sc/source/core/opencl/op_financial.cxx | 158 +++---
sc/source/core/opencl/op_financial_helpers.hxx | 650 ++-----------------------
2 files changed, 132 insertions(+), 676 deletions(-)
New commits:
commit e0061a955ee2efed28c1632e06e44f1318c7878d
Author: Luboš Luňák <l.lu...@collabora.com>
AuthorDate: Thu Sep 22 09:55:32 2022 +0200
Commit: Luboš Luňák <l.lu...@collabora.com>
CommitDate: Thu Sep 22 18:06:39 2022 +0200
remove unused or duplicated opencl helper functions
These mostly exist in "old" and _new variants which are more or less
the same, sometimes there are minor differences. Keep just the _new
ones, everything still seems to work, all tests pass.
Change-Id: I903ea3f11bad6c5e1301febe03974469eb414368
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/140396
Tested-by: Jenkins
Reviewed-by: Luboš Luňák <l.lu...@collabora.com>
diff --git a/sc/source/core/opencl/op_financial.cxx
b/sc/source/core/opencl/op_financial.cxx
index c3b5861a5fcf..6ab2874dc78b 100644
--- a/sc/source/core/opencl/op_financial.cxx
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -99,9 +99,9 @@ void OpDollarfr::GenSlidingWindowFunction(outputstream &ss,
void OpDISC::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(GetYearFrac_newDecl);decls.insert(DaysToDate_newDecl);
+ decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
- funs.insert(GetYearFrac_new);funs.insert(DaysToDate_new);
+ funs.insert(GetYearFrac);funs.insert(DaysToDate);
funs.insert(DaysInMonth);funs.insert(IsLeapYear);
}
@@ -121,7 +121,7 @@ void OpDISC::GenSlidingWindowFunction(outputstream& ss,
ss << " int nNullDate = 693594;\n";
ss << " tmp = 1.0 - arg2 / arg3;\n";
ss << " tmp /=";
- ss << " GetYearFrac_new(nNullDate, (int)arg0, (int)arg1, (int)arg4);\n";
+ ss << " GetYearFrac(nNullDate, (int)arg0, (int)arg1, (int)arg4);\n";
ss << " return tmp;\n";
ss << "}";
}
@@ -129,12 +129,12 @@ void OpDISC::GenSlidingWindowFunction(outputstream& ss,
void OpINTRATE::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(GetYearDiff_newDecl);decls.insert(GetDiffDate_newDecl);
- decls.insert(DaysToDate_newDecl);decls.insert(GetNullDateDecl);
+ decls.insert(GetYearDiffDecl);decls.insert(GetDiffDateDecl);
+ decls.insert(DaysToDateDecl);decls.insert(GetNullDateDecl);
decls.insert(DateToDaysDecl);decls.insert(DaysInMonthDecl);
decls.insert(IsLeapYearDecl);
- funs.insert(GetYearDiff_new);funs.insert(GetDiffDate_new);
- funs.insert(DaysToDate_new);funs.insert(GetNullDate);
+ funs.insert(GetYearDiff);funs.insert(GetDiffDate);
+ funs.insert(DaysToDate);funs.insert(GetNullDate);
funs.insert(DateToDays);funs.insert(DaysInMonth);
funs.insert(IsLeapYear);
}
@@ -153,7 +153,7 @@ void OpINTRATE::GenSlidingWindowFunction(outputstream& ss,
GenerateArg( 3, vSubArguments, ss );
GenerateArg( 4, vSubArguments, ss );
ss << " int nNullDate = GetNullDate();\n";
- ss << " tmp = ((arg3 / arg2) - 1) / GetYearDiff_new(nNullDate,
(int)arg0,";
+ ss << " tmp = ((arg3 / arg2) - 1) / GetYearDiff(nNullDate, (int)arg0,";
ss << " (int)arg1,(int)arg4);\n";
ss << " return tmp;\n";
ss << "}";
@@ -289,12 +289,12 @@ void
OpDuration_ADD::GenSlidingWindowFunction(outputstream& ss,
void OpMDuration::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(GetDuration_newDecl);decls.insert(lcl_Getcoupnum_newDecl);
+ decls.insert(GetDurationDecl);decls.insert(lcl_GetcoupnumDecl);
decls.insert(addMonthsDecl);decls.insert(checklessthanDecl);
decls.insert(setDayDecl);decls.insert(ScaDateDecl);
decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
- funs.insert(GetDuration_new);funs.insert(lcl_Getcoupnum_new);
+ funs.insert(GetDuration);funs.insert(lcl_Getcoupnum);
funs.insert(addMonths);funs.insert(checklessthan);
funs.insert(setDay);funs.insert(ScaDate);
funs.insert(GetYearFrac);funs.insert(DaysToDate);
@@ -316,7 +316,7 @@ void OpMDuration::GenSlidingWindowFunction(outputstream& ss,
GenerateArg( 4, vSubArguments, ss );
GenerateArg( 5, vSubArguments, ss );
ss << " int nNullDate = 693594;\n";
- ss << " tmp = GetDuration_new( nNullDate, (int)arg0, (int)arg1, arg2,";
+ ss << " tmp = GetDuration( nNullDate, (int)arg0, (int)arg1, arg2,";
ss << " arg3, (int)arg4, (int)arg5);\n";
ss << " tmp = tmp * pow(1.0 + arg3 * pow((int)arg4, -1.0), -1);\n";
ss << " return tmp;\n";
@@ -712,10 +712,10 @@ void OpAccrintm::GenSlidingWindowFunction(
ss << "}";
}
- void OpYield::BinInlineFun(std::set<std::string>& decls,
+void OpYield::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(getYield_Decl);decls.insert(getPrice_Decl);
+ decls.insert(getYield_Decl);decls.insert(getPriceDecl);
decls.insert(coupnumDecl);decls.insert(coupdaysncDecl);
decls.insert(coupdaybsDecl);decls.insert(coupdaysDecl);
decls.insert(lcl_GetcoupnumDecl);decls.insert(lcl_GetcoupdaysDecl);
@@ -725,9 +725,10 @@ void OpAccrintm::GenSlidingWindowFunction(
decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
- decls.insert(IsLeapYearDecl);
+ decls.insert(IsLeapYearDecl);decls.insert(setDayDecl);
+ decls.insert(checklessthanDecl);
- funs.insert(getYield_);funs.insert(getPrice_);
+ funs.insert(getYield_);funs.insert(getPrice);
funs.insert(coupnum);funs.insert(coupdaysnc);
funs.insert(coupdaybs);funs.insert(coupdays);
funs.insert(lcl_Getcoupnum);funs.insert(lcl_Getcoupdays);
@@ -737,7 +738,8 @@ void OpAccrintm::GenSlidingWindowFunction(
funs.insert(addMonths);funs.insert(ScaDate);
funs.insert(GetNullDate);funs.insert(DateToDays);
funs.insert(DaysToDate);funs.insert(DaysInMonth);
- funs.insert(IsLeapYear);
+ funs.insert(IsLeapYear);decls.insert(setDay);
+ funs.insert(checklessthan);
}
void OpYield::GenSlidingWindowFunction(
@@ -780,13 +782,13 @@ void OpSLN::GenSlidingWindowFunction(outputstream &ss,
void OpYieldmat::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(GetYearFrac_newDecl);decls.insert(GetNullDateDecl);
- decls.insert(DateToDaysDecl);decls.insert(DaysToDate_newDecl);
+ decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
decls.insert(GetYieldmatDecl);
- funs.insert(GetYearFrac_new);funs.insert(GetNullDate);
- funs.insert(DateToDays);funs.insert(DaysToDate_new);
+ funs.insert(GetYearFrac);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(DaysToDate);
funs.insert(DaysInMonth);funs.insert(IsLeapYear);
funs.insert(GetYieldmat);
}
@@ -856,39 +858,39 @@ void OpNPV::GenSlidingWindowFunction(outputstream &ss,
void OpPrice::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(getPrice_new_Decl);
+ decls.insert(getPriceDecl);
decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
decls.insert(DaysToDateDecl);
decls.insert(DateToDaysDecl);
decls.insert(ScaDateDecl);
decls.insert(setDayDecl);decls.insert(checklessthanDecl);
- decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
- decls.insert(coupnum_newDecl);
- decls.insert(DateToDays_newDecl);
+ decls.insert(addMonthsDecl);decls.insert(lcl_GetcoupnumDecl);
+ decls.insert(coupnumDecl);
+ decls.insert(DateToDaysDecl);
decls.insert(getDaysInMonthRangeDecl);
decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
- decls.insert(coupdaybs_newDecl);
- decls.insert(lcl_Getcoupdays_newDecl);
- decls.insert(lcl_Getcoupdaybs_newDecl);
- decls.insert(coupdays_newDecl);
- decls.insert(coupdaysnc_newDecl);
- funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
- funs.insert(DaysToDate);funs.insert(DateToDays_new);
+ decls.insert(coupdaybsDecl);
+ decls.insert(lcl_GetcoupdaysDecl);
+ decls.insert(lcl_GetcoupdaybsDecl);
+ decls.insert(coupdaysDecl);
+ decls.insert(coupdaysncDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
funs.insert(DateToDays);
funs.insert(ScaDate);
funs.insert(addMonths);funs.insert(getDaysInMonthRange);
funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
funs.insert(getDaysInYearRange);funs.insert(getDiff);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(lcl_Getcoupdaybs_new);
- funs.insert(coupdaybs_new);
- funs.insert(lcl_Getcoupdays_new);
- funs.insert(coupdaysnc_new);
- funs.insert(coupdays_new);
+ funs.insert(lcl_Getcoupdaybs);
+ funs.insert(coupdaybs);
+ funs.insert(lcl_Getcoupdays);
+ funs.insert(coupdaysnc);
+ funs.insert(coupdays);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(lcl_Getcoupnum_new);
- funs.insert(coupnum_new);funs.insert(getPrice_new);
+ funs.insert(lcl_Getcoupnum);
+ funs.insert(coupnum);funs.insert(getPrice);
}
void OpPrice::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
@@ -906,7 +908,7 @@ void OpPrice::GenSlidingWindowFunction(outputstream &ss,
GenerateArg( "tmp5", 5, vSubArguments, ss );
GenerateArgWithDefault( "tmp6", 6, 0, vSubArguments, ss );
ss << " if(tmp4*tmp5 == 0) return NAN;\n";
- ss << " tmp = getPrice_(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
+ ss << " tmp = getPrice(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
ss << " return tmp;\n";
ss << "}";
}
@@ -1086,23 +1088,23 @@ void OpCoupdaybs::BinInlineFun(std::set<std::string>&
decls,
std::set<std::string>& funs)
{
decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
- decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
- decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl); decls.insert(ScaDateDecl);
decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
decls.insert(GetDaysInYearsDecl);
decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
decls.insert(setDayDecl);decls.insert(checklessthanDecl);
- decls.insert(lcl_Getcoupdaybs_newDecl);
- decls.insert(coupdaybs_newDecl);
+ decls.insert(lcl_GetcoupdaybsDecl);
+ decls.insert(coupdaybsDecl);
funs.insert(IsLeapYear);funs.insert(DaysInMonth);
- funs.insert(DaysToDate);funs.insert(DateToDays_new);
- funs.insert(GetNullDate_new);funs.insert(ScaDate);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);funs.insert(ScaDate);
funs.insert(addMonths);funs.insert(getDaysInMonthRange);
funs.insert(GetDaysInYears);
funs.insert(getDaysInYearRange);funs.insert(getDiff);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(lcl_Getcoupdaybs_new);
- funs.insert(coupdaybs_new);
+ funs.insert(lcl_Getcoupdaybs);
+ funs.insert(coupdaybs);
}
void OpCoupdaybs::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
@@ -1120,7 +1122,7 @@ void OpCoupdaybs::GenSlidingWindowFunction(
ss << " int nMat = fMat;\n";
ss << " int nFreq = fFreq;\n";
ss << " int nBase = fBase;\n";
- ss <<" tmp = coupdaybs_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" tmp = coupdaybs(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss <<"}";
}
@@ -1129,23 +1131,23 @@ void OpCoupdays::BinInlineFun(std::set<std::string>&
decls,
std::set<std::string>& funs)
{
decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
- decls.insert(DaysToDateDecl); decls.insert(DateToDays_newDecl);
- decls.insert(GetNullDate_newDecl); decls.insert(ScaDateDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl); decls.insert(ScaDateDecl);
decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
decls.insert(setDayDecl);decls.insert(checklessthanDecl);
- decls.insert(lcl_Getcoupdays_newDecl);
- decls.insert(coupdays_newDecl);
+ decls.insert(lcl_GetcoupdaysDecl);
+ decls.insert(coupdaysDecl);
funs.insert(IsLeapYear);funs.insert(DaysInMonth);
- funs.insert(DaysToDate);funs.insert(DateToDays_new);
- funs.insert(GetNullDate_new);funs.insert(ScaDate);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);funs.insert(ScaDate);
funs.insert(addMonths);funs.insert(getDaysInMonthRange);
funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
funs.insert(getDaysInYearRange);funs.insert(getDiff);
- funs.insert(lcl_Getcoupdays_new);
+ funs.insert(lcl_Getcoupdays);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(coupdays_new);
+ funs.insert(coupdays);
}
void OpCoupdays::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
@@ -1163,7 +1165,7 @@ void OpCoupdays::GenSlidingWindowFunction(
ss << " int nMat = fMat;\n";
ss << " int nFreq = fFreq;\n";
ss << " int nBase = fBase;\n";
- ss <<" tmp = coupdays_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" tmp = coupdays(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss << "}";
}
@@ -1250,32 +1252,32 @@ void OpCoupncd::GenSlidingWindowFunction(
void OpCoupdaysnc::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
- decls.insert(IsLeapYearDecl); decls.insert(DaysInMonth_newDecl);
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
- decls.insert(DateToDays_newDecl);
+ decls.insert(DateToDaysDecl);
decls.insert(ScaDateDecl);
decls.insert(addMonthsDecl); decls.insert(getDaysInMonthRangeDecl);
decls.insert(GetDaysInYearsDecl); decls.insert(GetDaysInYearDecl);
decls.insert(getDaysInYearRangeDecl); decls.insert(getDiffDecl);
decls.insert(setDayDecl);decls.insert(checklessthanDecl);
- decls.insert(coupdaybs_newDecl);
- decls.insert(lcl_Getcoupdays_newDecl);
- decls.insert(lcl_Getcoupdaybs_newDecl);
- decls.insert(coupdays_newDecl);
- decls.insert(coupdaysnc_newDecl);
- funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
- funs.insert(DaysToDate);funs.insert(DateToDays_new);
+ decls.insert(coupdaybsDecl);
+ decls.insert(lcl_GetcoupdaysDecl);
+ decls.insert(lcl_GetcoupdaybsDecl);
+ decls.insert(coupdaysDecl);
+ decls.insert(coupdaysncDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
funs.insert(DateToDays);
funs.insert(ScaDate);
funs.insert(addMonths);funs.insert(getDaysInMonthRange);
funs.insert(GetDaysInYears);funs.insert(GetDaysInYear);
funs.insert(getDaysInYearRange);funs.insert(getDiff);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(lcl_Getcoupdaybs_new);
- funs.insert(coupdaybs_new);
- funs.insert(lcl_Getcoupdays_new);
- funs.insert(coupdaysnc_new);
- funs.insert(coupdays_new);
+ funs.insert(lcl_Getcoupdaybs);
+ funs.insert(coupdaybs);
+ funs.insert(lcl_Getcoupdays);
+ funs.insert(coupdaysnc);
+ funs.insert(coupdays);
}
void OpCoupdaysnc::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName,
@@ -1294,7 +1296,7 @@ void OpCoupdaysnc::GenSlidingWindowFunction(
ss << " int nMat = fMat;\n";
ss << " int nFreq = fFreq;\n";
ss << " int nBase = fBase;\n";
- ss <<" tmp = coupdaysnc_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" tmp = coupdaysnc(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss << "}";
}
@@ -1307,15 +1309,15 @@ void OpCoupnum::BinInlineFun(std::set<std::string>&
decls,
decls.insert(DateToDaysDecl);
decls.insert(ScaDateDecl);
decls.insert(setDayDecl);decls.insert(checklessthanDecl);
- decls.insert(addMonthsDecl);decls.insert(lcl_Getcoupnum_newDecl);
- decls.insert(coupnum_newDecl);
- funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
+ decls.insert(addMonthsDecl);decls.insert(lcl_GetcoupnumDecl);
+ decls.insert(coupnumDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
funs.insert(DaysToDate);
funs.insert(DateToDays);
funs.insert(ScaDate);
funs.insert(setDay);funs.insert(checklessthan);
- funs.insert(addMonths);funs.insert(lcl_Getcoupnum_new);
- funs.insert(coupnum_new);
+ funs.insert(addMonths);funs.insert(lcl_Getcoupnum);
+ funs.insert(coupnum);
}
void OpCoupnum::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
@@ -1333,7 +1335,7 @@ void OpCoupnum::GenSlidingWindowFunction(outputstream &ss,
ss << " int nMat = fMat;\n";
ss << " int nFreq = fFreq;\n";
ss << " int nBase = fBase;\n";
- ss <<" tmp = coupnum_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" tmp = coupnum(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss << "}";
}
diff --git a/sc/source/core/opencl/op_financial_helpers.hxx
b/sc/source/core/opencl/op_financial_helpers.hxx
index da2314ecc20f..013334a045da 100644
--- a/sc/source/core/opencl/op_financial_helpers.hxx
+++ b/sc/source/core/opencl/op_financial_helpers.hxx
@@ -9,9 +9,6 @@
#pragma once
-const char SCdEpsilonDecl[] =
-"constant double SCdEpsilon = 1.0E-7;\n";
-
const char GetPMTDecl[] =
"double GetPMT( double fRate, double fNper, double fPv, double fFv, bool
bPayInAdvance);\n";
@@ -98,25 +95,6 @@ const char DaysInMonthDecl[] =
const char 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";
-const char DaysInMonth_newDecl[] =
-"int DaysInMonth( int nMonth, int nYear );\n";
-
-const char DaysInMonth_new[] =
-"int DaysInMonth( int nMonth, int nYear )\n"
-"{\n"
" int tmp = 0;\n"
" switch(nMonth)\n"
" {\n"
@@ -145,77 +123,14 @@ const char DaysInMonth_new[] =
" return tmp;\n"
"}\n";
-const char DaysToDateDecl[] =
-"void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n";
-
-const char 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";
-
const char DateToDaysDecl[] =
"int DateToDays( int nDay, int nMonth, int nYear );\n";
const char 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";
-
-const char DateToDays_newDecl[] =
-"int DateToDays_new( int nDay, int nMonth, int nYear );\n";
-
-const char DateToDays_new[] =
-"int DateToDays_new( int nDay, int nMonth, int nYear )\n"
-"{\n"
" int nDays = (nYear-1) * 365;\n"
-" nDays += (int)((nYear-1) / 4.0 - (nYear-1) / 100.0"
-"+ (nYear-1) / 400.0);\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"
@@ -231,14 +146,6 @@ const char GetNullDate[] =
"{\n"
" return DateToDays(30,12,1899 );\n"
"}\n";
-const char GetNullDate_newDecl[] =
-"int GetNullDate_new();\n";
-
-const char GetNullDate_new[] =
-"int GetNullDate_new()\n"
-"{\n"
-" return DateToDays_new(30,12,1899 );\n"
-"}\n";
const char ScaDateDecl[] =
"void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, "
@@ -512,45 +419,11 @@ const char getDiff[] =
"}\n";
const char lcl_GetcoupdaybsDecl[] =
-"int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int
nBase);\n";
-
-const char 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";
-
-const char lcl_Getcoupdaybs_newDecl[] =
-"int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq,"
+"int lcl_Getcoupdaybs(int nNullDate,int nSettle,int nMat,int nFreq,"
"int nBase);\n";
-const char lcl_Getcoupdaybs_new[] =
-"int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq,"
+const char lcl_Getcoupdaybs[] =
+"int lcl_Getcoupdaybs(int nNullDate,int nSettle,int nMat,int nFreq,"
"int nBase)\n"
"{\n"
" int aDate = nMat;\n"
@@ -564,20 +437,20 @@ const char lcl_Getcoupdaybs_new[] =
"&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
" rYear=sYear;\n"
" setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
-" aDate=DateToDays_new( rnDay,rMonth,rYear);\n"
+" aDate=DateToDays( 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"
+" aDate=DateToDays( 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"
+" aDate=DateToDays( rnDay,rMonth,rYear );\n"
" }\n"
" return getDiff( aDate,nSettle+nNullDate,rDay,rMonth,rYear,rbLastDayMode,"
"rbLastDay,rb30Days,rbUSMode,rnDay,sDay,sMonth,sYear,sbLastDayMode,sbLastDay,"
@@ -593,46 +466,6 @@ const char lcl_Getcoupdays[] =
"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";
-
-const char lcl_Getcoupdays_newDecl[] =
-"int lcl_Getcoupdays_new(int nNullDate,int nSettle, "
-"int nMat,int nFreq,int nBase);\n";
-
-const char 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,"
@@ -643,20 +476,20 @@ const char lcl_Getcoupdays_new[] =
"&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
" rYear=sYear;\n"
" setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
-" aDate=DateToDays_new( rnDay,rMonth,rYear);\n"
+" aDate=DateToDays( 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"
+" aDate=DateToDays( rnDay,rMonth,rYear );\n"
" }\n"
" while(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
"rbLastDay,sDay,rDay))\n"
" {\n"
" double d = -1*12/(double)nFreq;\n"
" addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,d,&rYear);\n"
-" aDate=DateToDays_new( rnDay,rMonth,rYear );\n"
+" aDate=DateToDays( rnDay,rMonth,rYear );\n"
" }\n"
" int aNextDate=aDate;int aDay=rDay,aMonth=rMonth, aYear=rYear;\n"
" int abLastDayMode=rbLastDayMode, abLastDay=rbLastDay,ab30Days=rb30Days,"
@@ -669,51 +502,10 @@ const char lcl_Getcoupdays_new[] =
"}\n";
const char lcl_GetcoupnumDecl[] =
-"int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq);\n";
-
-const char 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";
-const char lcl_Getcoupnum_newDecl[] =
-"double lcl_Getcoupnum_new(int nNullDate,int nSettle,int nMat,int nFreq,int"
+"double lcl_Getcoupnum(int nNullDate,int nSettle,int nMat,int nFreq,int"
" nBase);\n";
-const char lcl_Getcoupnum_new[] =
-"double lcl_Getcoupnum_new(int nNullDate,int nSettle, int nMat,int nFreq,int"
+const char lcl_Getcoupnum[] =
+"double lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq,int"
" nBase)\n"
"{\n"
" int aDate = nMat;\n"
@@ -775,21 +567,9 @@ const char coupdaysDecl[] =
const char 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";
-const char coupdays_newDecl[] =
-"double coupdays_new(int nSettle,int nMat,int nFreq,int nBase);\n";
-
-const char 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"
+" return lcl_Getcoupdays(nNullDate, nSettle, nMat,nFreq, nBase);\n"
" else\n"
" return (double)GetDaysInYear(0,0,nBase)/(double)nFreq;\n"
"}\n";
@@ -800,65 +580,15 @@ const char coupdaybsDecl[] =
const char 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";
-
-const char coupdaybs_newDecl[] =
-"double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase);\n";
-
-const char 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"
+" return lcl_Getcoupdaybs(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"}\n";
const char coupdaysncDecl[] =
"double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase);\n";
const char 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";
-const char coupdaysnc_newDecl[] =
-"double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase);\n";
-
-const char coupdaysnc_new[] =
-"double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase)\n"
+"double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
" int nNullDate=693594;\n"
" if((nBase != 0) && (nBase != 4))\n"
@@ -893,7 +623,7 @@ const char coupdaysnc_new[] =
"rbLastDay, rb30Days, rbUSMode, rnDay);\n"
" }\n"
" else\n"
-" return coupdays_new(nSettle,nMat,nFreq,nBase)- coupdaybs_new(
nSettle,"
+" return coupdays(nSettle,nMat,nFreq,nBase)- coupdaybs( nSettle,"
"nMat,nFreq,nBase);\n"
"}\n";
@@ -921,25 +651,16 @@ const char coupnumDecl[] =
const char 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";
-const char coupnum_newDecl[] =
-"double coupnum_new( int nSettle,int nMat,int nFreq,int nBase);\n";
-
-const char 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"
+" return lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq,nBase);\n"
"}\n";
-const char getPrice_Decl[] =
-"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
+const char getPriceDecl[] =
+"double getPrice(int nSettle, int nMat, double fRate, double fYield,\n"
"double fRedemp, int nFreq, int nBase );\n";
-const char getPrice_[] =
-"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
+const char getPrice[] =
+"double getPrice(int nSettle, int nMat, double fRate, double fYield,\n"
"double fRedemp, int nFreq, int nBase )\n"
"{\n"
" double fFreq = nFreq;\n"
@@ -956,28 +677,6 @@ const char getPrice_[] =
" fRet += fT1 / pow( fT2, fK + fDSC_E );\n"
" return fRet;\n"
"}\n";
-const char getPrice_new_Decl[] =
-"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
- "double fRedemp, int nFreq, int nBase );\n";
-
-const char 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";
const char getYield_Decl[] =
"double getYield_( int nNullDate, int nSettle, int nMat, double fCoup,"
@@ -991,15 +690,15 @@ const char getYield_[] =
" double fPriceN = 0.0;\n"
" double fYield1 = 0.0;\n"
" double fYield2 = 1.0;\n"
-" double fPrice1 = getPrice_(nSettle, nMat, fRate, fYield1, fRedemp, "
+" double fPrice1 = getPrice(nSettle, nMat, fRate, fYield1, fRedemp, "
"nFreq, nBase );\n"
-" double fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, "
+" 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, "
+" fPriceN = getPrice(nSettle, nMat, fRate, fYieldN, fRedemp, nFreq, "
"nBase );\n"
" if( fPrice == fPrice1 )\n"
" return fYield1;\n"
@@ -1010,7 +709,7 @@ const char getYield_[] =
" else if( fPrice < fPrice2 )\n"
" {\n"
" fYield2 *= 2.0;\n"
-" fPrice2 = getPrice_(nSettle, nMat, fRate, fYield2, fRedemp, nFreq"
+" fPrice2 = getPrice(nSettle, nMat, fRate, fYield2, fRedemp, nFreq"
", nBase );\n"
" fYieldN = ( fYield2 - fYield1 ) * 0.5;\n"
" }\n"
@@ -1033,144 +732,6 @@ const char getYield_[] =
" return fYieldN;\n"
"}\n";
-const char GetYearFracDecl[] =
-"double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
-"int nMode );\n";
-
-const char 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";
-
const char GetYieldmatDecl[] =
"double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n"
"double fRate, double fPrice, int nBase );\n";
@@ -1179,9 +740,9 @@ const char 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 fIssMat = GetYearFrac( nNullDate, nIssue, nMat, nBase );\n"
+" double fIssSet = GetYearFrac( nNullDate, nIssue, nSettle, nBase );\n"
+" double fSetMat = GetYearFrac( nNullDate, nSettle, nMat, nBase );\n"
" double y = 1.0 + fIssMat * fRate;\n"
" y =y / (fPrice / 100.0 + fIssSet * fRate);\n"
" y-=1.0;\n"
@@ -1189,82 +750,6 @@ const char GetYieldmat[] =
" return y;\n"
"}\n";
-const char GetDiffDateDecl[] =
-"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
-" int* pOptDaysIn1stYear );\n";
-
-const char 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";
-
-const char GetYearDiffDecl[] =
-"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
-"int nMode);\n";
-
-const char 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)/(double)nDays1stYear;\n"
-"}\n";
-
const char GetDiffDate360_Decl[] =
"int GetDiffDate360_(\n"
" int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n"
@@ -1328,40 +813,9 @@ const char 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";
-
-const char GetDuration_newDecl[] =
-"double GetDuration_new( \n"
-" int nNullDate, int nSettle, int nMat, double fCoup,\n"
-" double fYield, int nFreq, int nBase );\n";
-
-const char 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,"
+" double fNumOfCoups = lcl_Getcoupnum(nNullDate,nSettle,nMat,"
"nFreq,nBase);\n"
" double fDur = 0.0;\n"
" fCoup = fCoup * 100.0 / nFreq;\n"
@@ -1568,12 +1022,12 @@ const char GetOddlyield[] =
" return y;\n"
"}\n";
-const char GetYearFrac_newDecl[] =
-"double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate,"
+const char GetYearFracDecl[] =
+"double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
"int nMode );\n";
-const char GetYearFrac_new[] =
-"double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate,"
+const char GetYearFrac[] =
+"double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
"int nMode ) \n"
"{\n"
" if( nStartDate == nEndDate )\n"
@@ -1589,8 +1043,8 @@ const char GetYearFrac_new[] =
" 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"
+" DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n"
+" DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n"
" int nDayDiff;\n"
" switch( nMode )\n"
" {\n"
@@ -1697,11 +1151,11 @@ const char GetYearFrac_new[] =
" return (double)( nDayDiff ) / (nDaysInYear);\n"
"}\n";
-const char DaysToDate_newDecl[] =
-"void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear );\n";
+const char DaysToDateDecl[] =
+"void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n";
-const char DaysToDate_new[] =
-"void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear )\n"
+const char DaysToDate[] =
+"void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear )\n"
"{\n"
" int nTempDays;\n"
" int i = 0;\n"
@@ -1788,27 +1242,27 @@ const char DaysToDate_LocalBarrier[] =
" }\n"
"}\n";
-const char GetYearDiff_newDecl[] =
-"double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
+const char GetYearDiffDecl[] =
+"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
"int nMode);\n";
-const char GetYearDiff_new[] =
-"double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
+const char GetYearDiff[] =
+"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
"int nMode )\n"
"{\n"
" int nDays1stYear;\n"
-" int nTotalDays = GetDiffDate_new( nNullDate, nStartDate, nEndDate,"
+" int nTotalDays = GetDiffDate( nNullDate, nStartDate, nEndDate,"
"nMode, &"
"nDays1stYear );\n"
" return (double)(nTotalDays) / (double)nDays1stYear;\n"
"}\n";
-const char GetDiffDate_newDecl[] =
-"int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode,"
+const char GetDiffDateDecl[] =
+"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
" int* pOptDaysIn1stYear );\n";
-const char GetDiffDate_new[] =
-"int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode,"
+const char GetDiffDate[] =
+"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
" int* pOptDaysIn1stYear )\n"
"{\n"
" bool bNeg = nStartDate > nEndDate;\n"
@@ -1827,8 +1281,8 @@ const char GetDiffDate_new[] =
" 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"
+" 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"
@@ -1845,7 +1299,7 @@ const char GetDiffDate_new[] =
" if( pOptDaysIn1stYear )\n"
" {\n"
" int nD, nM, nY;\n"
-" DaysToDate_new( nStartDate + nNullDate, &nD, &nM, &nY );\n"
+" DaysToDate( nStartDate + nNullDate, &nD, &nM, &nY );\n"
" *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n"
" }\n"
" nRet = nEndDate - nStartDate;\n"
