sc/source/core/opencl/opinlinefun_finacial.cxx | 941 +++++++++++++------------
1 file changed, 490 insertions(+), 451 deletions(-)
New commits:
commit 4ea4239719551ba06cc2ee9758a1d232a1c1e84e
Author: yiming ju <yim...@multicorewareinc.com>
Date: Fri Nov 1 17:48:31 2013 +0800
GPU Calc: refactor string formatting in some GPU inline functions
Change-Id: I4ceb86ca84854a4e14c0720d6216d4c658a97859
Signed-off-by: haochen <haoc...@multicorewareinc.com>
Signed-off-by: I-Jui (Ray) Sung <r...@multicorewareinc.com>
diff --git a/sc/source/core/opencl/opinlinefun_finacial.cxx
b/sc/source/core/opencl/opinlinefun_finacial.cxx
index 05e6a5f..27a1625 100644
--- a/sc/source/core/opencl/opinlinefun_finacial.cxx
+++ b/sc/source/core/opencl/opinlinefun_finacial.cxx
@@ -14,10 +14,10 @@ std::string approxEqual =
"bool approxEqual(double a, double b)\n"
"{\n"
" if (a == b)\n"
- "\t\treturn true;\n"
- "\tdouble x = a - b;\n"
- "\treturn (x < 0.0 ? -x : x) < ((a < 0.0 ? -a : a) * (1.0 / (16777216.0 *"
- "16777216.0)));\n"
+" return true;\n"
+" double x = a - b;\n"
+" return (x < 0.0 ? -x : x) < ((a < 0.0 ? -a : a) * (1.0 / (16777216.0 *"
+"16777216.0)));\n"
"}\n";
std::string nKorrValDecl ="double constant nKorrVal[]"
@@ -32,21 +32,22 @@ std::string RoundDecl = "double Round(double fValue);\n";
std::string Round =
"double Round(double fValue)\n"
"{\n"
- "\tif (fValue == 0.0)\n"
- "\t\treturn fValue;\n"
- "\tdouble fFac = 0;\n"
- "\tint nExp;\n"
- "\tif (fValue > 0.0)\n"
- "\t\tnExp = (floor(log10(fValue)));\n"
- "\telse\n"
- "\t\tnExp = 0;\n"
- "\tint nIndex = 15 - nExp;\n"
- "\tif (nIndex > 15)\n"
- "\t\tnIndex = 15;\n"
- "\telse if (nIndex <= 1)\n"
- "\t\tnIndex = 0;\n"
- "\tfValue = floor(fValue + 0.5 + nKorrVal[nIndex]);\n"
- "\treturn fValue;\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 + nKorrVal[nIndex] );\n"
+" return fValue;\n"
"}\n";
std::string GetRmzDecl =
@@ -55,27 +56,29 @@ std::string GetRmzDecl =
std::string GetRmz=
"double GetRmz( double fZins, double fZzr, double fBw, double fZw, int nF )\n"
"{\n"
- "\tdouble fRmz;\n"
- "\tif( fZins == 0.0 )\n"
- "\t\tfRmz = ( fBw + fZw ) / fZzr;\n"
- "\telse\n"
- "\t\t{\n"
- "\t\t\tdouble fTerm = pow( 1.0 + fZins, fZzr );\n"
- "\t\t\tif( nF > 0 )\n"
- "\t\t\t\tfRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw"
- " * fZins / ( 1.0 - 1.0 / fTerm ) ) / ( 1.0 + fZins );\n"
- "\t\t\telse\n"
- "\t\t\t\tfRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins /"
- "( 1.0 - 1.0 / fTerm );\n"
- "\t\t}\n"
- "\treturn -fRmz;\n"
-"}\n\n";
+" double fRmz;\n"
+" if( fZins == 0.0 )\n"
+" fRmz = ( fBw + fZw ) / fZzr;\n"
+" else\n"
+" {\n"
+" double fTerm = pow( 1.0 + fZins, fZzr );\n"
+" if( nF > 0 )\n"
+" fRmz = ( fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins / ( 1.0 - 1."
+"0 / fTerm ) ) / ( 1.0 + fZins );\n"
+" else\n"
+" fRmz = fZw * fZins / ( fTerm - 1.0 ) + fBw * fZins /( 1.0 - 1.0 "
+"/ fTerm );\n"
+" }\n"
+" return -fRmz;\n"
+"}\n";
std::string GetZwDecl =
-"double GetZw( double fZins, double fZzr, double fRmz, double fBw, int nF
);\n";
+"double GetZw( double fZins, double fZzr, double fRmz,"
+"double fBw, int nF );\n";
std::string GetZw =
-"double GetZw( double fZins, double fZzr, double fRmz, double fBw, int nF )\n"
+"double GetZw( double fZins, double fZzr, double fRmz,"
+"double fBw, int nF )\n"
"{\n"
" double fZw;\n"
" if( fZins == 0.0 )\n"
@@ -84,13 +87,13 @@ std::string GetZw =
" {\n"
" double fTerm = pow( 1.0 + fZins, fZzr );\n"
" if( nF > 0 )\n"
-" fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) *"
-"( fTerm - 1.0 ) / fZins;\n"
+" fZw = fBw * fTerm + fRmz * ( 1.0 + fZins ) *( fTerm - 1.0 ) "
+"/ fZins;\n"
" else\n"
-" fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins;\n"
+" fZw = fBw * fTerm + fRmz * ( fTerm - 1.0 ) / fZins;\n"
" }\n"
" return -fZw;\n"
-"}\n\n";
+"}\n";
std::string IsLeapYearDecl =
"bool IsLeapYear( int n );\n";
@@ -98,7 +101,8 @@ std::string IsLeapYearDecl =
std::string IsLeapYear =
"bool IsLeapYear( int n )\n"
"{\n"
- "return ( (( ( n % 4 ) == 0 ) && ( ( n % 100 ) != 0)) || ( ( n % 400 ) ==
0 ) );\n"
+" return ( (( ( n % 4 ) == 0 ) && ( ( n % 100 ) != 0)) || ( ( n % 400 ) == "
+"0 ) );\n"
"}\n";
std::string DaysInMonthDecl=
@@ -107,8 +111,8 @@ std::string DaysInMonthDecl=
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"
+" 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"
@@ -137,7 +141,8 @@ std::string DaysToDate =
" 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"
+" nTempDays -= (( *rYear -1) / 4) - (( *rYear -1) / 100) +"
+"((*rYear -1) / 400);\n"
" bCalc = false;\n"
" if ( nTempDays < 1 )\n"
" {\n"
@@ -175,7 +180,6 @@ std::string DateToDays=
"{\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"
@@ -183,13 +187,14 @@ std::string DateToDays=
" return nDays;\n"
"}\n";
+
std::string GetNullDateDecl=
"int GetNullDate();\n";
std::string GetNullDate=
"int GetNullDate()\n"
"{\n"
-" return DateToDays(30,12,1899 );\n"
+" return DateToDays(30,12,1899 );\n"
"}\n";
std::string ScaDateDecl=
@@ -202,22 +207,22 @@ std::string ScaDate=
"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"
+" 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 addMonthsDecl=
@@ -228,31 +233,31 @@ 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"
+" 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=
@@ -261,17 +266,17 @@ std::string getDaysInMonthRangeDecl=
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"
+" 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=
@@ -280,18 +285,18 @@ std::string GetDaysInYearsDecl=
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"
+" 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=
@@ -300,22 +305,22 @@ std::string GetDaysInYearDecl=
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"
+" 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 =
@@ -324,70 +329,75 @@ std::string getDaysInYearRangeDecl =
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"
+" 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";
+"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"
+"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( (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"
-"nDiff = (fb30Days? 30:DaysInMonth(fMonth,fYear) )- 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"
+" 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"
+" nDiff = (fb30Days? 30:DaysInMonth(fMonth,fYear) )- 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";
@@ -399,68 +409,72 @@ std::string lcl_GetcoupdaybsDecl=
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,\n"
- "sDay, sMonth, sYear, sbLastDayMode, sbLastDay, sb30Days, sbUSMode,
snDay);\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_GetcoupdaysDecl=
-"int lcl_Getcoupdays(int nNullDate,int nSettle, int nMat,int nFreq,int
nBase);\n";
+"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,\n"
- "aDay, aMonth, aYear, abLastDayMode, abLastDay, ab30Days, abUSMode,
anDay);\n"
+"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";
@@ -470,39 +484,40 @@ std::string lcl_GetcoupnumDecl=
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"
+" 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 coupdaysDecl=
@@ -512,11 +527,11 @@ std::string coupdaysDecl=
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"
+" 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 coupdaybsDecl=
@@ -525,8 +540,8 @@ std::string coupdaybsDecl=
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"
+" int nNullDate=GetNullDate();\n"
+" return lcl_Getcoupdaybs(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"}\n";
std::string coupdaysncDecl=
@@ -534,39 +549,41 @@ std::string coupdaysncDecl=
std::string coupdaysnc=
-"double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase)\n"
+ "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,\n"
- "rDay, rMonth, rYear, rbLastDayMode, rbLastDay, rb30Days, rbUSMode,
rnDay);\n"
-"}\n"
-"else\n"
- "return coupdays(nSettle,nMat,nFreq,nBase)- coupdaybs(
nSettle,nMat,nFreq,nBase);\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 coupnumDecl=
@@ -575,8 +592,8 @@ std::string coupnumDecl=
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"
+" int nNullDate=GetNullDate();\n"
+" return lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n"
"}\n";
std::string getPrice_Decl=
@@ -588,18 +605,19 @@ 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"
+" 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 getYield_Decl=
@@ -610,52 +628,59 @@ 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"
+" 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";
+"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"
+"double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
+"int nMode ) \n"
"{\n"
" if( nStartDate == nEndDate )\n"
" return 0.0; \n"
@@ -673,8 +698,10 @@ std::string GetYearFrac=
" 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"
@@ -689,10 +716,12 @@ std::string GetYearFrac=
" }\n"
" else\n"
" {\n"
- " if ( nMonth1 == 2 && nDay1 == ( IsLeapYear( nYear1 ) ? 29 :
28 ) )\n"
+ " if ( nMonth1 == 2 && nDay1 == "
+ "( IsLeapYear( nYear1 ) ? 29 : 28 ) )\n"
" {\n"
" nDay1 = 30;\n"
- " if ( nMonth2 == 2 && nDay2 == ( IsLeapYear( nYear2 ) ? 29
: 28 ) )\n"
+ " if ( nMonth2 == 2 && nDay2 == "
+ "( IsLeapYear( nYear2 ) ? 29 : 28 ) )\n"
" {\n"
" nDay2 = 30;\n"
" }\n"
@@ -736,20 +765,25 @@ std::string GetYearFrac=
" ( nMonth1 < nMonth2 ) ||\n"
" ( nMonth1 == nMonth2 && nDay1 < nDay2 ) ) )\n"
" {\n"
+
" int nDayCount = 0;\n"
- " for ( int i = nYear1; i <= nYear2; i++ )\n"
+ " for ( int i = nYear1; i <= nYear2; i++ )\n"
" nDayCount += ( IsLeapYear( i ) ? 366 : 365 );\n"
- " nDaysInYear = ( double ) nDayCount / ( double ) ( nYear2
- nYear1 + 1 );\n"
+
+ " nDaysInYear = ( double ) nDayCount / "
+ "( double ) ( nYear2 - nYear1 + 1 );\n"
" }\n"
- " else\n"
+ " else\n"
" {\n"
" if ( isYearDifferent && IsLeapYear( nYear1 ) )\n"
" {\n"
" nDaysInYear = 366;\n"
" }\n"
- " else\n"
+ " else\n"
" {\n"
- " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 && nDay1
<= 29 ) ||\n"
+
+ " if ( ( IsLeapYear( nYear1 ) && nMonth1 <= 2 "
+ "&& nDay1 <= 29 ) ||\n"
" ( IsLeapYear( nYear2 ) && ( nMonth2 > 3 || "
"( nMonth2 == 2 && nDay1 == 29 ) ) ) )\n"
" {\n"
@@ -787,16 +821,16 @@ std::string GetYieldmatDecl=
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( 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 /= fPrice / 100.0 + fIssSet * fRate;\n"
- "y-=1.0;\n"
- "y /= fSetMat;\n"
- "return y;\n"
- "}\n";
+"{\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 /= fPrice / 100.0 + fIssSet * fRate;\n"
+" y-=1.0;\n"
+" y /= fSetMat;\n"
+" return y;\n"
+"}\n";
std::string GetDiffDateDecl=
"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
@@ -806,71 +840,73 @@ std::string GetDiffDate=
"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
" int* pOptDaysIn1stYear )\n"
"{\n"
-"\t bool bNeg = nStartDate > nEndDate;\n"
-
-"\t if( bNeg )\n"
-"\t {\n"
-"\t\t int n = nEndDate;\n"
-"\t\t nEndDate = nStartDate;\n"
-"\t\t nStartDate = n;\n"
-"\t }\n"
-"\t int nRet;\n"
-"\t switch( nMode )\n"
-"\t {\n"
-"\t\t case 0: \n"
-"\t\t case 4: \n"
-"\t\t {\n"
-"\t\t\t int nD1, nM1, nY1, nD2, nM2, nY2;\n"
-"\t\t\t nStartDate += nNullDate;\n"
-"\t\t\t nEndDate += nNullDate;\n"
-"\t\t\t DaysToDate( nStartDate, &nD1, &nM1, &nY1 );\n"
-"\t\t\t DaysToDate( nEndDate, &nD2, &nM2, &nY2 );\n"
-"\t\t\t bool bLeap = IsLeapYear( nY1 );\n"
-"\t\t\t int nDays, nMonths;\n"
-"\t\t\t nMonths = nM2 - nM1;\n"
-"\t\t\t nDays = nD2 - nD1;\n"
-"\t\t\t nMonths += ( nY2 - nY1 ) * 12;\n"
-"\t\t\t nRet = nMonths * 30 + nDays;\n"
-"\t\t\t if( nMode == 0 && nM1 == 2 && nM2 != 2 && nY1 == nY2 )\n"
-"\t\t\t\t nRet -= bLeap? 1 : 2;\n"
-"\t\t\t if( pOptDaysIn1stYear )\n"
-"\t\t\t\t *pOptDaysIn1stYear = 360;\n"
-"\t\t }\n"
-"\t\t\t break;\n"
-"\t\t case 1: \n"
-"\t\t\t if( pOptDaysIn1stYear )\n"
-"\t\t\t {\n"
-"\t\t\t\t int nD, nM, nY;\n"
-"\t\t\t\t DaysToDate( nStartDate + nNullDate, &nD, &nM, &nY
);\n"
-"\t\t\t\t *pOptDaysIn1stYear = IsLeapYear( nY )? 366 : 365;\n"
-"\t\t\t }\n"
-"\t\t\t nRet = nEndDate - nStartDate;\n"
-"\t\t\t break;\n"
-"\t\t case 2: \n"
-"\t\t\t nRet = nEndDate - nStartDate;\n"
-"\t\t\t if( pOptDaysIn1stYear )\n"
-"\t\t\t\t *pOptDaysIn1stYear = 360;\n"
-"\t\t\t break;\n"
-"\t\t case 3: \n"
-"\t\t\t nRet = nEndDate - nStartDate;\n"
-"\t\t\t if( pOptDaysIn1stYear )\n"
-"\t\t\t\t *pOptDaysIn1stYear = 365;\n"
-"\t\t\t break;\n"
-"\t }\n"
-"\t return bNeg? -nRet : nRet;\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";
+"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"
-"\t int nDays1stYear;\n"
-"\t int nTotalDays = GetDiffDate( nNullDate, nStartDate,"
-"nEndDate, nMode, &nDays1stYear );\n"
-"\t double result=(double)(nTotalDays)/(nDays1stYear);\n"
-"\treturn result;\n"
+"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
+"int nMode )\n"
+"{\n"
+" int nDays1stYear;\n"
+" int nTotalDays = GetDiffDate( nNullDate, nStartDate, nEndDate,"
+"nMode, &"
+"nDays1stYear );\n"
+" double result=(double)(nTotalDays)/(nDays1stYear);\n"
+" return result;\n"
"}\n";
std::string GetDiffDate360_Decl=
@@ -887,9 +923,9 @@ std::string GetDiffDate360_=
"{\n"
" if( nDay1 == 31 )\n"
" nDay1--;\n"
-" else if( bUSAMethod && ( nMonth1 == 2 && ( nDay1 == 29 ||"
-"( nDay1 == 28 && !bLeapYear1 ) ) ) )\n"
-" nDay1 = 30;\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"
@@ -906,23 +942,26 @@ std::string GetDiffDate360_=
" else\n"
" nDay2 = 30;\n"
" }\n"
-" return nDay2 + nMonth2 * 30 + nYear2 * 360 - nDay1 - nMonth1 * 30 -
nYear1 * 360;\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";
+"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"
+"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"
+" return GetDiffDate360_( nDay1, nMonth1, nYear1, IsLeapYear( nYear1 ), "
+"nDay2, nMonth2, nYear2, bUSAMethod );\n"
"}\n";
#endif
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