAN
4436 0 : ss <<" if(gid0 >= buffer_rob_len || isNan(";
4437 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
4438 0 : ss <<"))\n";
4439 0 : ss <<" rOB = 0;\n\telse\n";
4440 : #endif
4441 0 : ss <<" rOB = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
4442 0 : ss <<";\n";
4443 0 : ss << " double tmpvalue = (1.0-(fDisc";
4444 0 : ss <<" * GetYearDiff( GetNullDate()";
4445 0 : ss <<",nSettle,nMat,rOB)));\n";
4446 0 : ss << " tmp = fInvest*pow(tmpvalue,-1);\n";
4447 0 : ss << " return tmp;\n";
4448 0 : ss << "}";
4449 0 : }
4450 :
4451 0 : void OpYielddisc::BinInlineFun(std::set<std::string>& decls,
4452 : std::set<std::string>& funs)
4453 : {
4454 0 : decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
4455 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
4456 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
4457 :
4458 0 : funs.insert(GetYearFrac);funs.insert(GetNullDate);
4459 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
4460 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
4461 0 : }
4462 0 : void OpYielddisc::GenSlidingWindowFunction(
4463 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4464 : {
4465 0 : ss << "\ndouble " << sSymName;
4466 0 : ss << "_"<< BinFuncName() <<"(";
4467 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4468 : {
4469 0 : if (i)
4470 0 : ss << ",";
4471 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4472 : }
4473 0 : ss << ") {\n\t";
4474 0 : ss << "double tmp = 0;\n\t";
4475 0 : ss << "int gid0 = get_global_id(0);\n\t";
4476 0 : ss << "double tmp000;\n\t";
4477 0 : ss << "double tmp001;\n\t";
4478 0 : ss << "double tmp002;\n\t";
4479 0 : ss << "double tmp003;\n\t";
4480 0 : ss << "double tmp004;\n\t";
4481 :
4482 : #ifdef ISNAN
4483 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4484 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4485 0 : formula::SingleVectorRefToken *>(tmpCur0);
4486 :
4487 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4488 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4489 0 : formula::SingleVectorRefToken *>(tmpCur1);
4490 :
4491 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4492 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4493 0 : formula::SingleVectorRefToken *>(tmpCur2);
4494 :
4495 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
4496 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4497 0 : formula::SingleVectorRefToken *>(tmpCur3);
4498 :
4499 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
4500 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4501 0 : formula::SingleVectorRefToken *>(tmpCur4);
4502 :
4503 0 : ss<< "int buffer_tmp000_len = ";
4504 0 : ss<< tmpCurDVR0->GetArrayLength();
4505 0 : ss << ";\n\t";
4506 :
4507 0 : ss<< "int buffer_tmp001_len = ";
4508 0 : ss<< tmpCurDVR1->GetArrayLength();
4509 0 : ss << ";\n\t";
4510 :
4511 0 : ss<< "int buffer_tmp002_len = ";
4512 0 : ss<< tmpCurDVR2->GetArrayLength();
4513 0 : ss << ";\n\t";
4514 :
4515 0 : ss<< "int buffer_tmp003_len = ";
4516 0 : ss<< tmpCurDVR3->GetArrayLength();
4517 0 : ss << ";\n\t";
4518 :
4519 0 : ss<< "int buffer_tmp004_len = ";
4520 0 : ss<< tmpCurDVR4->GetArrayLength();
4521 0 : ss << ";\n\t";
4522 :
4523 : #endif
4524 :
4525 : #ifdef ISNAN
4526 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
4527 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4528 0 : ss<<"))\n\t\t";
4529 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
4530 : #endif
4531 0 : ss<<"tmp000 = ";
4532 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4533 0 : ss<<";\n\t";
4534 :
4535 : #ifdef ISNAN
4536 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
4537 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4538 0 : ss<<"))\n\t\t";
4539 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
4540 : #endif
4541 0 : ss<<"tmp001 = ";
4542 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4543 0 : ss<<";\n\t";
4544 :
4545 : #ifdef ISNAN
4546 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
4547 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4548 0 : ss<<"))\n\t\t";
4549 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
4550 : #endif
4551 0 : ss<<"tmp002 = ";
4552 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4553 0 : ss<<";\n\t";
4554 :
4555 : #ifdef ISNAN
4556 0 : ss<<"if(gid0>=buffer_tmp003_len || isNan(";
4557 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4558 0 : ss<<"))\n\t\t";
4559 0 : ss<<"tmp003 = 0;\n\telse \n\t\t";
4560 : #endif
4561 0 : ss<<"tmp003 = ";
4562 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
4563 0 : ss<<";\n\t";
4564 :
4565 : #ifdef ISNAN
4566 0 : ss<<"if(gid0>=buffer_tmp004_len || isNan(";
4567 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4568 0 : ss<<"))\n\t\t";
4569 0 : ss<<"tmp004 = 0;\n\telse \n\t\t";
4570 : #endif
4571 0 : ss<<"tmp004 = ";
4572 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
4573 0 : ss<<";\n\t";
4574 :
4575 0 : ss<< "tmp = (tmp003/tmp002)-1;\n\t";
4576 0 : ss << "tmp /= GetYearFrac( GetNullDate(),tmp000,tmp001,tmp004);\n\t";
4577 0 : ss << "return tmp;\n";
4578 0 : ss << "}";
4579 0 : }
4580 :
4581 0 : void OpTbillprice::BinInlineFun(std::set<std::string>& decls,
4582 : std::set<std::string>& funs)
4583 : {
4584 0 : decls.insert(GetYearFracDecl);
4585 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
4586 0 : decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
4587 :
4588 0 : funs.insert(GetYearFrac);
4589 0 : funs.insert(DateToDays);funs.insert(DaysToDate);
4590 0 : funs.insert(DaysInMonth);funs.insert(IsLeapYear);
4591 0 : }
4592 :
4593 0 : void OpTbillprice::GenSlidingWindowFunction(
4594 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4595 : {
4596 0 : ss << "\ndouble " << sSymName;
4597 0 : ss << "_"<< BinFuncName() <<"(";
4598 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4599 : {
4600 0 : if (i)
4601 0 : ss << ",";
4602 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4603 : }
4604 0 : ss << ") {\n";
4605 0 : ss << " int gid0 = get_global_id(0);\n";
4606 0 : ss << " double tmp = 0;\n";
4607 :
4608 0 : ss << " int singleIndex = gid0;\n";
4609 0 : ss << " int doubleIndex = gid0;\n";
4610 0 : ss << " int i = gid0;\n";
4611 0 : GenTmpVariables(ss,vSubArguments);
4612 0 : CheckAllSubArgumentIsNan(ss,vSubArguments);
4613 :
4614 0 : ss << " tmp1+=1.0;\n";
4615 0 : ss << " double fFraction =GetYearFrac(693594,tmp0,tmp1,0);\n";
4616 0 : ss << " tmp = 100.0 * ( 1.0 - tmp2 * fFraction );\n";
4617 0 : ss << " return tmp;\n";
4618 0 : ss << "}\n";
4619 0 : }
4620 0 : void RATE::BinInlineFun(std::set<std::string>& decls,
4621 : std::set<std::string>& funs)
4622 : {
4623 0 : decls.insert(approxEqualDecl);decls.insert(nKorrValDecl);
4624 0 : decls.insert(SCdEpsilonDecl);decls.insert(RoundDecl);
4625 0 : funs.insert(approxEqual);funs.insert(Round);
4626 0 : }
4627 :
4628 0 : void RATE::GenSlidingWindowFunction(
4629 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4630 : {
4631 0 : ss << "\ndouble " << sSymName;
4632 0 : ss << "_"<< BinFuncName() <<"(";
4633 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4634 : {
4635 0 : if (i)
4636 0 : ss << ",";
4637 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4638 : }
4639 :
4640 0 : FormulaToken* pCur = vSubArguments[5]->GetFormulaToken();
4641 : assert(pCur);
4642 : const formula::SingleVectorRefToken* pSVR =
4643 0 : static_cast< const formula::SingleVectorRefToken* >(pCur);
4644 : assert(pSVR);
4645 0 : ss << ") {\n";
4646 0 : ss << " double result;\n";
4647 0 : ss << " int gid0 = get_global_id(0);\n";
4648 0 : ss << " bool bValid = true, bFound = false;\n";
4649 0 : ss << " double fX, fXnew, fTerm, fTermDerivation;\n";
4650 0 : ss << " double fGeoSeries, fGeoSeriesDerivation;\n";
4651 0 : ss << " int nIterationsMax = 150;\n";
4652 0 : ss << " int nCount = 0;\n";
4653 0 : ss << " double fEpsilonSmall = 1.0E-14;\n";
4654 0 : ss << " double arg0, arg1, arg2, arg3, arg4, arg5;\n";
4655 0 : ss << " arg0=" << vSubArguments[0]->GenSlidingWindowDeclRef()<<";\n";
4656 0 : ss << " arg1=" << vSubArguments[1]->GenSlidingWindowDeclRef()<<";\n";
4657 0 : ss << " arg2=" << vSubArguments[2]->GenSlidingWindowDeclRef()<<";\n";
4658 0 : ss << " arg3=" << vSubArguments[3]->GenSlidingWindowDeclRef()<<";\n";
4659 0 : ss << " arg4=" << vSubArguments[4]->GenSlidingWindowDeclRef()<<";\n";
4660 0 : ss << " arg5=" << vSubArguments[5]->GenSlidingWindowDeclRef()<<";\n";
4661 0 : ss << " int guessLen = " << pSVR->GetArrayLength() << ";\n";
4662 : #ifdef ISNAN
4663 0 : ss << " if (isNan(arg0) || isNan(arg1) || isNan(arg2)){\n";
4664 0 : ss << " result = 523;\n";
4665 0 : ss << " return result;\n";
4666 0 : ss << " }\n";
4667 0 : ss << " if (isNan(arg3))\n";
4668 0 : ss << " arg3 = 0.0;\n";
4669 0 : ss << " if (isNan(arg4))\n";
4670 0 : ss << " arg4 = 0.0;\n";
4671 0 : ss << " if (isNan(arg5))\n";
4672 0 : ss << " arg5 = 0.1;\n";
4673 0 : ss << " if (gid0 >= guessLen)\n";
4674 0 : ss << " arg5 = 0.1;\n";
4675 : #endif
4676 0 : ss << " arg3 = arg3 - arg1 * arg4;\n";
4677 0 : ss << " arg2 = arg2 + arg1 * arg4;\n";
4678 0 : ss << " if (arg0 == Round(arg0)){\n";
4679 0 : ss << " fX = arg5;\n";
4680 0 : ss << " double fPowN, fPowNminus1;\n";
4681 0 : ss << " while (!bFound && nCount < nIterationsMax)\n";
4682 0 : ss << " {\n";
4683 0 : ss << " fPowNminus1 = pow( 1.0+fX, arg0-1.0);\n";
4684 0 : ss << " fPowN = fPowNminus1 * (1.0+fX);\n";
4685 0 : ss << " if (approxEqual( fabs(fX), 0.0))\n";
4686 0 : ss << " {\n";
4687 0 : ss << " fGeoSeries = arg0;\n";
4688 0 : ss << " fGeoSeriesDerivation = arg0 * (arg0-1.0)";
4689 0 : ss << "*pow(2.0,-1);\n";
4690 0 : ss << " }\n";
4691 0 : ss << " else\n";
4692 0 : ss << " {";
4693 0 : ss << " fGeoSeries = (fPowN-1.0)*pow(fX,-1);\n";
4694 0 : ss << " fGeoSeriesDerivation =";
4695 0 : ss << " arg0 * fPowNminus1 * pow( fX , -1) - fGeoSeries * pow(fX, -1);\n";
4696 0 : ss << " }\n";
4697 0 : ss << " fTerm = arg3 + arg2 *fPowN+ arg1 * fGeoSeries;\n";
4698 0 : ss << " fTermDerivation = arg2 * arg0 * fPowNminus1 +";
4699 0 : ss << "arg1 * fGeoSeriesDerivation;\n";
4700 0 : ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
4701 0 : ss << " bFound = true;\n";
4702 0 : ss << " else\n";
4703 0 : ss << " {\n";
4704 0 : ss << " if (approxEqual(fabs(fTermDerivation), 0.0))\n";
4705 0 : ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
4706 0 : ss << " else\n";
4707 0 : ss << " fXnew = fX - fTerm ";
4708 0 : ss << "*pow( fTermDerivation,-1);\n";
4709 0 : ss << " nCount++;\n";
4710 0 : ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
4711 0 : ss << " fX = fXnew;\n";
4712 0 : ss << " }\n";
4713 0 : ss << " }\n";
4714 0 : ss << " }\n";
4715 0 : ss << " else\n";
4716 0 : ss << " {";
4717 0 : ss << " fX = (arg5 < -1.0) ? -1.0 : arg5;\n";
4718 0 : ss << " while (bValid && !bFound && nCount < nIterationsMax)\n";
4719 0 : ss << " {\n";
4720 0 : ss << " if (approxEqual(fabs(fX), 0.0)){\n";
4721 0 : ss << " fGeoSeries = arg0;\n";
4722 0 : ss << " fGeoSeriesDerivation = arg0 * ";
4723 0 : ss << "(arg0-1.0)* pow(2.0,-1);\n";
4724 0 : ss << " }else{\n";
4725 0 : ss << " fGeoSeries = (pow( 1.0+fX, arg0) - 1.0)";
4726 0 : ss << " *pow( fX,-1);\n";
4727 0 : ss << " fGeoSeriesDerivation =";
4728 0 : ss << " arg0 * pow(1.0+fX,arg0-1.0) *pow(fX,-1)";
4729 0 : ss << " - fGeoSeries *pow( fX,-1);\n";
4730 0 : ss << " }\n";
4731 0 : ss << " fTerm = arg3 + arg2 *pow(1.0+fX, arg0)";
4732 0 : ss << "+ arg1 * fGeoSeries;\n";
4733 0 : ss << " fTermDerivation =";
4734 0 : ss << "arg2*arg0*pow(1.0+fX,arg0-1.0)";
4735 0 : ss << "+arg1*fGeoSeriesDerivation;\n";
4736 0 : ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
4737 0 : ss << " bFound = true;\n";
4738 0 : ss << " else{\n";
4739 0 : ss << " if (approxEqual(fabs(fTermDerivation), 0.0))\n";
4740 0 : ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
4741 0 : ss << " else\n";
4742 0 : ss << " fXnew = fX - fTerm ";
4743 0 : ss << "*pow( fTermDerivation,-1);\n";
4744 0 : ss << " nCount++;\n";
4745 0 : ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
4746 0 : ss << " fX = fXnew;\n";
4747 0 : ss << " bValid = (fX >= -1.0);\n";
4748 0 : ss << " }\n";
4749 0 : ss << " }\n";
4750 0 : ss << " }\n";
4751 0 : ss << " if (bValid && bFound)\n";
4752 0 : ss << " result = fX;\n";
4753 0 : ss << " else\n";
4754 0 : ss << " result = 523;\n";
4755 0 : ss << " return result;\n";
4756 0 : ss << "}";
4757 0 : }
4758 :
4759 0 : void OpTbillyield::BinInlineFun(std::set<std::string>& decls,
4760 : std::set<std::string>& funs)
4761 : {
4762 0 : decls.insert(GetDiffDate360Decl);decls.insert(IsLeapYearDecl);
4763 0 : decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
4764 0 : decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
4765 0 : decls.insert(GetDiffDate360_Decl);
4766 0 : funs.insert(GetDiffDate360);funs.insert(DateToDays);
4767 0 : funs.insert(DaysToDate_LocalBarrier);funs.insert(IsLeapYear);
4768 0 : funs.insert(DaysInMonth);funs.insert(GetNullDate);
4769 0 : funs.insert(GetDiffDate360_);
4770 :
4771 0 : }
4772 :
4773 0 : void OpTbillyield::GenSlidingWindowFunction(
4774 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
4775 : {
4776 0 : ss << "\ndouble " << sSymName;
4777 0 : ss << "_"<< BinFuncName() <<"(";
4778 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4779 : {
4780 0 : if (i)
4781 0 : ss << ",";
4782 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4783 : }
4784 0 : ss << ") {\n\t";
4785 0 : ss << "int gid0 = get_global_id(0);\n\t";
4786 0 : ss << "double tmp = 0;\n\t";
4787 0 : ss << "double tmp000;\n\t";
4788 0 : ss << "double tmp001;\n\t";
4789 0 : ss << "double tmp002;\n\t";
4790 :
4791 : #ifdef ISNAN
4792 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4793 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4794 0 : formula::SingleVectorRefToken *>(tmpCur0);
4795 :
4796 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4797 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4798 0 : formula::SingleVectorRefToken *>(tmpCur1);
4799 :
4800 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4801 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4802 0 : formula::SingleVectorRefToken *>(tmpCur2);
4803 :
4804 0 : ss<< "int buffer_tmp000_len = ";
4805 0 : ss<< tmpCurDVR0->GetArrayLength();
4806 0 : ss << ";\n\t";
4807 :
4808 0 : ss<< "int buffer_tmp001_len = ";
4809 0 : ss<< tmpCurDVR1->GetArrayLength();
4810 0 : ss << ";\n\t";
4811 :
4812 0 : ss<< "int buffer_tmp002_len = ";
4813 0 : ss<< tmpCurDVR2->GetArrayLength();
4814 0 : ss << ";\n\t";
4815 : #endif
4816 :
4817 : #ifdef ISNAN
4818 0 : ss<<"if(gid0>=buffer_tmp000_len || isNan(";
4819 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4820 0 : ss<<"))\n\t\t";
4821 0 : ss<<"tmp000 = 0;\n\telse \n\t\t";
4822 : #endif
4823 0 : ss<<"tmp000 = ";
4824 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
4825 0 : ss<<";\n\t";
4826 :
4827 : #ifdef ISNAN
4828 0 : ss<<"if(gid0>=buffer_tmp001_len || isNan(";
4829 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4830 0 : ss<<"))\n\t\t";
4831 0 : ss<<"tmp001 = 0;\n\telse \n\t\t";
4832 : #endif
4833 0 : ss<<"tmp001 = ";
4834 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
4835 0 : ss<<";\n\t";
4836 :
4837 : #ifdef ISNAN
4838 0 : ss<<"if(gid0>=buffer_tmp002_len || isNan(";
4839 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4840 0 : ss<<"))\n\t\t";
4841 0 : ss<<"tmp002 = 0;\n\telse \n\t\t";
4842 : #endif
4843 0 : ss<<"tmp002 = ";
4844 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
4845 0 : ss<<";\n\t";
4846 0 : ss <<" int nDiff=GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
4847 0 : ss <<" nDiff++;\n";
4848 0 : ss <<" tmp=100.0;\n";
4849 0 : ss <<" tmp = tmp *pow( tmp002,-1);\n";
4850 0 : ss <<" tmp = tmp - 1.0;\n";
4851 0 : ss <<" tmp = tmp * pow( nDiff,-1.0 );\n";
4852 0 : ss <<" tmp = tmp * 360.0;\n";
4853 0 : ss <<" return tmp;\n";
4854 0 : ss << "}\n";
4855 0 : }
4856 0 : void OpDDB::GenSlidingWindowFunction(std::stringstream& ss,
4857 : const std::string &sSymName, SubArguments& vSubArguments)
4858 : {
4859 0 : ss << "\ndouble " << sSymName;
4860 0 : ss << "_"<< BinFuncName() <<"(";
4861 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4862 : {
4863 0 : if (i)
4864 0 : ss << ",";
4865 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4866 : }
4867 0 : ss << ") {\n";
4868 0 : ss << " int gid0 = get_global_id(0);\n";
4869 0 : ss << " double tmp = 0;\n";
4870 0 : ss << " double fWert,fRest,fDauer,fPeriode,fFaktor;\n";
4871 0 : ss << " double fZins, fAlterWert, fNeuerWert;\n";
4872 :
4873 : #ifdef ISNAN
4874 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
4875 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
4876 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
4877 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
4878 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
4879 : #endif
4880 : #ifdef ISNAN
4881 0 : if(tmpCur0->GetType() == formula::svSingleVectorRef)
4882 : {
4883 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4884 0 : formula::SingleVectorRefToken *>(tmpCur0);
4885 0 : ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isNan(";
4886 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
4887 0 : ss <<"))\n";
4888 0 : ss <<" fWert = 0;\n else\n";
4889 : }
4890 : #endif
4891 0 : ss <<" fWert = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
4892 0 : ss <<";\n";
4893 : #ifdef ISNAN
4894 0 : if(tmpCur1->GetType() == formula::svSingleVectorRef)
4895 : {
4896 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4897 0 : formula::SingleVectorRefToken *>(tmpCur1);
4898 0 : ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isNan(";
4899 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4900 0 : ss <<"))\n";
4901 0 : ss <<" fRest = 0;\n else\n";
4902 : }
4903 : #endif
4904 0 : ss <<" fRest = ";
4905 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
4906 0 : ss <<";\n";
4907 : #ifdef ISNAN
4908 0 : if(tmpCur2->GetType() == formula::svSingleVectorRef)
4909 : {
4910 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
4911 0 : formula::SingleVectorRefToken *>(tmpCur2);
4912 0 : ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isNan(";
4913 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4914 0 : ss <<"))\n";
4915 0 : ss <<" fDauer = 0;\n else\n";
4916 : }
4917 : #endif
4918 0 : ss <<" fDauer = ";
4919 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
4920 0 : ss <<";\n";
4921 : #ifdef ISNAN
4922 0 : if(tmpCur3->GetType() == formula::svSingleVectorRef)
4923 : {
4924 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
4925 0 : formula::SingleVectorRefToken *>(tmpCur3);
4926 0 : ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isNan(";
4927 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
4928 0 : ss <<"))\n";
4929 0 : ss <<" fPeriode = 0;\n else\n";
4930 : }
4931 : #endif
4932 0 : ss <<" fPeriode = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
4933 0 : ss <<";\n";
4934 : #ifdef ISNAN
4935 0 : if(tmpCur4->GetType() == formula::svSingleVectorRef)
4936 : {
4937 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
4938 0 : formula::SingleVectorRefToken *>(tmpCur4);
4939 0 : ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isNan(";
4940 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
4941 0 : ss <<"))\n";
4942 0 : ss <<" fFaktor = 0;\n else\n";
4943 : }
4944 : #endif
4945 0 : ss <<" fFaktor = "<<vSubArguments[4]->GenSlidingWindowDeclRef();
4946 0 : ss <<";\n";
4947 0 : ss <<" fZins = fFaktor * pow(fDauer,-1);\n";
4948 0 : ss <<" if (fZins >= 1.0)\n";
4949 0 : ss <<" {\n";
4950 0 : ss <<" fZins = 1.0;\n";
4951 0 : ss <<" if (fPeriode == 1.0)\n";
4952 0 : ss <<" fAlterWert = fWert;\n";
4953 0 : ss <<" else\n";
4954 0 : ss <<" fAlterWert = 0.0;\n";
4955 0 : ss <<" }\n";
4956 0 : ss <<" else\n";
4957 0 : ss <<" fAlterWert = fWert * pow(1.0 - fZins, fPeriode - 1);\n";
4958 0 : ss <<" fNeuerWert = fWert * pow(1.0 - fZins, fPeriode);\n";
4959 0 : ss <<" if (fNeuerWert < fRest)\n";
4960 0 : ss <<" tmp = fAlterWert - fRest;\n";
4961 0 : ss <<" else\n";
4962 0 : ss <<" tmp = fAlterWert - fNeuerWert;\n";
4963 0 : ss <<" if (tmp < 0.0)\n";
4964 0 : ss <<" tmp = 0.0;\n";
4965 0 : ss <<" return tmp;\n";
4966 0 : ss <<"}";
4967 0 : }
4968 0 : void OpPV::GenSlidingWindowFunction(
4969 : std::stringstream &ss, const std::string &sSymName, SubArguments &
4970 : vSubArguments)
4971 : {
4972 0 : ss << "\ndouble " << sSymName;
4973 0 : ss << "_"<< BinFuncName() <<"(";
4974 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
4975 : {
4976 0 : if (i)
4977 0 : ss << ",";
4978 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
4979 : }
4980 0 : ss << ") {\n";
4981 0 : ss << " double result = 0;\n";
4982 0 : ss << " int gid0 = get_global_id(0);\n";
4983 0 : ss << " double zins;\n";
4984 0 : ss << " double zzr;\n";
4985 0 : ss << " double rmz;\n";
4986 0 : ss << " double zw;\n";
4987 0 : ss << " double flag;\n";
4988 :
4989 : #ifdef ISNAN
4990 0 : FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
4991 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
4992 0 : formula::SingleVectorRefToken *>(tmpCur0);
4993 :
4994 0 : FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
4995 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
4996 0 : formula::SingleVectorRefToken *>(tmpCur1);
4997 :
4998 0 : FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
4999 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
5000 0 : formula::SingleVectorRefToken *>(tmpCur2);
5001 :
5002 0 : if(vSubArguments.size()>3)
5003 : {
5004 0 : FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
5005 : const formula::SingleVectorRefToken* tmpCurDVR3= static_cast<const formula::SingleVectorRefToken *>(
5006 0 : tmpCur3);
5007 0 : ss<< " int buffer_zw_len = ";
5008 0 : ss<< tmpCurDVR3->GetArrayLength();
5009 0 : ss << ";\n";
5010 : }
5011 :
5012 0 : if(vSubArguments.size()>4)
5013 : {
5014 0 : FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
5015 : const formula::SingleVectorRefToken* tmpCurDVR4= static_cast<const formula::SingleVectorRefToken *>(
5016 0 : tmpCur4);
5017 0 : ss<< " int buffer_flag_len = ";
5018 0 : ss<< tmpCurDVR4->GetArrayLength();
5019 0 : ss << ";\n";
5020 : }
5021 :
5022 0 : ss<< " int buffer_zins_len = ";
5023 0 : ss<< tmpCurDVR0->GetArrayLength();
5024 0 : ss << ";\n";
5025 :
5026 0 : ss<< " int buffer_zzr_len = ";
5027 0 : ss<< tmpCurDVR1->GetArrayLength();
5028 0 : ss << ";\n";
5029 :
5030 0 : ss<< " int buffer_rmz_len = ";
5031 0 : ss<< tmpCurDVR2->GetArrayLength();
5032 0 : ss << ";\n";
5033 :
5034 : #endif
5035 :
5036 : #ifdef ISNAN
5037 0 : ss<<" if(gid0>=buffer_zins_len || isNan(";
5038 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
5039 0 : ss<<"))\n";
5040 0 : ss<<" zins = 0;\n else \n";
5041 : #endif
5042 0 : ss<<" zins = ";
5043 0 : ss << vSubArguments[0]->GenSlidingWindowDeclRef();
5044 0 : ss<<";\n";
5045 :
5046 : #ifdef ISNAN
5047 0 : ss<<" if(gid0>=buffer_zzr_len || isNan(";
5048 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
5049 0 : ss<<"))\n";
5050 0 : ss<<" zzr = 0;\n else \n";
5051 : #endif
5052 0 : ss<<" zzr = ";
5053 0 : ss << vSubArguments[1]->GenSlidingWindowDeclRef();
5054 0 : ss<<";\n";
5055 :
5056 : #ifdef ISNAN
5057 0 : ss<<" if(gid0>=buffer_rmz_len || isNan(";
5058 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
5059 0 : ss<<"))\n";
5060 0 : ss<<" rmz = 0;\n else \n";
5061 : #endif
5062 0 : ss<<" rmz = ";
5063 0 : ss << vSubArguments[2]->GenSlidingWindowDeclRef();
5064 0 : ss<<";\n";
5065 :
5066 0 : if(vSubArguments.size()>3)
5067 : {
5068 : #ifdef ISNAN
5069 0 : ss<<" if(gid0>=buffer_zw_len || isNan(";
5070 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
5071 0 : ss<<"))\n";
5072 0 : ss<<" zw = 0;\n else \n";
5073 : #endif
5074 0 : ss<<" zw = ";
5075 0 : ss << vSubArguments[3]->GenSlidingWindowDeclRef();
5076 0 : ss<<";\n";
5077 : }else
5078 : {
5079 0 : ss<<" zw = 0;\n";
5080 : }
5081 :
5082 0 : if(vSubArguments.size()>4)
5083 : {
5084 : #ifdef ISNAN
5085 0 : ss<<" if(gid0>=buffer_flag_len || isNan(";
5086 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
5087 0 : ss<<"))\n";
5088 0 : ss<<" flag = 0;\n else \n";
5089 : #endif
5090 0 : ss<<" flag = ";
5091 0 : ss << vSubArguments[4]->GenSlidingWindowDeclRef();
5092 0 : ss<<";\n";
5093 : }else
5094 : {
5095 0 : ss<<" flag = 0;\n";
5096 : }
5097 0 : ss << " if(zins == 0)\n";
5098 0 : ss << " result=zw+rmz*zzr;\n";
5099 0 : ss << " else if(flag > 0)\n";
5100 0 : ss << " result=(zw*pow(1+zins,-zzr))+";
5101 0 : ss << "(rmz*(1-pow(1+zins,-zzr+1))*pow(zins,-1))+rmz;\n";
5102 0 : ss << " else\n";
5103 0 : ss << " result=(zw*pow(1+zins,-zzr))+";
5104 0 : ss << "(rmz*(1-pow(1+zins,-zzr))*pow(zins,-1));\n";
5105 0 : ss << " return -result;\n";
5106 0 : ss << "}";
5107 0 : }
5108 0 : void OpVDB::BinInlineFun(std::set<std::string>& decls,
5109 : std::set<std::string>& funs)
5110 : {
5111 0 : decls.insert(ScGetGDADecl);decls.insert(DblMinDecl);
5112 0 : decls.insert(ScInterVDBDecl);decls.insert(VDBImplementDecl);
5113 0 : funs.insert(ScGetGDA);funs.insert(DblMin);
5114 0 : funs.insert(ScInterVDB);funs.insert(VDBImplement);
5115 0 : }
5116 :
5117 0 : void OpVDB::GenSlidingWindowFunction(
5118 : std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
5119 : {
5120 0 : ss << "\ndouble " << sSymName;
5121 0 : ss << "_"<< BinFuncName() <<"(";
5122 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
5123 : {
5124 0 : if (i)
5125 0 : ss << ",";
5126 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
5127 : }
5128 0 : ss << ") {\n";
5129 0 : ss << " int gid0 = get_global_id(0);\n";
5130 0 : ss << " int singleIndex = gid0;\n";
5131 0 : ss << " double result = 0;\n";
5132 0 : if(vSubArguments.size()<5)
5133 : {
5134 0 : ss << " result = -DBL_MAX;\n";
5135 0 : ss << " return result;\n";
5136 : }else
5137 : {
5138 0 : GenTmpVariables(ss,vSubArguments);
5139 0 : CheckAllSubArgumentIsNan(ss,vSubArguments);
5140 0 : if(vSubArguments.size() <= 6)
5141 : {
5142 0 : ss << " int tmp6 = 0;\n";
5143 : }
5144 0 : if(vSubArguments.size() == 5)
5145 : {
5146 0 : ss << " double tmp5= 2.0;\n";
5147 : }
5148 0 : ss << " if(tmp3 < 0 || tmp4<tmp3 || tmp4>tmp2 || tmp0<0 ||tmp1>tmp0";
5149 0 : ss << "|| tmp5 <=0)\n";
5150 0 : ss << " result = -DBL_MAX;\n";
5151 0 : ss << " else\n";
5152 0 : ss << " result =";
5153 0 : ss << "VDBImplement(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
5154 0 : ss << " return result;\n";
5155 0 : ss << "}";
5156 : }
5157 :
5158 0 : }
5159 :
5160 0 : void OpXirr::GenSlidingWindowFunction(std::stringstream &ss,
5161 : const std::string &sSymName, SubArguments &vSubArguments)
5162 : {
5163 0 : FormulaToken *tmpCur = vSubArguments[0]->GetFormulaToken();
5164 : const formula::DoubleVectorRefToken*pCurDVR= static_cast<const
5165 0 : formula::DoubleVectorRefToken *>(tmpCur);
5166 0 : size_t nCurWindowSize = pCurDVR->GetArrayLength() <
5167 0 : pCurDVR->GetRefRowSize() ? pCurDVR->GetArrayLength():
5168 0 : pCurDVR->GetRefRowSize() ;
5169 0 : ss << "\ndouble " << sSymName;
5170 0 : ss << "_"<< BinFuncName() <<"(";
5171 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
5172 : {
5173 0 : if (i)
5174 0 : ss << ",";
5175 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
5176 : }
5177 0 : ss << ") {\n";
5178 0 : ss << " int gid0 = get_global_id(0);\n";
5179 0 : ss << " int doubleIndex = gid0;\n";
5180 0 : ss << " int singleIndex = gid0;\n";
5181 0 : ss << " double result = 0;\n";
5182 0 : ss << " int i=0;\n";
5183 0 : if(vSubArguments.size()<2)
5184 : {
5185 0 : ss << " result = -DBL_MAX;\n";
5186 0 : ss << " return result;\n";
5187 : }else
5188 : {
5189 0 : GenTmpVariables(ss,vSubArguments);
5190 0 : if(vSubArguments.size() == 2)
5191 : {
5192 0 : ss << " double tmp2 = 0.1;\n";
5193 : }else
5194 : {
5195 0 : CheckSubArgumentIsNan(ss,vSubArguments,2);
5196 : }
5197 0 : ss << " if(tmp2<=-1)\n";
5198 0 : ss << " result = -DBL_MAX;\n";
5199 0 : ss << " else\n";
5200 0 : ss << " {\n";
5201 0 : ss << " double fMaxEps = 1e-10;\n";
5202 0 : ss << " int nMaxIter = 50;\n";
5203 0 : ss << " double fNewRate, fRateEps, fResultValue, fResultValue2;\n";
5204 0 : ss << " int nIter = 0;\n";
5205 0 : ss << " int bContLoop;\n";
5206 0 : ss << " int windowsSize = ";
5207 0 : ss << nCurWindowSize;
5208 0 : ss << ";\n";
5209 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
5210 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
5211 0 : ss << " double D_0 = tmp1;\n";
5212 0 : ss << " double V_0 = tmp0;\n";
5213 0 : ss << " double fResultRate = tmp2;\n";
5214 0 : ss << " double r;\n";
5215 0 : ss << " double fResult;\n";
5216 0 : ss << " do\n";
5217 0 : ss << " {\n";
5218 0 : ss << " fResultValue = V_0;\n";
5219 0 : ss << " r = fResultRate + 1;\n";
5220 0 : ss << " for (i = ";
5221 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
5222 0 : ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
5223 0 : } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
5224 0 : ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
5225 : } else {
5226 0 : ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
5227 : }
5228 0 : ss << " {\n";
5229 0 : if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
5230 : {
5231 0 : ss<< " doubleIndex =i+gid0;\n";
5232 : }else
5233 : {
5234 0 : ss<< " doubleIndex =i;\n";
5235 : }
5236 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
5237 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
5238 0 : ss << " fResultValue += tmp0/pow(r,(tmp1 - D_0)/365.0);\n";
5239 0 : ss << " }\n";
5240 0 : ss << " fResultValue2 = 0;\n";
5241 :
5242 0 : ss << " for (i = ";
5243 0 : if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
5244 0 : ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
5245 0 : } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
5246 0 : ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
5247 : } else {
5248 0 : ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
5249 : }
5250 0 : ss << " {\n";
5251 0 : if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
5252 : {
5253 0 : ss<< " doubleIndex =i+gid0;\n";
5254 : }else
5255 : {
5256 0 : ss<< " doubleIndex =i;\n";
5257 : }
5258 0 : CheckSubArgumentIsNan(ss,vSubArguments,0);
5259 0 : CheckSubArgumentIsNan(ss,vSubArguments,1);
5260 0 : ss << " double E_i = (tmp1 - D_0)/365.0;\n";
5261 0 : ss << " fResultValue2 -= E_i * tmp0 / pow(r,E_i + 1.0);\n";
5262 0 : ss << " }\n";
5263 0 : ss << " fNewRate = fResultRate - fResultValue / fResultValue2;\n";
5264 0 : ss << " fRateEps = fabs( fNewRate - fResultRate );\n";
5265 0 : ss << " fResultRate = fNewRate;\n";
5266 0 : ss << " bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);\n";
5267 0 : ss << " }\n";
5268 0 : ss << " while( bContLoop && (++nIter < nMaxIter) );\n";
5269 0 : ss << " if( bContLoop )\n";
5270 0 : ss << " result = -DBL_MAX;\n";
5271 0 : ss << " result = fResultRate;\n";
5272 0 : ss << " }\n";
5273 0 : ss << " return result;\n";
5274 0 : ss << "}";
5275 : }
5276 :
5277 0 : }
5278 0 : void OpDB::GenSlidingWindowFunction(std::stringstream& ss,
5279 : const std::string &sSymName, SubArguments& vSubArguments)
5280 : {
5281 0 : ss << "\ndouble " << sSymName;
5282 0 : ss << "_"<< BinFuncName() <<"(";
5283 0 : for (unsigned i = 0; i < vSubArguments.size(); i++)
5284 : {
5285 0 : if (i)
5286 0 : ss << ",";
5287 0 : vSubArguments[i]->GenSlidingWindowDecl(ss);
5288 : }
5289 0 : ss << ") {\n";
5290 0 : ss << " int gid0 = get_global_id(0);\n";
5291 0 : ss << " double nWert,nRest,nDauer,nPeriode;\n";
5292 0 : ss << " int nMonate;\n";
5293 0 : ss << " double tmp = 0;\n";
5294 : #ifdef ISNAN
5295 0 : FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
5296 : const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
5297 0 : formula::SingleVectorRefToken *>(tmpCur0);
5298 0 : FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
5299 : const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
5300 0 : formula::SingleVectorRefToken *>(tmpCur1);
5301 0 : FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
5302 : const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
5303 0 : formula::SingleVectorRefToken *>(tmpCur2);
5304 0 : FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
5305 : const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
5306 0 : formula::SingleVectorRefToken *>(tmpCur3);
5307 0 : FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
5308 : const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
5309 0 : formula::SingleVectorRefToken *>(tmpCur4);
5310 0 : ss<< " int buffer_wert_len = ";
5311 0 : ss<< tmpCurDVR0->GetArrayLength();
5312 0 : ss << ";\n";
5313 0 : ss<< " int buffer_rest_len = ";
5314 0 : ss<< tmpCurDVR1->GetArrayLength();
5315 0 : ss << ";\n";
5316 0 : ss<< " int buffer_dauer_len = ";
5317 0 : ss<< tmpCurDVR2->GetArrayLength();
5318 0 : ss << ";\n";
5319 0 : ss<< " int buffer_periode_len = ";
5320 0 : ss<< tmpCurDVR3->GetArrayLength();
5321 0 : ss << ";\n";
5322 0 : ss<< " int buffer_nMonate_len = ";
5323 0 : ss<< tmpCurDVR4->GetArrayLength();
5324 0 : ss << ";\n";
5325 : #endif
5326 : #ifdef ISNAN
5327 0 : ss <<" if(gid0 >= buffer_wert_len || isNan(";
5328 0 : ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
5329 0 : ss <<"))\n";
5330 0 : ss <<" nWert = 0;\n else\n";
5331 : #endif
5332 0 : ss <<" nWert = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
5333 0 : ss <<";\n";
5334 : #ifdef ISNAN
5335 0 : ss <<" if(gid0 >= buffer_rest_len || isNan(";
5336 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
5337 0 : ss <<"))\n";
5338 0 : ss <<" nRest = 0;\n else\n";
5339 : #endif
5340 0 : ss <<" nRest = ";
5341 0 : ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
5342 0 : ss <<";\n";
5343 : #ifdef ISNAN
5344 0 : ss <<" if(gid0 >= buffer_dauer_len || isNan(";
5345 0 : ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
5346 0 : ss <<"))\n";
5347 0 : ss <<" nDauer = 0;\n else\n";
5348 : #endif
5349 0 : ss <<" nDauer = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
5350 0 : ss <<";\n";
5351 : #ifdef ISNAN
5352 0 : ss <<" if(gid0 >= buffer_periode_len || isNan(";
5353 0 : ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
5354 0 : ss <<"))\n";
5355 0 : ss <<" nPeriode = 0;\n else\n";
5356 : #endif
5357 0 : ss <<" nPeriode = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
5358 0 : ss <<";\n";
5359 : #ifdef ISNAN
5360 0 : ss <<" if(gid0 >= buffer_nMonate_len || isNan(";
5361 0 : ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
5362 0 : ss <<"))\n";
5363 0 : ss <<" nMonate = 0;\n else\n";
5364 : #endif
5365 0 : ss <<" nMonate = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
5366 0 : ss <<";\n";
5367 0 : ss <<" double nAbRate = 1.0 - pow(nRest / nWert, 1.0 / nDauer);\n";
5368 0 : ss <<" nAbRate = ((int)(nAbRate * 1000.0 + 0.5)) / 1000.0;\n";
5369 0 : ss <<" double nErsteAbRate = nWert * nAbRate * nMonate / 12.0;\n";
5370 0 : ss <<" double nGda2 = 0.0;\n";
5371 0 : ss <<" if ((int)(nPeriode) == 1)\n";
5372 0 : ss <<" nGda2 = nErsteAbRate;\n";
5373 0 : ss <<" else\n";
5374 0 : ss <<" {\n";
5375 0 : ss <<" double nSummAbRate = nErsteAbRate;\n";
5376 0 : ss <<" double nMin = nDauer;\n";
5377 0 : ss <<" if (nMin > nPeriode) nMin = nPeriode;\n";
5378 0 : ss <<" int iMax = (int)nMin;\n";
5379 0 : ss <<" for (int i = 2; i <= iMax; i++)\n";
5380 0 : ss <<" {\n";
5381 0 : ss <<" nGda2 = (nWert - nSummAbRate) * nAbRate;\n";
5382 0 : ss <<" nSummAbRate += nGda2;\n";
5383 0 : ss <<" }\n";
5384 0 : ss <<" if (nPeriode > nDauer)\n";
5385 0 : ss <<" nGda2 = ((nWert - nSummAbRate)";
5386 0 : ss <<"* nAbRate * (12.0 - nMonate)) / 12.0;\n";
5387 0 : ss <<" }\n";
5388 0 : ss <<" tmp = nGda2;\n";
5389 0 : ss <<" return tmp;\n";
5390 0 : ss <<"}";
5391 0 : }
5392 228 : }}
5393 :
5394 : /* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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