/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* * This file is part of the LibreOffice project. * * This Source Code Form is subject to the terms of the Mozilla Public * License, v. 2.0. If a copy of the MPL was not distributed with this * file, You can obtain one at http://mozilla.org/MPL/2.0/. */ #ifndef SC_OPENCL_OPINLINFUN_finacial #define SC_OPENCL_OPINLINFUN_finacial std::string nCorrValDecl ="double constant nCorrVal[]" "= {0, 9e-1, 9e-2, 9e-3, 9e-4, 9e-5, 9e-6, 9e-7, " "9e-8,9e-9, 9e-10, 9e-11, 9e-12, 9e-13, 9e-14, 9e-15};\n"; std::string SCdEpsilonDecl = "constant double SCdEpsilon = 1.0E-7;\n"; std::string RoundDecl = "double Round(double fValue);\n"; std::string Round = "double Round(double fValue)\n" "{\n" " if ( fValue == 0.0 )\n" " return fValue;\n" "\n" " double fFac = 0;\n" " int nExp;\n" " if ( fValue > 0.0 )\n" " nExp = ( floor( log10( fValue ) ) );\n" " else\n" " nExp = 0;\n" " int nIndex = 15 - nExp;\n" " if ( nIndex > 15 )\n" " nIndex = 15;\n" " else if ( nIndex <= 1 )\n" " nIndex = 0;\n" " fValue = floor( fValue + 0.5 + nCorrVal[nIndex] );\n" " return fValue;\n" "}\n"; std::string GetPMTDecl = "double GetPMT( double fRate, double fNper, double fPv, double fFv, int nPayType );\n"; std::string GetPMT= "double GetPMT( double fRate, double fNper, double fPv, double fFv, int nPayType )\n" "{\n" " double fPmt;\n" " if( fRate == 0.0 )\n" " fPmt = ( fPv + fFv ) / fNper;\n" " else\n" " {\n" " double fTerm = pow( 1.0 + fRate, fNper );\n" " if( nPayType > 0 )\n" " fPmt = ( fFv * fRate / ( fTerm - 1.0 ) + fPv * fRate / ( 1.0 - 1." "0 / fTerm ) ) / ( 1.0 + fRate );\n" " else\n" " fPmt = fFv * fRate / ( fTerm - 1.0 ) + fPv * fRate /( 1.0 - 1.0 " "/ fTerm );\n" " }\n" " return -fPmt;\n" "}\n"; std::string GetPMT_newDecl = "double GetPMT_new( double fRate, double fNper, double fPv, double fFv," "int nPayType );\n"; std::string GetPMT_new= "double GetPMT_new( double fRate, double fNper, double fPv, double fFv," "int nPayType)\n" "{\n" " double fPmt;\n" " double fTerm = pow( 1.0 + fRate, fNper );\n" " if( nPayType > 0 )\n" " fPmt = ( fFv * fRate *pow ( fTerm - 1.0,-1 ) + fPv * fRate *pow( " "( 1.0 - pow( fTerm,-1) ),-1) )* pow ( 1.0 + fRate,-1 );\n" " else\n" " fPmt = fFv * fRate *pow ( fTerm - 1.0 ,-1) + fPv * fRate *pow( " "1.0 - pow( fTerm,-1),-1 );\n" " return -fPmt;\n" "}\n"; std::string GetFVDecl = "double GetFV( double fRate, double fNper, double fPmt," "double fPv, int nPayType );\n"; std::string GetFV = "double GetFV( double fRate, double fNper, double fPmt," "double fPv, int nPayType )\n" "{\n" " double fFv;\n" " if( fRate == 0.0 )\n" " fFv = fPv + fPmt * fNper;\n" " else\n" " {\n" " double fTerm = pow( 1.0 + fRate, fNper );\n" " if( nPayType > 0 )\n" " fFv = fPv * fTerm + fPmt * ( 1.0 + fRate ) *( fTerm - 1.0 ) " "/ fRate;\n" " else\n" " fFv = fPv * fTerm + fPmt * ( fTerm - 1.0 ) / fRate;\n" " }\n" " return -fFv;\n" "}\n"; std::string GetFV_newDecl = "double GetFV_new( double fRate, double fNper, double fPmt," "double fPv, int nPayType );\n"; std::string GetFV_new = "double GetFV_new( double fRate, double fNper, double fPmt," "double fPv, int nPayType )\n" "{\n" " double fFv;\n" " double fTerm = pow( 1.0 + fRate, fNper );\n" " if( nPayType > 0 )\n" " fFv = fPv * fTerm + fPmt * ( 1.0 + fRate ) *( fTerm - 1.0 ) " "*pow( fRate,-1);\n" " else\n" " fFv = fPv * fTerm + fPmt * ( fTerm - 1.0 ) *pow( fRate,-1);\n" " return -fFv;\n" "}\n"; std::string IsLeapYearDecl = "bool IsLeapYear( int n );\n"; std::string IsLeapYear = "bool IsLeapYear( int n )\n" "{\n" " return ( (( ( n % 4 ) == 0 ) && ( ( n % 100 ) != 0)) || ( ( n % 400 ) == " "0 ) );\n" "}\n"; std::string DaysInMonthDecl= "int DaysInMonth( int nMonth, int nYear );\n"; std::string DaysInMonth = "int DaysInMonth( int nMonth, int nYear )\n" "{\n" " int aDaysInMonth[12] = { 31, 28, 31, 30, 31, 30,\n" " 31, 31, 30, 31, 30, 31 };\n" "\n" " if ( nMonth != 2 )\n" " return aDaysInMonth[nMonth-1];\n" " else\n" " {\n" " if ( IsLeapYear(nYear) )\n" " return aDaysInMonth[nMonth-1] + 1;\n" " else\n" " return aDaysInMonth[nMonth-1];\n" " }\n" "}\n"; std::string DaysInMonth_newDecl= "int DaysInMonth( int nMonth, int nYear );\n"; std::string DaysInMonth_new = "int DaysInMonth( int nMonth, int nYear )\n" "{\n" " int tmp = 0;\n" " switch(nMonth)\n" " {\n" " case 1:\n" " case 3:\n" " case 5:\n" " case 7:\n" " case 8:\n" " case 10:\n" " case 12:\n" " tmp = 31;\n" " break;\n" " case 4:\n" " case 6:\n" " case 9:\n" " case 11:\n" " tmp =30;\n" " break;\n" " case 2:\n" " if ( IsLeapYear(nYear)==1)\n" " tmp = 29;\n" " else\n" " tmp = 28;\n" " break;\n" " }\n" " return tmp;\n" "}\n"; std::string DaysToDateDecl = "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n"; std::string DaysToDate = "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear )\n" "{\n" "\n" " int nTempDays;\n" " int i = 0;\n" " bool bCalc;\n" " do\n" " {\n" " nTempDays = nDays;\n" " *rYear = (int)((nTempDays / 365) - i);\n" " nTempDays -= ((int) *rYear -1) * 365;\n" " nTempDays -= (( *rYear -1) / 4) - (( *rYear -1) / 100) +" "((*rYear -1) / 400);\n" " bCalc = false;\n" " if ( nTempDays < 1 )\n" " {\n" " i++;\n" " bCalc = true;\n" " }\n" " else\n" " {\n" " if ( nTempDays > 365 )\n" " {\n" " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n" " {\n" " i--;\n" " bCalc = true;\n" " }\n" " }\n" " }\n" " }\n" " while ( bCalc );\n" " if(nTempDays!=0){\n" " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );" "*rMonth+=1)\n" " {\n" " nTempDays -= DaysInMonth( *rMonth, *rYear );\n" " }\n" " *rDay = (int)nTempDays;\n" " }\n" "}\n"; std::string DateToDaysDecl= "int DateToDays( int nDay, int nMonth, int nYear );\n"; std::string DateToDays= "int DateToDays( int nDay, int nMonth, int nYear )\n" "{\n" " int nDays = ((int)nYear-1) * 365;\n" " nDays += ((nYear-1) / 4) - ((nYear-1) / 100) + ((nYear-1) / 400);\n" " for( int i = 1; i < nMonth; i++ )\n" " nDays += DaysInMonth(i,nYear);\n" " nDays += nDay;\n" "\n" " return nDays;\n" "}\n"; std::string DateToDays_newDecl= "int DateToDays_new( int nDay, int nMonth, int nYear );\n"; std::string DateToDays_new= "int DateToDays_new( int nDay, int nMonth, int nYear )\n" "{\n" " int nDays = (nYear-1) * 365;\n" " nDays += (int)((nYear-1) *pow(4.0,-1.0)- (nYear-1) *pow( 100.0,-1.0)" "+ (nYear-1) *pow(400.0,-1.0));\n" " for( int i = 1; i < nMonth; i++ )\n" " nDays += DaysInMonth(i,nYear);\n" " nDays += nDay;\n" "\n" " return nDays;\n" "}\n"; std::string GetNullDateDecl= "int GetNullDate();\n"; std::string GetNullDate= "int GetNullDate()\n" "{\n" " return DateToDays(30,12,1899 );\n" "}\n"; std::string GetNullDate_newDecl= "int GetNullDate_new();\n"; std::string GetNullDate_new= "int GetNullDate_new()\n" "{\n" " return DateToDays_new(30,12,1899 );\n" "}\n"; std::string ScaDateDecl= "void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, " "int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay," "int *b30Days,int *bUSMode,int *nDay);\n"; std::string ScaDate= "void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, " "int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay," "int *b30Days,int *bUSMode,int *nDay)\n" "{\n" " DaysToDate( nNullDate + nDate, nOrigDay, nMonth, nYear );\n" " *bLastDayMode = (nBase != 5);\n" " *bLastDay = (*nOrigDay >= DaysInMonth( *nMonth, *nYear ));\n" " *b30Days = (nBase == 0) || (nBase == 4);\n" " *bUSMode = (nBase == 0);\n" " if( *b30Days)\n" " {\n" " *nDay = min( *nOrigDay, 30);\n" " if( *bLastDay || (*nDay >=DaysInMonth( *nMonth, *nYear )) )\n" " *nDay = 30;\n" " }\n" " else\n" " {\n" " int nLastDay = DaysInMonth( *nMonth, *nYear );\n" " *nDay = *bLastDay ? nLastDay : min( *nOrigDay, nLastDay );\n" " }\n" "}\n"; std::string ScaDate2Decl= "void ScaDate2( int nNullDate, int nDate, int nBase,int *bLastDayMode,int *" "bLastDay,int *b30Days,int *bUSMode);\n"; std::string ScaDate2= "void ScaDate2( int nNullDate, int nDate, int nBase,int *bLastDayMode,int *" "bLastDay,int *b30Days,int *bUSMode)\n" "{\n" " int nOrigDay=0, nMonth=0, nYear=0;\n" " DaysToDate( nNullDate + nDate, &nOrigDay, &nMonth, &nYear );\n" " *bLastDayMode = (nBase != 5);\n" " *bLastDay = (nOrigDay >= DaysInMonth( nMonth, nYear ));\n" " *b30Days = (nBase == 0) || (nBase == 4);\n" " *bUSMode = (nBase == 0);\n" "}\n"; std::string lcl_GetCouppcdDecl= "int lcl_GetCouppcd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n"; std::string lcl_GetCouppcd= "int lcl_GetCouppcd(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay," "sbLastDay,rDay,sDay))\n" " {\n" " rYear+=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " }\n" " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay))\n" " {\n" " double d = -1*(12/nFreq);\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n" " }\n" " int nLastDay = DaysInMonth( rMonth, rYear );\n" " int nRealDay = (rbLastDayMode && rbLastDay) ? nLastDay :" "min( nLastDay, rDay );\n" " return DateToDays( nRealDay, rMonth, rYear ) - nNullDate;\n" "}\n"; std::string lcl_GetCoupncdDecl= "int lcl_GetCoupncd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n"; std::string lcl_GetCoupncd= "int lcl_GetCoupncd(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " if(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,rbLastDay" ",sDay,rDay))\n" " {\n" " rYear-=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " }\n" " while(!checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay))\n" " {\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear);\n" " }\n" " int nLastDay = DaysInMonth( rMonth, rYear );\n" " int nRealDay = (rbLastDayMode && rbLastDay) ? nLastDay :" "min( nLastDay, rDay );\n" " return DateToDays( nRealDay, rMonth, rYear ) - nNullDate;\n" "}\n"; std::string addMonthsDecl= "void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay," "int *nMonth,int nMonthCount,int *year);\n"; std::string addMonths= "void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay," "int *nMonth,int nMonthCount,int *year)\n" "{\n" " int nNewMonth = nMonthCount + *nMonth;\n" " if( nNewMonth > 12 )\n" " {\n" " --nNewMonth;\n" " *year+=nNewMonth / 12 ;\n" " *nMonth = ( nNewMonth % 12 ) + 1;\n" " }\n" " else if( nNewMonth < 1 )\n" " {\n" " *year+= nNewMonth / 12 - 1 ;\n" " *nMonth = nNewMonth % 12 + 12 ;\n" " }\n" " else\n" " *nMonth = nNewMonth ;\n" " if( b30Days )\n" " {\n" " *nDay = min( nOrigDay, 30);\n" " if( bLastDay || (*nDay >= DaysInMonth( *nMonth, *year )) )\n" " *nDay = 30;\n" " }\n" " else\n" " {\n" " int nLastDay = DaysInMonth( *nMonth, *year );\n" " *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n" " }\n" "}\n"; std::string getDaysInMonthRangeDecl= "int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year);\n"; std::string getDaysInMonthRange= "int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year)\n" "{\n" " if( nFrom > nTo )\n" " return 0;\n" " int nRet = 0;\n" " if( b30Days )\n" " nRet = (nTo - nFrom + 1) * 30;\n" " else\n" " {\n" " for( int nMonthIx = nFrom; nMonthIx <= nTo; ++nMonthIx )\n" " nRet += b30Days ? 30 : DaysInMonth( nMonthIx, year );\n" " }\n" " return nRet;\n" "}\n"; std::string GetDaysInYearsDecl= "int GetDaysInYears( int nYear1, int nYear2 );\n"; std::string GetDaysInYears= "int GetDaysInYears( int nYear1, int nYear2 )\n" "{\n" " int nLeaps = 0;\n" " for( int n = nYear1 ; n <= nYear2 ; n++ )\n" " {\n" " if( IsLeapYear( n ) )\n" " nLeaps++;\n" " }\n" " int nSum = 1;\n" " nSum += nYear2;\n" " nSum -= nYear1;\n" " nSum *= 365;\n" " nSum += nLeaps;\n" " return nSum;\n" "}\n"; std::string GetDaysInYearDecl= "int GetDaysInYear( int nNullDate, int nDate, int nMode );\n"; std::string GetDaysInYear= "int GetDaysInYear( int nNullDate, int nDate, int nMode )\n" "{\n" " switch( nMode )\n" " {\n" " case 0:\n" " case 2:\n" " case 4:\n" " return 360;\n" " case 1:\n" " {\n" " int nD=0, nM=0, nY=0;\n" " nDate += nNullDate;\n" " DaysToDate( nDate, &nD, &nM, &nY );\n" " return IsLeapYear( nY )? 366 : 365;\n" " }\n" " case 3:\n" " return 365;\n" " }\n" "}\n"; std::string getDaysInYearRangeDecl = "int getDaysInYearRange( int nFrom, int nTo,int b30Days );\n"; std::string getDaysInYearRange= "int getDaysInYearRange( int nFrom, int nTo,int b30Days )\n" "{\n" " if( nFrom > nTo )\n" " return 0;\n" " return b30Days ? ((nTo - nFrom + 1) * 360) : GetDaysInYears( nFrom, nTo)" ";\n" "}\n"; std::string getDiffDecl= "int getDiff(int rFrom,int rTo,int fDay,int fMonth,int fYear,int fbLastDayMode," "int fbLastDay,int fb30Days,int fbUSMode,int fnDay,int tDay,int tMonth," "int tYear,int tbLastDayMode,int tbLastDay,int tb30Days," "int tbUSMode,int tnDay);\n"; std::string getDiff= "int getDiff(int rFrom,int rTo,int fDay,int fMonth,int fYear,int fbLastDayMode," "int fbLastDay,int fb30Days,int fbUSMode,int fnDay,int tDay,int tMonth," "int tYear,int tbLastDayMode,int tbLastDay,int tb30Days," "int tbUSMode,int tnDay)\n" "{\n" " if(rFrom>rTo)\n" " {\n" " int d=fDay;fDay=tDay;tDay=d;\n" " int m=fMonth;fMonth=tMonth;tMonth=m;\n" " int y=fYear;fYear=tYear;tYear=y;\n" " int a=fbLastDayMode;fbLastDayMode=tbLastDayMode;tbLastDayMode=a;\n" " int b=fbLastDay;fbLastDay=tbLastDay;tbLastDay=b;\n" " int c=fb30Days;fb30Days=tb30Days;tb30Days=c;\n" " int e=fbUSMode;fbUSMode=tbUSMode;tbUSMode=e;\n" " int f=fnDay;fnDay=tnDay;tnDay=f;\n" " }\n" " int nDiff=0;\n" " if( tb30Days )\n" " {\n" " if( tbUSMode )\n" " {\n" " if( ((fMonth == 2) || (fnDay < 30)) && (tDay == 31) )\n" " tnDay = 31;\n" " else if( (tMonth == 2) && tbLastDay )\n" " tnDay = DaysInMonth( 2, tYear );\n" " }\n" " else\n" " {\n" " if( (fMonth == 2) && (fnDay == 30) )\n" " fnDay = DaysInMonth( 2, fYear );\n" " if( (tMonth == 2) && (tnDay == 30) )\n" " tnDay = DaysInMonth( 2, tYear );\n" " }\n" " }\n" " if( (fYear < tYear) || ((fYear == tYear) && (fMonth < tMonth)) )\n" " {\n" " int d = fb30Days ? 30:DaysInMonth(fMonth,fYear);\n" " nDiff = d- fnDay + 1;\n" " fDay = fnDay = 1;\n" " fbLastDay = 0;\n" " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,1,&fYear);\n" " if( fYear < tYear )\n" " {\n" " nDiff += getDaysInMonthRange( fMonth, 12,fb30Days,fYear);\n" " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,13-fMonth,&fYear" ");\n" " nDiff += getDaysInYearRange( fYear, tYear - 1,fb30Days);\n" " fYear+=tYear - fYear;\n" " }\n" " nDiff += getDaysInMonthRange(fMonth, tMonth - 1,fb30Days ,fYear );\n" " addMonths(fb30Days,fbLastDay,&fnDay,fDay,&fMonth,tMonth-fMonth,&fYear" ");\n" " }\n" " nDiff += tnDay - fnDay;\n" " return nDiff > 0 ? nDiff : 0;\n" "}\n"; std::string lcl_GetcoupdaybsDecl= "int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase);\n"; std::string lcl_Getcoupdaybs= "int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0," "sMonth=0, sYear=0;\n" " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n" " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&" "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,&" "sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " rYear= sYear;\n" " nSettle=nSettle+nNullDate;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " if( aDate < nSettle )\n" " {\n" " rYear+= 1;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " while(aDate > nSettle )\n" " {\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,-1*(12/nFreq),&rYear" ");\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " return getDiff( aDate, nSettle, rDay, rMonth, rYear, rbLastDayMode, " "rbLastDay, rb30Days, rbUSMode, rnDay, sDay, sMonth, sYear, sbLastDayMode," "sbLastDay, sb30Days, sbUSMode, snDay);\n" "}\n"; std::string lcl_Getcoupdaybs_newDecl= "int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq," "int nBase);\n"; std::string lcl_Getcoupdaybs_new= "int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq," "int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear);\n" " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay," "sbLastDay,rDay,sDay))\n" " {\n" " rYear+=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear );\n" " }\n" " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay))\n" " {\n" " double d = -1*(12/nFreq);\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear );\n" " }\n" " return getDiff( aDate,nSettle+nNullDate,rDay,rMonth,rYear,rbLastDayMode," "rbLastDay,rb30Days,rbUSMode,rnDay,sDay,sMonth,sYear,sbLastDayMode,sbLastDay," "sb30Days,sbUSMode, snDay);\n" "}\n"; std::string lcl_GetcoupdaysDecl= "int lcl_Getcoupdays(int nNullDate,int nSettle, " "int nMat,int nFreq,int nBase);\n"; std::string lcl_Getcoupdays= "int lcl_Getcoupdays(int nNullDate,int nSettle, " "int nMat,int nFreq,int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0," "sMonth=0, sYear=0;\n" " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n" " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&" "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,&" "sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " rYear= sYear;\n" " nSettle=nSettle+nNullDate;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " if( aDate < nSettle )\n" " { \n" " rYear+= 1;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " while(aDate > nSettle )\n" " {\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,-1*(12/nFreq),&rYear" ");\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " int aNextDate=aDate;int aDay=rDay,aMonth=rMonth, aYear=rYear;\n" " int abLastDayMode=rbLastDayMode, abLastDay=rbLastDay,ab30Days=rb30Days," "abUSMode=rbUSMode,anDay=rnDay;\n" " addMonths(ab30Days,abLastDay,&anDay,aDay,&aMonth,12/nFreq,&aYear);\n" " return getDiff( aDate, aNextDate, rDay, rMonth, rYear, rbLastDayMode, " "rbLastDay, rb30Days, rbUSMode, rnDay, aDay, aMonth, aYear, abLastDayMode," "abLastDay, ab30Days, abUSMode, anDay);\n" "}\n"; std::string lcl_Getcoupdays_newDecl= "int lcl_Getcoupdays_new(int nNullDate,int nSettle, " "int nMat,int nFreq,int nBase);\n"; std::string lcl_Getcoupdays_new= "int lcl_Getcoupdays_new(int nNullDate,int nSettle, " "int nMat,int nFreq,int nBase)\n" "{\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear);\n" " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay," "sbLastDay,rDay,sDay))\n" " {\n" " rYear+=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear );\n" " }\n" " while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay))\n" " {\n" " double d = -1*12*pow((double)nFreq,-1.0);\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n" " aDate=DateToDays_new( rnDay,rMonth,rYear );\n" " }\n" " int aNextDate=aDate;int aDay=rDay,aMonth=rMonth, aYear=rYear;\n" " int abLastDayMode=rbLastDayMode, abLastDay=rbLastDay,ab30Days=rb30Days," "abUSMode=rbUSMode,anDay=rnDay;\n" " int tmp = (int)(12*pow((double)nFreq,-1.0));\n" " addMonths(ab30Days,abLastDay,&anDay,aDay,&aMonth,tmp,&aYear);\n" " return getDiff( aDate, aNextDate, rDay, rMonth, rYear, rbLastDayMode, " "rbLastDay, rb30Days, rbUSMode, rnDay, aDay, aMonth, aYear, abLastDayMode," "abLastDay, ab30Days, abUSMode, anDay);\n" "}\n"; std::string lcl_GetcoupnumDecl= "int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq);\n"; std::string lcl_Getcoupnum= "int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq)\n" "{\n" " int aDate = nMat;int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=" "0;\n" " int sDay=0,sMonth=0, sYear=0;\n" " DaysToDate(aDate+nNullDate,&rDay, &rMonth, &rYear );\n" " DaysToDate(nMat+nNullDate,&mDay, &mMonth, &mYear );\n" " DaysToDate(nSettle+nNullDate,&sDay, &sMonth, &sYear );\n" " rYear= sYear;\n" " nSettle=nSettle+nNullDate;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " if( aDate < nSettle )\n" " rYear+= 1;\n" " int d=DateToDays( rDay,rMonth,rYear );\n" " int nMonthCount=-1*(12 / nFreq);\n" " while(d > nSettle )\n" " {\n" " int nNewMonth = nMonthCount + rMonth;\n" " if( nNewMonth > 12 )\n" " {\n" " --nNewMonth;\n" " rYear+=nNewMonth / 12;\n" " rMonth = nNewMonth % 12 + 1;\n" " }\n" " else if( nNewMonth < 1 )\n" " {\n" " rYear+= nNewMonth / 12 - 1;\n" " rMonth = nNewMonth % 12 + 12;\n" " }\n" " else\n" " rMonth = nNewMonth;\n" " d=DateToDays( rDay,rMonth,rYear );\n" " }\n" " int n=(mYear-rYear)*12+mMonth-rMonth;\n" " n=n*nFreq/12;\n" " return n;\n" "}\n"; std::string lcl_Getcoupnum_newDecl= "double lcl_Getcoupnum_new(int nNullDate,int nSettle,int nMat,int nFreq,int" " nBase);\n"; std::string lcl_Getcoupnum_new= "double lcl_Getcoupnum_new(int nNullDate,int nSettle, int nMat,int nFreq,int" " nBase)\n" "{\n" " int aDate = nMat;\n" " int mDay=0,mMonth=0, mYear=0;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " mMonth = rMonth, mYear = rYear;\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " if(checklessthan(rYear,sYear,rMonth,sMonth,rnDay,snDay,rbLastDay," "sbLastDay,rDay,sDay))\n" " {\n" " rYear+=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " }\n" " int m= checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay);\n" " while(m)\n" " {\n" " double d = -1*(12/nFreq);\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n" " m = checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay);\n" " }\n" " int n=(mYear-rYear)*12+mMonth-rMonth;\n" " double tmp = (double)(n*nFreq)/12.0;\n" " return tmp;\n" "}\n"; std::string setDayDecl= "void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days," "int *nDay);\n"; std::string setDay= "void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days," "int *nDay)\n" "{\n" " if( b30Days )\n" " {\n" " *nDay = min( nOrigDay, 30);\n" " if( bLastDay || (*nDay >= DaysInMonth( nMonth, nYear )) )\n" " *nDay = 30;\n" " }\n" " else\n" " {\n" " int nLastDay = DaysInMonth( nMonth, nYear );\n" " *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n" " }\n" "}\n"; std::string coupdaysDecl= "double coupdays(int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdays= "double coupdays(int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=GetNullDate();\n" " if( nBase == 1 )\n" " return lcl_Getcoupdays(nNullDate, nSettle, nMat,nFreq, nBase);\n" " else\n" " return (double)GetDaysInYear(0,0,nBase)/nFreq;\n" "}\n"; std::string coupdays_newDecl= "double coupdays_new(int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdays_new= "double coupdays_new(int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=693594;\n" " if( nBase == 1 )\n" " return lcl_Getcoupdays_new(nNullDate, nSettle, nMat,nFreq, nBase);\n" " else\n" " return (double)GetDaysInYear(0,0,nBase)*pow((double)nFreq,-1.0);\n" "}\n"; std::string coupdaybsDecl= "double coupdaybs( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdaybs= "double coupdaybs( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=GetNullDate();\n" " return lcl_Getcoupdaybs(nNullDate, nSettle, nMat,nFreq, nBase);\n" "}\n"; std::string coupdaybs_newDecl= "double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdaybs_new= "double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=693594;\n" " return lcl_Getcoupdaybs_new(nNullDate, nSettle, nMat,nFreq, nBase);\n" "}\n"; std::string coupdaysncDecl= "double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdaysnc= "double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=GetNullDate();\n" " if((nBase != 0) && (nBase != 4))\n" " {\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0," "sMonth=0, sYear=0;\n" " int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n" " int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&" "rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " rYear= sYear;\n" " nSettle=nSettle+nNullDate;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " if( aDate > nSettle )\n" " {\n" " rYear-= 1;\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " while(aDate <= nSettle )\n" " {\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear)" ";\n" " aDate=DateToDays( rDay,rMonth,rYear );\n" " }\n" " return getDiff( nSettle, aDate, sDay, sMonth, sYear, sbLastDayMode, " "sbLastDay, sb30Days, sbUSMode, snDay, rDay, rMonth, rYear, rbLastDayMode, " "rbLastDay, rb30Days, rbUSMode, rnDay);\n" " }\n" " else\n" " return coupdays(nSettle,nMat,nFreq,nBase)- coupdaybs( nSettle,nMat," "nFreq,nBase);\n" "}\n"; std::string coupdaysnc_newDecl= "double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupdaysnc_new= "double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=693594;\n" " if((nBase != 0) && (nBase != 4))\n" " {\n" " int aDate = nMat;\n" " int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0," "rbUSMode=0,rnDay=0;\n" " int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0," "sbUSMode=0,snDay=0;\n" " ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode," "&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n" " ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode," "&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n" " rYear=sYear;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays( rnDay,rMonth,rYear);\n" " if(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,rbLastDay" ",sDay,rDay))\n" " {\n" " rYear-=1;\n" " setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n" " aDate=DateToDays( rnDay,rMonth,rYear );\n" " }\n" " while(!checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay," "rbLastDay,sDay,rDay))\n" " {\n" " addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear);\n" " aDate=DateToDays( rnDay,rMonth,rYear );\n" " }\n" " return getDiff( nSettle+nNullDate,aDate,sDay,sMonth,sYear,sbLastDayMode, " "sbLastDay, sb30Days, sbUSMode, snDay, rDay, rMonth, rYear, rbLastDayMode, " "rbLastDay, rb30Days, rbUSMode, rnDay);\n" " }\n" " else\n" " return coupdays_new(nSettle,nMat,nFreq,nBase)- coupdaybs_new( nSettle," "nMat,nFreq,nBase);\n" "}\n"; std::string checklessthanDecl= "int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int " "bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay);\n"; std::string checklessthan= "int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int " "bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay)\n" "{\n" " if( aYear != bYear )\n" " return aYear < bYear;\n" " if( aMonth != bMonth )\n" " return aMonth < bMonth;\n" " if( anDay != bnDay )\n" " return anDay < bnDay;\n" " if( abLastDay || bbLastDay )\n" " return !abLastDay && bbLastDay;\n" " return anOrigDay < bnOrigDay;\n" "}\n"; std::string coupnumDecl= "double coupnum( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupnum= "double coupnum( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=GetNullDate();\n" " return lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n" "}\n"; std::string coupnum_newDecl= "double coupnum_new( int nSettle,int nMat,int nFreq,int nBase);\n"; std::string coupnum_new= "double coupnum_new( int nSettle,int nMat,int nFreq,int nBase)\n" "{\n" " int nNullDate=693594;\n" " return lcl_Getcoupnum_new(nNullDate,nSettle,nMat,nFreq,nBase);\n" "}\n"; std::string getPrice_Decl= "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n" "double fRedemp, int nFreq, int nBase );\n"; std::string getPrice_= "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n" "double fRedemp, int nFreq, int nBase )\n" "{\n" " double fFreq = nFreq;\n" " double fE = coupdays( nSettle, nMat, nFreq, nBase );\n" " double fDSC_E = coupdaysnc( nSettle, nMat, nFreq, nBase ) / fE;\n" " double fN = coupnum( nSettle, nMat, nFreq, nBase );\n" " double fA = coupdaybs( nSettle, nMat, nFreq, nBase );\n" " double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + " "fDSC_E ) );\n" " fRet -= 100.0 * fRate / fFreq * fA / fE;\n" " double fT1 = 100.0 * fRate / fFreq;\n" " double fT2 = 1.0 + fYield / fFreq;\n" " for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n" " fRet += fT1 / pow( fT2, fK + fDSC_E );\n" " return fRet;\n" "}\n"; std::string getPrice_new_Decl= "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n" "double fRedemp, int nFreq, int nBase );\n"; std::string getPrice_new= "double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n" "double fRedemp, int nFreq, int nBase )\n" "{\n" " double fFreq = nFreq;\n" " double fE = coupdays_new( nSettle, nMat, nFreq, nBase );\n" " double fDSC_E = coupdaysnc_new( nSettle, nMat, nFreq, nBase ) / fE;\n" " double fN = coupnum_new( nSettle, nMat, nFreq, nBase );\n" " double fA = coupdaybs_new( nSettle, nMat, nFreq, nBase );\n" " double fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + " "fDSC_E ) );\n" " fRet -= 100.0 * fRate / fFreq * fA / fE;\n" " double fT1 = 100.0 * fRate / fFreq;\n" " double fT2 = 1.0 + fYield / fFreq;\n" " for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n" " fRet += fT1 / pow( fT2, fK + fDSC_E );\n" " return fRet;\n" "}\n"; std::string getYield_Decl= "double getYield_( int nNullDate, int nSettle, int nMat, double fCoup," "double fPrice,double fRedemp, int nFreq, int nBase);\n"; std::string getYield_= "double getYield_( int nNullDate, int nSettle, int nMat, double fCoup," "double fPrice,double fRedemp, int nFreq, int nBase )\n" "{\n" " double fRate = fCoup;\n" " double fPriceN = 0.0;\n" " double fYield1 = 0.0;\n" " double fYield2 = 1.0;\n" " double fPrice1 = getPrice_(nSettle, nMat, fRate, fYield1, fRedemp, " "nFreq, nBase );\n" " double fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, " "nFreq, nBase );\n" " double fYieldN = ( fYield2 - fYield1 ) * 0.5;\n" " for( unsigned int nIter = 0 ; nIter < 100 && fPriceN != fPrice ; nIter++ " ")\n" " {\n" " fPriceN = getPrice_(nSettle, nMat, fRate, fYieldN, fRedemp, nFreq, " "nBase );\n" " if( fPrice == fPrice1 )\n" " return fYield1;\n" " else if( fPrice == fPrice2 )\n" " return fYield2;\n" " else if( fPrice == fPriceN )\n" " return fYieldN;\n" " else if( fPrice < fPrice2 )\n" " {\n" " fYield2 *= 2.0;\n" " fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, nFreq" ", nBase );\n" " fYieldN = ( fYield2 - fYield1 ) * 0.5;\n" " }\n" " else\n" " {\n" " if( fPrice < fPriceN )\n" " {\n" " fYield1 = fYieldN;\n" " fPrice1 = fPriceN;\n" " }\n" " else\n" " {\n" " fYield2 = fYieldN;\n" " fPrice2 = fPriceN;\n" " }\n" " fYieldN = fYield2 - ( fYield2 - fYield1 ) * ( ( fPrice - fPrice2 " ") / ( fPrice1 - fPrice2 ) );\n" " }\n" " }\n" " return fYieldN;\n" "}\n"; std::string GetYearFracDecl= "double GetYearFrac( int nNullDate, int nStartDate, int nEndDate," "int nMode );\n"; std::string GetYearFrac= "double GetYearFrac( int nNullDate, int nStartDate, int nEndDate," "int nMode ) \n" "{\n" " if( nStartDate == nEndDate )\n" " return 0.0; \n" " if( nStartDate > nEndDate )\n" " {\n" " int n = nEndDate;\n" " nEndDate = nStartDate;\n" " nStartDate = n;\n" " }\n" " int nDate1 = nStartDate + nNullDate;\n" " int nDate2 = nEndDate + nNullDate;\n" " int nDay1, nDay2;\n" " int nMonth1, nMonth2;\n" " int nYear1, nYear2;\n" " DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n" " DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n" " int nDayDiff;\n" " switch( nMode )\n" " {\n" " case 0: \n" " if ( nDay1 == 31 )\n" " {\n" " nDay1--;\n" " }\n" " if ( nDay1 == 30 && nDay2 == 31 )\n" " {\n" " nDay2--;\n" " }\n" " else\n" " {\n" " if ( nMonth1 == 2 && nDay1 == " "( IsLeapYear( nYear1 ) ? 29 : 28 ) )\n" " {\n" " nDay1 = 30;\n" " if ( nMonth2 == 2 && nDay2 == " "( IsLeapYear( nYear2 ) ? 29 : 28 ) )\n" " {\n" " nDay2 = 30;\n" " }\n" " }\n" " }\n" " nDayDiff = ( nYear2 - nYear1 ) * 360 + " "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n" " break;\n" " case 1: \n" " case 2: \n" " case 3: \n" " nDayDiff = nDate2 - nDate1;\n" " break;\n" " case 4: \n" " if ( nDay1 == 31 )\n" " {\n" " nDay1--;\n" " }\n" " if ( nDay2 == 31 )\n" " {\n" " nDay2--;\n" " }\n" " nDayDiff = ( nYear2 - nYear1 ) * 360 + " "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n" " break;\n" " }\n" " double nDaysInYear;\n" " switch( nMode )\n" " {\n" " case 0: \n" " case 2: \n" " case 4: \n" " nDaysInYear = 360;\n" " break;\n" " case 1: \n" " {\n" " bool isYearDifferent = ( nYear1 != nYear2 );\n" " if ( isYearDifferent &&\n" " ( ( nYear2 != nYear1 + 1 ) ||\n" " ( nMonth1 < nMonth2 ) ||\n" " ( nMonth1 == nMonth2 && nDay1 < nDay2 ) ) )\n" " {\n" " int nDayCount = 0;\n" " for ( int i = nYear1; i <= nYear2; i++ )\n" " nDayCount += ( IsLeapYear( i ) ? 366 : 365 );\n" " nDaysInYear = ( double ) nDayCount / " "( double ) ( nYear2 - nYear1 + 1 );\n" " }\n" " else\n" " {\n" " if ( isYearDifferent && IsLeapYear( nYear1 ) )\n" " {\n" " nDaysInYear = 366;\n" " }\n" " else\n" " {\n" " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 " "&& nDay1 <= 29 ) ||\n" " ( IsLeapYear( nYear2 ) && ( nMonth2 > 3 || " "( nMonth2 == 2 && nDay1 == 29 ) ) ) )\n" " {\n" " nDaysInYear = 366;\n" " }\n" " else\n" " {\n" " nDaysInYear = 365;\n" " for ( int i = nYear1; i <= nYear2; i++ )\n" " {\n" " if ( IsLeapYear( i ) )\n" " {\n" " nDaysInYear = 366;\n" " break;\n" " }\n" " }\n" " }\n" " }\n" " }\n" " }\n" " break;\n" " case 3: \n" " nDaysInYear = 365;\n" " break;\n" " }\n" " return (double)( nDayDiff ) / (nDaysInYear);\n" "}\n"; std::string GetYieldmatDecl= "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n" "double fRate, double fPrice, int nBase );\n"; std::string GetYieldmat= "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n" "double fRate, double fPrice, int nBase )\n" "{\n" " double fIssMat = GetYearFrac_new( nNullDate, nIssue, nMat, nBase );\n" " double fIssSet = GetYearFrac_new( nNullDate, nIssue, nSettle, nBase );\n" " double fSetMat = GetYearFrac_new( nNullDate, nSettle, nMat, nBase );\n" " double y = 1.0 + fIssMat * fRate;\n" " y =y * pow( (fPrice / 100.0 + fIssSet * fRate),-1);\n" " y-=1.0;\n" " y = y * pow(fSetMat,-1);\n" " return y;\n" "}\n"; std::string GetDiffDateDecl= "int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode," " int* pOptDaysIn1stYear );\n"; std::string GetDiffDate= "int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode," " int* pOptDaysIn1stYear )\n" "{\n" " bool bNeg = nStartDate > nEndDate;\n" " if( bNeg )\n" " {\n" " int n = nEndDate;\n" " nEndDate = nStartDate;\n" " nStartDate = n;\n" " }\n" " int nRet;\n" " switch( nMode )\n" " {\n" " case 0: \n" " case 4: \n" " {\n" " int nD1, nM1, nY1, nD2, nM2, nY2;\n" " nStartDate += nNullDate;\n" " nEndDate += nNullDate;\n" " DaysToDate( nStartDate, &nD1, &nM1, &nY1 );\n" " DaysToDate( nEndDate, &nD2, &nM2, &nY2 );\n" " bool bLeap = IsLeapYear( nY1 );\n" " int nDays, nMonths;\n" " nMonths = nM2 - nM1;\n" " nDays = nD2 - nD1;\n" " nMonths += ( nY2 - nY1 ) * 12;\n" " nRet = nMonths * 30 + nDays;\n" " if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )\n" " nRet -= bLeap? 1 : 2;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 360;\n" " }\n" " break;\n" " case 1: \n" " if( pOptDaysIn1stYear )\n" " {\n" " int nD, nM, nY;\n" " DaysToDate( nStartDate + nNullDate, &nD, &nM, &nY );\n" " *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n" " }\n" " nRet = nEndDate - nStartDate;\n" " break;\n" " case 2: \n" " nRet = nEndDate - nStartDate;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 360;\n" " break;\n" " case 3: \n" " nRet = nEndDate - nStartDate;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 365;\n" " break;\n" " }\n" " return bNeg? -nRet : nRet;\n" "}\n"; std::string GetYearDiffDecl= "double GetYearDiff( int nNullDate, int nStartDate, int nEndDate," "int nMode);\n"; std::string GetYearDiff= "double GetYearDiff( int nNullDate, int nStartDate, int nEndDate," "int nMode )\n" "{\n" " int nDays1stYear;\n" " int nTotalDays = GetDiffDate( nNullDate, nStartDate, nEndDate," "nMode, &" "nDays1stYear );\n" " return (double)(nTotalDays)*pow((double)nDays1stYear,-1);\n" "}\n"; std::string GetDiffDate360_Decl= "int GetDiffDate360_(\n" " int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n" " int nDay2, int nMonth2, int nYear2,\n" " bool bUSAMethod );\n"; std::string GetDiffDate360_= "int GetDiffDate360_(\n" " int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n" " int nDay2, int nMonth2, int nYear2,\n" " bool bUSAMethod )\n" "{\n" " if( nDay1 == 31 )\n" " nDay1--;\n" " else if( bUSAMethod && ( nMonth1 == 2 && ( nDay1 == 29 || ( nDay1 == 28 " "&& !bLeapYear1 ) ) ) )\n" " nDay1 = 30;\n" " if( nDay2 == 31 )\n" " {\n" " if( bUSAMethod && nDay1 != 30 )\n" " {\n" " nDay2 = 1;\n" " if( nMonth2 == 12 )\n" " {\n" " nYear2++;\n" " nMonth2 = 1;\n" " }\n" " else\n" " nMonth2++;\n" " }\n" " else\n" " nDay2 = 30;\n" " }\n" " return nDay2 + nMonth2 * 30 + nYear2 * 360 - nDay1 - nMonth1 * 30 - " "nYear1 * 360;\n" "}\n"; std::string GetDiffDate360Decl= "int GetDiffDate360( int nNullDate, int nDate1, int nDate2," "bool bUSAMethod);\n"; std::string GetDiffDate360= "int GetDiffDate360( int nNullDate, int nDate1, int nDate2," "bool bUSAMethod )\n" "{\n" " nDate1 += nNullDate;\n" " nDate2 += nNullDate;\n" " int nDay1, nMonth1, nYear1, nDay2, nMonth2, nYear2;\n" " DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n" " DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n" " return GetDiffDate360_( nDay1, nMonth1, nYear1, IsLeapYear( nYear1 ), " "nDay2, nMonth2, nYear2, bUSAMethod );\n" "}\n"; std::string GetDurationDecl= "double GetDuration( \n" " int nNullDate, int nSettle, int nMat, double fCoup,\n" " double fYield, int nFreq, int nBase );\n"; std::string GetDuration= "double GetDuration( \n" " int nNullDate, int nSettle, int nMat, double fCoup,\n" " double fYield, int nFreq, int nBase )\n" "{\n" " double fYearfrac = GetYearFrac( nNullDate, nSettle, nMat, nBase );\n" " double fNumOfCoups = lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n" " double fDur = 0.0;\n" " double f100 = 100.0;\n" " fCoup *= f100 / nFreq;\n" " fYield /= nFreq;\n" " fYield += 1.0;\n" " double nDiff = fYearfrac * nFreq - fNumOfCoups;\n" " int t;\n" " for( t = 1 ; t < fNumOfCoups ; t++ )\n" " fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff );\n" " fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) /" " pow( fYield, fNumOfCoups + nDiff );\n" " double p = 0.0;\n" " for( t = 1 ; t < fNumOfCoups ; t++ )\n" " p += fCoup / pow( fYield, t + nDiff );\n" " p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff );\n" " fDur /= p;\n" " fDur /= nFreq;\n" " return fDur;\n""}\n"; std::string GetDuration_newDecl= "double GetDuration_new( \n" " int nNullDate, int nSettle, int nMat, double fCoup,\n" " double fYield, int nFreq, int nBase );\n"; std::string GetDuration_new= "double GetDuration_new( \n" " int nNullDate, int nSettle, int nMat, double fCoup,\n" " double fYield, int nFreq, int nBase )\n" " {\n" " double fYearfrac = GetYearFrac(nNullDate,nSettle,nMat,nBase);\n" " double fNumOfCoups = lcl_Getcoupnum_new(nNullDate,nSettle,nMat," "nFreq,nBase);\n" " double fDur = 0.0;\n" " fCoup = fCoup * 100.0 * pow(nFreq, -1.0);\n" " fYield = fYield * pow(nFreq, -1.0);\n" " fYield += 1.0;\n" " double nDiff = fYearfrac * nFreq - fNumOfCoups;\n" " int t;\n" " double tmp0 = 0, tmp1 = 0, tmp2 = 0;\n" " for( t = 1 ; t < fNumOfCoups ; t++ ){\n" " tmp0 = (t + nDiff) * ( fCoup ) ;\n" " tmp1 = pow( fYield, t + nDiff ) ;\n" " tmp2 = tmp0 * pow(tmp1, -1);\n" " fDur += tmp2;\n" " }\n" " fDur += (fNumOfCoups + nDiff) * (fCoup + 100.0) * pow(pow(fYield," " fNumOfCoups + nDiff ),-1);\n" " double p = 0.0;\n" " for( t = 1 ; t < fNumOfCoups ; t++ ){\n" " tmp0 = pow( fYield, t + nDiff );\n" " p += fCoup * pow(tmp0, -1);}\n" " p += (fCoup + 100.0) * pow(pow(fYield, fNumOfCoups + nDiff), -1);\n" " fDur = fDur * pow(p, -1.0);\n" " fDur = fDur * pow(nFreq, -1.0);\n" " return fDur;\n" " }\n"; std::string ScGetDDBDecl= "double ScGetDDB(double fCost, double fSalvage, double fLife, double fPeriod," "double fFactor);\n"; std::string ScGetDDB= "double ScGetDDB(double fCost, double fSalvage, double fLife, double fPeriod," "double fFactor)\n" "{\n" " double fDdb, fRate, fOldValue, fNewValue;\n" " fRate = fFactor / fLife;\n" " if (fRate >= 1.0)\n" " {\n" " fRate = 1.0;\n" " if (fPeriod == 1.0)\n" " fOldValue = fCost;\n" " else\n" " fOldValue = 0.0;\n" " }\n" " else\n" " fOldValue = fCost * pow(1.0 - fRate, fPeriod - 1.0);\n" " fNewValue = fCost * pow(1.0 - fRate, fPeriod);\n" " if (fNewValue < fSalvage)\n" " fDdb = fOldValue - fSalvage;\n" " else\n" " fDdb = fOldValue - fNewValue;\n" " if (fDdb < 0.0)\n" " fDdb = 0.0;\n" " return fDdb;\n" "}\n"; std::string DblMinDecl= "inline double DblMin( double a, double b );\n"; std::string DblMin= "inline double DblMin( double a, double b )\n" "{\n" " return (a < b) ? a : b;\n" "}\n"; std::string ScInterVDBDecl= "double ScInterVDB(double fCost, double fSalvage, double fLife, double fLife1," "double fPeriod, double fFactor);\n"; std::string ScInterVDB= "double ScInterVDB(double fCost, double fSalvage, double fLife, double fLife1," "double fPeriod, double fFactor)\n" "{\n" " double fVdb=0;\n" " double fIntEnd = ceil(fPeriod);\n" " int nLoopEnd = fIntEnd;\n" " double fTerm, fSln;\n" " double fSalvageValue = fCost - fSalvage;\n" " int nNowSln = 0;\n" " double fDdb;\n" " int i;\n" " fSln=0;\n" " for ( i = 1; i <= nLoopEnd; i++)\n" " {\n" " if(!nNowSln)\n" " {\n" " fDdb = ScGetDDB(fCost, fSalvage, fLife, (double) i, fFactor);\n" " fSln = fSalvageValue/ (fLife1 - (double) (i-1));\n" " if (fSln > fDdb)\n" " {\n" " fTerm = fSln;\n" " nNowSln = 1;\n" " }\n" " else\n" " {\n" " fTerm = fDdb;\n" " fSalvageValue =fSalvageValue- fDdb;\n" " }\n" " }\n" " else\n" " {\n" " fTerm = fSln;\n" " }\n" " if ( i == nLoopEnd)\n" " fTerm *= ( fPeriod + 1.0 - fIntEnd );\n" " fVdb += fTerm;\n" " }\n" " return fVdb;\n" "}\n"; std::string VDBImplementDecl= "double VDBImplement(double fCost, double fSalvage, double fLife, double fStart" ", double fEnd, double fFactor, bool bNoSwitch);\n"; std::string VDBImplement= "double VDBImplement(double fCost, double fSalvage, double fLife, double fStart" ", double fEnd, double fFactor, bool bNoSwitch)\n" "{\n" " double result=0;\n" " double fIntStart = floor(fStart);\n" " double fIntEnd = ceil(fEnd);\n" " int nLoopStart = (int) fIntStart;\n" " int nLoopEnd = (int) fIntEnd;\n" " if (bNoSwitch)\n" " {\n" " for (int i = nLoopStart + 1; i <= nLoopEnd; i++)\n" " {\n" " double fTerm = ScGetDDB(fCost, fSalvage, fLife, (double) i, fFactor" ");\n" " if ( i == nLoopStart+1 )\n" " fTerm *= ( DblMin( fEnd, fIntStart + 1.0 ) - fStart );\n" " else if ( i == nLoopEnd )\n" " fTerm *= ( fEnd + 1.0 - fIntEnd );\n" " result += fTerm;\n" " }\n" " }\n" " else\n" " {\n" " double fLife1=fLife;\n" " if(!isequal(fStart,floor(fStart)))\n" " {\n" " if(fFactor>1)\n" " {\n" " if(fStart>fLife/2 || isequal(fStart,fLife/2))\n" " {\n" " double fPart=fStart-fLife/2;\n" " fStart=fLife/2;\n" " fEnd-=fPart;\n" " fLife1+=1;\n" " }\n" " }\n" " }\n" " fCost-=ScInterVDB(fCost, fSalvage, fLife, fLife1, fStart, fFactor);\n" " result=ScInterVDB(fCost, fSalvage, fLife, fLife-fStart, fEnd-fStart," "fFactor);\n" " }\n" " return result;\n" "}\n"; std::string GetOddlpriceDecl= "double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n" " double fRate, double fYield, double fRedemp, int nFreq, int nBase );\n"; std::string GetOddlprice= "double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n" " double fRate, double fYield, double fRedemp, int nFreq, int nBase )\n" "{\n" " double fFreq = nFreq ;\n" " double fDCi = GetYearFrac( nNullDate, nLastCoup," "nMat, nBase ) * fFreq;\n" " double fDSCi = GetYearFrac( nNullDate, nSettle," "nMat, nBase ) * fFreq;\n" " double fAi = GetYearFrac( nNullDate, nLastCoup," "nSettle, nBase ) * fFreq;\n" " double p = fRedemp + fDCi * 100.0 * fRate / fFreq;\n" " p /= fDSCi * fYield / fFreq + 1.0;\n" " p -= fAi * 100.0 * fRate / fFreq;\n" " return p;\n" "}\n"; std::string GetOddlyieldDecl= "double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n" " double fRate, double fPrice, double fRedemp, int nFreq, int nBase );\n"; std::string GetOddlyield= "double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n" " double fRate, double fPrice, double fRedemp, int nFreq, int nBase ) \n" "{\n" " double fFreq = nFreq ;\n" " double fDCi= GetYearFrac( nNullDate, nLastCoup, nMat, nBase ) * fFreq;\n" " double fDSCi= GetYearFrac( nNullDate, nSettle, nMat, nBase ) * fFreq;\n" " double fAi= GetYearFrac( nNullDate, nLastCoup, nSettle, nBase )*fFreq;\n" " double y = fRedemp + fDCi * 100.0 * fRate / fFreq;\n" " y /= fPrice + fAi * 100.0 * fRate / fFreq;\n" " y -= 1.0;\n" " y *= fFreq / fDSCi;\n" " return y;\n" "}\n"; std::string GetYearFrac_newDecl= "double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate," "int nMode );\n"; std::string GetYearFrac_new= "double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate," "int nMode ) \n" "{\n" " if( nStartDate == nEndDate )\n" " return 0.0; \n" " if( nStartDate > nEndDate )\n" " {\n" " int n = nEndDate;\n" " nEndDate = nStartDate;\n" " nStartDate = n;\n" " }\n" " int nDate1 = nStartDate + nNullDate;\n" " int nDate2 = nEndDate + nNullDate;\n" " int nDay1, nDay2;\n" " int nMonth1, nMonth2;\n" " int nYear1, nYear2;\n" " DaysToDate_new( nDate1, &nDay1, &nMonth1, &nYear1 );\n" " DaysToDate_new( nDate2, &nDay2, &nMonth2, &nYear2 );\n" " int nDayDiff;\n" " switch( nMode )\n" " {\n" " case 0: \n" " if ( nDay1 == 31 )\n" " {\n" " nDay1--;\n" " }\n" " if ( nDay1 == 30 && nDay2 == 31 )\n" " {\n" " nDay2--;\n" " }\n" " else\n" " {\n" " if ( nMonth1 == 2 && nDay1 == " "( IsLeapYear( nYear1 ) ? 29 : 28 ) )\n" " {\n" " nDay1 = 30;\n" " if ( nMonth2 == 2 && nDay2 == " "( IsLeapYear( nYear2 ) ? 29 : 28 ) )\n" " {\n" " nDay2 = 30;\n" " }\n" " }\n" " }\n" " nDayDiff = ( nYear2 - nYear1 ) * 360 + " "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n" " break;\n" " case 1: \n" " case 2: \n" " case 3: \n" " nDayDiff = nDate2 - nDate1;\n" " break;\n" " case 4: \n" " if ( nDay1 == 31 )\n" " {\n" " nDay1--;\n" " }\n" " if ( nDay2 == 31 )\n" " {\n" " nDay2--;\n" " }\n" " nDayDiff = ( nYear2 - nYear1 ) * 360 + " "( nMonth2 - nMonth1 ) * 30 + ( nDay2 - nDay1 );\n" " break;\n" " }\n" " double nDaysInYear;\n" " switch( nMode )\n" " {\n" " case 0: \n" " case 2: \n" " case 4: \n" " nDaysInYear = 360;\n" " break;\n" " case 1: \n" " {\n" " bool isYearDifferent = ( nYear1 != nYear2 );\n" " if ( isYearDifferent &&\n" " ( ( nYear2 != nYear1 + 1 ) ||\n" " ( nMonth1 < nMonth2 ) ||\n" " ( nMonth1 == nMonth2 && nDay1 < nDay2 ) ) )\n" " {\n" " int nDayCount = 0;\n" " for ( int i = nYear1; i <= nYear2; i++ )\n" " nDayCount += ( IsLeapYear( i ) ? 366 : 365 );\n" " nDaysInYear = ( double ) nDayCount / " "( double ) ( nYear2 - nYear1 + 1 );\n" " }\n" " else\n" " {\n" " if ( isYearDifferent && IsLeapYear( nYear1 ) )\n" " {\n" " nDaysInYear = 366;\n" " }\n" " else\n" " {\n" " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 " "&& nDay1 <= 29 ) ||\n" " ( IsLeapYear( nYear2 ) && ( nMonth2 > 3 || " "( nMonth2 == 2 && nDay1 == 29 ) ) ) )\n" " {\n" " nDaysInYear = 366;\n" " }\n" " else\n" " {\n" " nDaysInYear = 365;\n" " for ( int i = nYear1; i <= nYear2; i++ )\n" " {\n" " if ( IsLeapYear( i ) )\n" " {\n" " nDaysInYear = 366;\n" " break;\n" " }\n" " }\n" " }\n" " }\n" " }\n" " }\n" " break;\n" " case 3: \n" " nDaysInYear = 365;\n" " break;\n" " }\n" " return (double)( nDayDiff ) / (nDaysInYear);\n" "}\n"; std::string DaysToDate_newDecl = "void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear );\n"; std::string DaysToDate_new = "void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear )\n" "{\n" " int nTempDays;\n" " int i = 0;\n" " bool bCalc;\n" " do\n" " {\n" " nTempDays = nDays;\n" " *rYear = (int)((nTempDays / 365) - i);\n" " nTempDays -= ((int) *rYear -1) * 365;\n" " nTempDays -= ((*rYear -1) / 4) - ((*rYear -1) / 100) + ((*rYear -1)" " / 400);\n" " bCalc = false;\n" " if ( nTempDays < 1 )\n" " {\n" " i++;\n" " bCalc = true;\n" " }\n" " else\n" " {\n" " if ( nTempDays > 365 )\n" " {\n" " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n" " {\n" " i--;\n" " bCalc = true;\n" " }\n" " }\n" " }\n" " }\n" " while ( bCalc );\n" " if(nTempDays != 0){\n" " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );" " *rMonth += 1)\n" " {\n" " nTempDays -= DaysInMonth( *rMonth, *rYear ); \n" " }\n" " *rDay = (int)nTempDays;\n" " }\n" "}\n"; std::string DaysToDate_LocalBarrierDecl = "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n"; std::string DaysToDate_LocalBarrier = "void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear )\n" "{\n" " int nTempDays;\n" " int i = 0;\n" " bool bCalc;\n" " do\n" " {\n" " nTempDays = nDays;\n" " *rYear = (int)((nTempDays / 365) - i);\n" " nTempDays -= ((int) *rYear -1) * 365;\n" " nTempDays -= ((*rYear -1) / 4) - ((*rYear -1) / 100) + ((*rYear -1)" " / 400);\n" " bCalc = false;\n" " if ( nTempDays < 1 )\n" " {\n" " i++;\n" " bCalc = true;\n" " }\n" " else\n" " {\n" " if ( nTempDays > 365 )\n" " {\n" " if ( (nTempDays != 366) || !IsLeapYear( *rYear ) )\n" " {\n" " i--;\n" " bCalc = true;\n" " }\n" " }\n" " }\n" " }\n" " while ( bCalc );\n" " barrier(CLK_LOCAL_MEM_FENCE);\n" " if(nTempDays != 0){\n" " for (*rMonth = 1; (int)nTempDays > DaysInMonth( *rMonth, *rYear );" " *rMonth += 1)\n" " {\n" " nTempDays -= DaysInMonth( *rMonth, *rYear ); \n" " }\n" " *rDay = (int)nTempDays;\n" " }\n" "}\n"; std::string GetYearDiff_newDecl= "double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate," "int nMode);\n"; std::string GetYearDiff_new= "double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate," "int nMode )\n" "{\n" " int nDays1stYear;\n" " int nTotalDays = GetDiffDate_new( nNullDate, nStartDate, nEndDate," "nMode, &" "nDays1stYear );\n" " return (double)(nTotalDays)* pow((double)nDays1stYear,-1);\n" "}\n"; std::string GetDiffDate_newDecl= "int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode," " int* pOptDaysIn1stYear );\n"; std::string GetDiffDate_new= "int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode," " int* pOptDaysIn1stYear )\n" "{\n" " bool bNeg = nStartDate > nEndDate;\n" " if( bNeg )\n" " {\n" " int n = nEndDate;\n" " nEndDate = nStartDate;\n" " nStartDate = n;\n" " }\n" " int nRet;\n" " switch( nMode )\n" " {\n" " case 0: \n" " case 4: \n" " {\n" " int nD1, nM1, nY1, nD2, nM2, nY2;\n" " nStartDate += nNullDate;\n" " nEndDate += nNullDate;\n" " DaysToDate_new( nStartDate, &nD1, &nM1, &nY1 );\n" " DaysToDate_new( nEndDate, &nD2, &nM2, &nY2 );\n" " bool bLeap = IsLeapYear( nY1 );\n" " int nDays, nMonths;\n" " nMonths = nM2 - nM1;\n" " nDays = nD2 - nD1;\n" " nMonths += ( nY2 - nY1 ) * 12;\n" " nRet = nMonths * 30 + nDays;\n" " if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )\n" " nRet -= bLeap? 1 : 2;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 360;\n" " }\n" " break;\n" " case 1: \n" " if( pOptDaysIn1stYear )\n" " {\n" " int nD, nM, nY;\n" " DaysToDate_new( nStartDate + nNullDate, &nD, &nM, &nY );\n" " *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n" " }\n" " nRet = nEndDate - nStartDate;\n" " break;\n" " case 2: \n" " nRet = nEndDate - nStartDate;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 360;\n" " break;\n" " case 3: \n" " nRet = nEndDate - nStartDate;\n" " if( pOptDaysIn1stYear )\n" " *pOptDaysIn1stYear = 365;\n" " break;\n" " }\n" " return bNeg? -nRet : nRet;\n" "}\n"; #endif /* vim:set shiftwidth=4 softtabstop=4 expandtab: */