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-rw-r--r--sc/source/core/opencl/op_financial.cxx4791
1 files changed, 4791 insertions, 0 deletions
diff --git a/sc/source/core/opencl/op_financial.cxx b/sc/source/core/opencl/op_financial.cxx
new file mode 100644
index 000000000..30a47cbfb
--- /dev/null
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -0,0 +1,4791 @@
+/* -*- 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/.
+ */
+
+#include "op_financial.hxx"
+
+#include <formula/vectortoken.hxx>
+#include <sstream>
+
+using namespace formula;
+
+namespace sc::opencl {
+// Definitions of inline functions
+#include "opinlinefun_finacial.cxx"
+
+void RRI::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() <<";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double fv;\n";
+ ss << " double pv;\n";
+ ss << " double nper;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ ss<< " int buffer_nper_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+
+ ss<< " int buffer_pv_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+
+ ss<< " int buffer_fv_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+
+ ss<<" if(gid0>=buffer_nper_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" nper = 0;\n\telse \n";
+ ss<<" nper = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+
+ ss<<" if(gid0>=buffer_pv_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" pv = 0;\n\telse \n";
+ ss<<" pv = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+
+ ss<<" if(gid0>=buffer_pv_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" fv = 0;\n\telse \n";
+ ss<<" fv = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ ss << " tmp = pow(fv*pow(pv,-1),1.0*pow(nper,-1))-1;\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpNominal::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "double temp = 0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp0=0,tmp1=0;\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if (isnan(temp))\n";
+ ss <<" tmp"<<i<<"= 0;\n";
+ ss <<" else\n";
+ ss <<" tmp"<<i<<"=temp;\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
+);
+ ss <<";\n";
+ }
+ }
+ ss<<"if(tmp1==0)\n\t";
+ ss<<"\treturn 0;\n\t";
+ ss<<"tmp=pow( tmp1,-1);\n\t";
+ ss<<"tmp=( pow( tmp0+ 1.0, tmp ) - 1.0 ) *";
+ ss<<"tmp1;\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+void OpDollarde::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fInt = " << GetBottom() <<";\n\t";
+ ss << "double dollar;\n\t";
+ ss << "double fFrac;\n\t";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss<< "int buffer_dollar_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_frac_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<<"if((gid0)>=buffer_dollar_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"dollar = 0;\n\telse \n\t\t";
+ ss<<"dollar = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if((gid0)>=buffer_frac_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"fFrac = 0;\n\telse \n\t\t";
+ ss<<"fFrac = (int)(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<");\n\t";
+ ss << "tmp = modf( dollar , &fInt );\n\t";
+ ss << "tmp /= fFrac;\n\t";
+ ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
+ ss << "tmp += fInt;\t";
+ ss << "\n\treturn tmp;\n";
+ ss << "}";
+}
+
+void OpDollarfr::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double fInt = " << GetBottom() <<";\n\t";
+ ss << "double dollar;\n\t";
+ ss << "double fFrac;\n\t";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss<< "int buffer_dollar_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_frac_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<<"if((gid0)>=buffer_dollar_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"dollar = 0;\n\telse \n\t\t";
+ ss<<"dollar = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if((gid0)>=buffer_frac_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"fFrac = 0;\n\telse \n\t\t";
+ ss<<"fFrac = (int)(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<");\n\t";
+ ss << "tmp = modf( dollar , &fInt );\n\t";
+ ss << "tmp *= fFrac;\n\t";
+ ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
+ ss << "tmp += fInt;\t";
+ ss << "\n\treturn tmp;\n";
+ ss << "}";
+}
+
+void OpDISC::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearFrac_newDecl);decls.insert(DaysToDate_newDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+ funs.insert(GetYearFrac_new);funs.insert(DaysToDate_new);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+
+void OpDISC::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() << "(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ 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 << " return tmp;\n";
+ 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(DateToDaysDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(IsLeapYearDecl);
+ funs.insert(GetYearDiff_new);funs.insert(GetDiffDate_new);
+ funs.insert(DaysToDate_new);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(DaysInMonth);
+ funs.insert(IsLeapYear);
+}
+
+void OpINTRATE::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() << "(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ ss << " int nNullDate = GetNullDate();\n";
+ ss << " tmp = ((arg3 / arg2) - 1) / GetYearDiff_new(nNullDate, (int)arg0,";
+ ss << " (int)arg1,(int)arg4);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpFV::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetFVDecl);
+ funs.insert(GetFV);
+}
+
+void OpFV::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ unsigned j = vSubArguments.size();
+ while (j--)
+ {
+ FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
+ assert(pCur);
+ if(pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << j << " = " <<GetBottom() << ";\n";
+ ss << " else\n";
+ ss << " arg" << j << " = ";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ }
+ }
+ ss << " tmp = GetFV(arg0, arg1, arg2, arg3, arg4);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpIPMT::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetFVDecl);
+ funs.insert(GetFV);
+}
+
+void OpIPMT::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ ss << " double arg5 = " << GetBottom() << ";\n";
+ unsigned j = vSubArguments.size();
+ while (j--)
+ {
+ FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
+ assert(pCur);
+ if(pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << j << " = " <<GetBottom() << ";\n";
+ ss << " else\n";
+ ss << " arg" << j << " = ";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ }
+ }
+ ss << " double pmt ;\n";
+ ss << " if(arg0 == 0.0)\n";
+ ss << " return 0;\n";
+ ss << " double temp1 = 0;\n";
+ ss << " double abl = pow(1.0 + arg0, arg2);\n";
+ ss << " temp1 -= arg4;\n";
+ ss << " temp1 -= arg3 * abl;\n";
+ ss << " pmt = temp1 / (1.0 + arg0 * arg5) /";
+ ss << " ( (abl - 1.0) / arg0);\n";
+ ss << " double temp = pow( 1 + arg0, arg1 - 2);\n";
+ ss << " if(arg1 == 1.0)\n";
+ ss << " {\n";
+ ss << " if(arg5 > 0.0)\n";
+ ss << " tmp = 0.0;\n";
+ ss << " else\n";
+ ss << " tmp = -arg3;\n";
+ ss << " }\n";
+ ss << " else\n";
+ ss << " {\n";
+ ss << " if(arg5 > 0.0)\n";
+ ss << " tmp = GetFV(arg0, arg1 - 2.0, pmt, arg3, 1.0)";
+ ss << " - pmt;\n";
+ ss << " else\n";
+ ss << " tmp = GetFV(arg0, arg1 - 1.0, pmt, arg3, 0.0);\n";
+ ss << " }\n";
+ ss << " tmp = tmp * arg0;\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+void OpISPMT::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ ss << " tmp = arg3 * arg0 * ( arg1 - arg2) * pow(arg2, -1);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpPDuration::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ ss << " tmp = log(arg2 * pow( arg1,-1)) / log(arg0 + 1.0);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpDuration_ADD::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetDurationDecl);decls.insert(lcl_GetcoupnumDecl);
+ decls.insert(GetYearFracDecl);decls.insert(DaysToDateDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+ funs.insert(GetDuration);funs.insert(lcl_Getcoupnum);
+ funs.insert(GetYearFrac);funs.insert(DaysToDate);
+ funs.insert(GetNullDate);funs.insert(DateToDays);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+
+void OpDuration_ADD::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ ss << " double arg5 = " << GetBottom() << ";\n";
+ unsigned j = vSubArguments.size();
+ while (j--)
+ {
+ FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
+ assert(pCur);
+ if(pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << j << " = " <<GetBottom() << ";\n";
+ ss << " else\n";
+ ss << " arg" << j << " = ";
+ ss << vSubArguments[j]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ }
+ }
+ ss << " int nNullDate = GetNullDate();\n";
+ ss << " tmp = GetDuration( nNullDate, (int)arg0, (int)arg1, arg2,";
+ ss << " arg3, (int)arg4, (int)arg5);\n";
+ ss << " return tmp;\n";
+ 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(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(addMonths);funs.insert(checklessthan);
+ funs.insert(setDay);funs.insert(ScaDate);
+ funs.insert(GetYearFrac);funs.insert(DaysToDate);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+
+void OpMDuration::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() << ";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ ss << " double arg2 = " << GetBottom() << ";\n";
+ ss << " double arg3 = " << GetBottom() << ";\n";
+ ss << " double arg4 = " << GetBottom() << ";\n";
+ ss << " double arg5 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ ss << " int nNullDate = 693594;\n";
+ ss << " tmp = GetDuration_new( 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";
+ ss << "}";
+}
+void Fvschedule::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ CHECK_PARAMETER_COUNT( 2, 2 );
+ FormulaToken* pCur = vSubArguments[1]->GetFormulaToken();
+ assert(pCur);
+ if(vSubArguments[0]->GetFormulaToken()->GetType() != formula::svDoubleVectorRef)
+ throw Unhandled( __FILE__, __LINE__ );
+ const formula::DoubleVectorRefToken* pCurDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 1.0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss << "if (isnan(arg0))\n\t\t";
+ ss << "arg0 = 0;\n\t";
+ ss << "double arg1;\n\t";
+ ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
+ ss << "for (int i = 0; i + gid0 < arrayLength &&";
+ ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
+ ss << "arg1 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n\t\t\t";
+ ss << "if (isnan(arg1))\n\t\t\t\t";
+ ss << "arg1 = 0;\n\t\t\t";
+ ss << "tmp *= arg1 + 1.0;\n\t\t";
+ ss << "}\n\t";
+ ss << "return (double)tmp * arg0";
+ ss << ";\n}";
+}
+void Cumipmt::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetPMT_newDecl); decls.insert(GetFV_newDecl);
+ funs.insert(GetPMT_new);funs.insert(GetFV_new);
+}
+void Cumipmt::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double fRate,fVal;\n";
+ ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fRate = 0;\n else\n";
+ }
+ ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nNumPeriods = 0;\n else\n";
+ }
+ ss <<" nNumPeriods = (int)";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fVal = 0;\n else\n";
+ }
+ ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nStartPer = 0;\n else\n";
+ }
+ ss <<" nStartPer = (int)";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur4->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nEndPer = 0;\n else\n";
+ }
+ ss <<" nEndPer = (int)";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+
+ if(tmpCur5->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nPayType = 0;\n else\n";
+ }
+ ss <<" nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" double fPmt;\n";
+ ss <<" fPmt = GetPMT_new( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
+ ss <<" double tmp = 0.0;\n";
+ ss <<" if( nStartPer == 1 )\n";
+ ss <<" {\n";
+ ss <<" if( nPayType <= 0 )\n";
+ ss <<" tmp = -fVal;\n";
+ ss <<" nStartPer++;\n";
+ ss <<" }\n";
+ ss <<" for( ; nStartPer<= nEndPer ; nStartPer++ )\n";
+ ss <<" {\n";
+ ss <<" if( nPayType > 0 )\n";
+ ss <<" tmp += GetFV_new( fRate, nStartPer - 2 , ";
+ ss <<"fPmt, fVal, 1 ) - fPmt;\n";
+ ss <<" else\n";
+ ss <<" tmp += GetFV_new( fRate, nStartPer - 1 , ";
+ ss <<"fPmt, fVal, 0 );\n";
+ ss <<" }\n";
+ ss <<" tmp *= fRate;\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+
+void IRR::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() << "(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " #define Epsilon 1.0E-7\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ FormulaToken* pSur = vSubArguments[1]->GetFormulaToken();
+ assert(pSur);
+ ss << " double fEstimated = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " double fEps = 1.0;\n";
+ ss << " double x = 0.0, xNew = 0.0, fNumerator = 0.0, fDenominator = 0.0;\n";
+ ss << " double nCount = 0.0;\n";
+ if (pSur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pSur);
+ ss << " if (gid0 >= " << pSVR->GetArrayLength() << ")\n";
+ ss << " fEstimated = 0.1;\n";
+ ss << " if (isnan(fEstimated))\n";
+ ss << " x = 0.1;\n";
+ ss << " else\n";
+ }
+ else if (pSur->GetType() == formula::svDouble)
+ {
+ ss << " if (isnan(fEstimated))\n";
+ ss << " x = 0.1;\n";
+ ss << " else\n";
+ }
+ ss << " x = fEstimated;\n";
+ ss << " unsigned short nItCount = 0;\n";
+ ss << " while (fEps > Epsilon && nItCount < 20){\n";
+ ss << " nCount = 0.0; fNumerator = 0.0; fDenominator = 0.0;\n";
+ ss << " double arg0, arg1;\n";
+ ss << " int i = 0;\n";
+ FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pDVR =
+ static_cast<const formula::DoubleVectorRefToken* >(pCur);
+ size_t nCurWindowSize = pDVR->GetRefRowSize();
+ ss << " for ( ";
+ if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
+ ss << "i = gid0; i < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
+ ss << " arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " i++;;\n";
+ ss << " arg1 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (!isnan(arg0)){\n";
+ ss << " fNumerator += arg0 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " if (!isnan(arg1)){\n";
+ ss << " fNumerator += arg1 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << "if(i < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << ") ;{\n";
+ }
+ else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+ ss << "; i < " << pDVR->GetArrayLength();
+ ss << " && i < (gid0+" << nCurWindowSize << " )/2*2; i++){\n";
+ ss << " arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (!isnan(arg0)){\n";
+ ss << " fNumerator += arg0 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " i++;\n";
+ ss << " arg1 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (!isnan(arg1)){\n";
+ ss << " fNumerator += arg1 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount+=1;\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " if(i < " << pDVR->GetArrayLength();
+ ss << " && i < gid0+" << nCurWindowSize << "){\n";
+ }
+ else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+ ss << " ; i + gid0 < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << " /2*2; i++){\n";
+ ss << " arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " i++;;\n";
+ ss << " arg1 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (!isnan(arg0)){\n";
+ ss << " fNumerator += arg0 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " if (!isnan(arg1)){\n";
+ ss << " fNumerator += arg1 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount+=1;\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " if(i + gid0 < " << pDVR->GetArrayLength() << " &&";
+ ss << " i < " << nCurWindowSize << "){\n";
+
+ } else {
+ ss << "; i < " << nCurWindowSize << " /2*2; i++){\n";
+ ss << " arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " i++;;\n";
+ ss << " arg1 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (!isnan(arg0)){\n";
+ ss << " fNumerator += arg0 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg0/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " if (!isnan(arg1)){\n";
+ ss << " fNumerator += arg1 / pow(1.0 + x, nCount);\n";
+ ss << " fDenominator+=-1*nCount*arg1/pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount+=1;\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << "if(i<" << nCurWindowSize << "){\n";
+
+ }
+ ss << " arg0 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " if (isnan(arg0))\n";
+ ss << " continue;\n";
+ ss << " fNumerator += arg0 / pow(1.0+x, nCount);\n";
+ ss << " fDenominator += -nCount * arg0 / pow(1.0+x,nCount+1.0);\n";
+ ss << " nCount+=1;\n";
+ ss << " }\n";
+ ss << " xNew = x - fNumerator / fDenominator;\n";
+ ss << " fEps = fabs(xNew - x);\n";
+ ss << " x = xNew;\n";
+ ss << " nItCount++;\n }\n";
+ ss << " if (fEstimated == 0.0 && fabs(x) < Epsilon)\n";
+ ss << " x = 0.0;\n";
+ ss << " if (fEps < Epsilon)\n";
+ ss << " return x;\n";
+ ss << " else\n";
+ // FIXME: This is of course horribly wrong. 523 is the error code NoConvergence, and this should
+ // be CreateDoubleError(523). Ditto for the other occurrences of 523 in the OpenCL code
+ // generated in this file.
+ ss << " return (double)523;\n";
+ ss << "}";
+}
+
+void XNPV::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pCurDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"( ";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+
+ ss << ") {\n\t";
+ ss << "double result = 0.0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "int i=0;\n\t";
+ ss << "double date;\n\t";
+ ss << "double value;\n\t";
+ ss << "double rate;\n\t";
+ ss << "double dateNull;\n\t";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::DoubleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::DoubleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::DoubleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::DoubleVectorRefToken *>(tmpCur2);
+ ss<< "int buffer_rate_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_value_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_date_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss<<"if((gid0)>=buffer_date_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"return NAN;\n\telse \n";
+ ss<<"dateNull = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if((gid0)>=buffer_rate_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"return NAN;\n\telse \n";
+ ss<<"rate = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(1 == buffer_date_len )\n";
+ ss<<"return ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss << "for (int i = ";
+ if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed())
+ {
+ ss << "gid0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
+ {
+ ss << "0; i < gid0+"<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ else
+ {
+ ss << "0; i < "<< nCurWindowSize <<"; i++)\n\t\t";
+ }
+ ss << "{\n\t";
+ if (!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
+ {
+ ss << "if((i+gid0)>=buffer_value_len || (i+gid0)>=buffer_date_len)\n\t\t";
+ ss << "return result;\n\telse \n\t\t";
+ }
+ else
+ {
+ ss << "if(i>=buffer_value_len || i>=buffer_date_len)\n\t\t";
+ ss << "return result;\n\telse \n\t\t";
+ }
+
+ ss << "value = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef(true);
+ ss << ";\n";
+ ss << " date = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef(true);
+ ss << ";\n";
+ ss << "result += value/(pow((rate+1),(date-dateNull)/365));\n";
+ ss << "}\n";
+ ss << "return result;\n";
+ ss << "}";
+}
+
+ void PriceMat::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+
+ funs.insert(GetYearFrac);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(DaysToDate);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+void PriceMat::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double result=0;\n\t";
+ ss<< "int nNullDate = GetNullDate( );\n\t";
+ ss <<"int settle;\n\t";
+ ss <<"int mat;\n\t";
+ ss <<"int issue;\n\t";
+ ss <<"double rate;\n\t";
+ ss <<"double yield;\n\t";
+ ss <<"int nBase;\n\t";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+
+ ss<< "int buffer_settle_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_mat_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_issue_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_rate_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_yield_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+ ss<< "int buffer_base_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss << ";\n\t";
+ ss<<"if(gid0>=buffer_settle_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"settle = 0;\n\telse \n\t\t";
+ ss<<"settle = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(gid0>=buffer_mat_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"mat = 0;\n\telse \n\t\t";
+ ss<<"mat = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(gid0>=buffer_issue_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"issue = 0;\n\telse \n\t\t";
+ ss<<"issue = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(gid0>=buffer_rate_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"rate = 0;\n\telse \n\t\t";
+ ss<<"rate = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(gid0>=buffer_yield_len || isnan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"yield = 0;\n\telse \n\t\t";
+ ss<<"yield = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<<"if(gid0>=buffer_base_len || isnan(";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"nBase = 0;\n\telse \n\t\t";
+ ss<<"nBase = ";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
+ ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
+ ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
+ ss<<"result = 1.0 + fIssMat * rate;\n\t";
+ ss<<"result /= 1.0 + fSetMat * yield;\n\t";
+ ss<<"result -= fIssSet * rate;\n\t";
+ ss<<"result*= 100.0;\n\t";
+ ss<<"return result;\n\t";
+ ss<<"}\n";
+}
+
+void OpSYD::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double result=0;\n";
+ ss << " double cost;\n";
+ ss << " double salvage;\n";
+ ss << " double life;\n";
+ ss << " double period;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+
+ ss << " int buffer_cost_len = ";
+ ss << tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+
+ ss << " int buffer_salvage_len = ";
+ ss << tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+
+ ss << " int buffer_life_len = ";
+ ss << tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+ ss << " int buffer_period_len = ";
+ ss << tmpCurDVR3->GetArrayLength();
+ ss << ";\n";
+
+ ss <<" if(gid0>=buffer_cost_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" cost = 0;\n\telse \n";
+ ss <<" cost = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0>=buffer_salvage_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" salvage = 0;\n\telse \n";
+ ss <<" salvage = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0>=buffer_life_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" life = 0;\n\telse \n";
+ ss <<" life = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0>=buffer_period_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" period = 0;\n\telse \n";
+ ss <<" period = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" double tmpvalue = ((life*(life+1))*pow(2.0,-1));\n";
+ ss <<" result = ((cost-salvage)*(life-period+1)";
+ ss << "*pow(tmpvalue,-1));\n";
+ ss <<" return result;\n";
+ ss <<"}\n";
+}
+
+void MIRR::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ FormulaToken* pCur = vSubArguments[0]->GetFormulaToken();
+ assert(pCur);
+ const formula::DoubleVectorRefToken* pCurDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pCurDVR->GetRefRowSize();
+ FormulaToken* pCur1 = vSubArguments[1]->GetFormulaToken();
+ assert(pCur1);
+ const formula::SingleVectorRefToken* pSVR1 =
+ static_cast< const formula::SingleVectorRefToken* >(pCur1);
+ assert(pSVR1);
+ FormulaToken* pCur2 = vSubArguments[2]->GetFormulaToken();
+ assert(pCur2);
+ const formula::SingleVectorRefToken* pSVR2 =
+ static_cast< const formula::SingleVectorRefToken* >(pCur2);
+ assert(pSVR2);
+
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double arg0, arg1, arg2;\n\t";
+ ss << "arg1 = " << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss << "arg2 = " << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss << "int argLen1 = " << pSVR1->GetArrayLength() << ";\n\t";
+ ss << "int argLen2 = " << pSVR2->GetArrayLength() << ";\n\t";
+ ss << "if (gid0 >= argLen1)\n\t\t";
+ ss << "arg1 = 0.0;\n\t";
+ ss << "if (gid0 >= argLen2)\n\t\t";
+ ss << "arg2 = 0.0;\n\t";
+ ss << "if (isnan(arg1))\n\t\t";
+ ss << "arg1 = 0.0;\n\t";
+ ss << "if (isnan(arg2))\n\t\t";
+ ss << "arg2 = 0.0;\n\t";
+ ss << "double invest = arg1 + 1.0;\n\t";
+ ss << "double reinvest = arg2 + 1.0;\n\t";
+ ss << "double NPV_invest = 0.0;\n\t";
+ ss << "double Pow_invest = 1.0;\n\t";
+ ss << "double NPV_reinvest = 0.0;\n\t";
+ ss << "double Pow_reinvest = 1.0;\n\t";
+ ss << "int nCount = 0;\n\t";
+ ss << "int arrayLength = " << pCurDVR->GetArrayLength() << ";\n\t";
+ ss << "for (int i = 0; i + gid0 < arrayLength &&";
+ ss << " i < " << nCurWindowSize << "; i++){\n\t\t";
+ ss << "arg0 = " << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss << ";\n\t\t";
+ ss << "if (isnan(arg0))\n\t\t\t";
+ ss << "continue;\n\t\t";
+ ss << "if (arg0 > 0.0)\n\t\t\t";
+ ss << "NPV_reinvest += arg0 * Pow_reinvest;\n\t\t";
+ ss << "else if (arg0 < 0.0)\n\t\t\t";
+ ss << "NPV_invest += arg0 * Pow_invest;\n\t\t";
+ ss << "Pow_reinvest /= reinvest;\n\t\t";
+ ss << "Pow_invest /= invest;\n\t\t";
+ ss << "nCount++;\n\t";
+ ss << "}\n\t";
+ ss << "tmp = ";
+ ss << "-NPV_reinvest /NPV_invest * pow(reinvest,(double)nCount-1);\n\t";
+ ss << "tmp = pow(tmp, 1.0 / (nCount - 1)) - 1.0;\n\t";
+ ss << "return (double)tmp;\n";
+ ss << "}";
+}
+
+void OpEffective::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_" << BinFuncName() << "(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() <<";\n";
+ ss << " int gid0 = get_global_id(0);\n\t";
+ ss << " double arg0 = " << GetBottom() << ";\n";
+ ss << " double arg1 = " << GetBottom() << ";\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << " {\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " arg" << i << " = 0;\n";
+ ss << " else\n";
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " arg" << i << " = ";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
+ }
+ }
+ ss << " tmp = pow(1.0 + arg0 * pow(arg1, -1), arg1)-1.0;\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+ void OpTbilleq::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetDiffDate360_Decl);decls.insert(GetDiffDate360Decl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
+ decls.insert(IsLeapYearDecl);
+ funs.insert(GetDiffDate360_);funs.insert(GetDiffDate360);
+ funs.insert(DateToDays);funs.insert(DaysToDate_LocalBarrier);
+ funs.insert(DaysInMonth);funs.insert(GetNullDate);
+ funs.insert(IsLeapYear);
+}
+void OpTbilleq::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << "double tmp = 0;\n\t";
+ ss << "double tmp000;\n\t";
+ ss << "double tmp001;\n\t";
+ ss << "double tmp002;\n\t";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ ss<< "int buffer_tmp000_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp001_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp002_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp000_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp000 = 0;\n\telse \n\t\t";
+ ss<<"tmp000 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp001_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp001 = 0;\n\telse \n\t\t";
+ ss<<"tmp001 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp002_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp002 = 0;\n\telse \n\t\t";
+ ss<<"tmp002 = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"tmp001+=1.0;\n";
+ ss<<"int nDiff =GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
+ ss<<"tmp =( 365 * tmp002 ) / ( 360 - ( tmp002 * ( nDiff ) ) );\n";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+void OpCumprinc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetPMT_newDecl); decls.insert(GetFV_newDecl);
+ funs.insert(GetPMT_new);funs.insert(GetFV_new);
+}
+void OpCumprinc::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() <<";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double fRate,fVal;\n";
+ ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fRate = 0;\n else\n";
+ }
+ ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nNumPeriods = 0;\n else\n";
+ }
+ ss <<" nNumPeriods = (int)";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fVal = 0;\n else\n";
+ }
+ ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nStartPer = 0;\n else\n";
+ }
+ ss <<" nStartPer = (int)";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur4->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nEndPer = 0;\n else\n";
+ }
+ ss <<" nEndPer = (int)";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+
+ if(tmpCur5->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nPayType = 0;\n else\n";
+ }
+ ss <<" nPayType = (int)";
+ ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" double fPmt;\n";
+ ss <<" fPmt = GetPMT_new( fRate, nNumPeriods,fVal,0.0,nPayType );\n";
+ ss <<" if(nStartPer == 1)\n";
+ ss <<" {\n";
+ ss <<" if( nPayType <= 0 )\n";
+ ss <<" tmp = fPmt + fVal * fRate;\n";
+ ss <<" else\n";
+ ss <<" tmp = fPmt;\n";
+ ss <<" nStartPer=nStartPer+1;\n";
+ ss <<" }\n";
+ ss <<" for( int i = nStartPer ; i <= nEndPer ; i++ )\n";
+ ss <<" {\n";
+ ss <<" if( nPayType > 0 )\n";
+ ss <<" tmp += fPmt - ( GetFV_new( fRate,i - 2,";
+ ss <<"fPmt,fVal,1)- fPmt ) * fRate;\n";
+ ss <<" else\n";
+ ss <<" tmp += fPmt - GetFV_new( fRate, i - 1,";
+ ss <<"fPmt,fVal,0 ) * fRate;\n";
+ ss <<" }\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpAccrint::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);funs.insert(GetDiffDate);
+}
+void OpAccrint::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName,
+ SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double tmp = 0;\n";
+ ss << " int nStartDate,nEndDate,mode,freq;\n";
+ ss << " int nDays1stYear=0;\n";
+ ss << " double fVal,fRate;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ FormulaToken* tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ FormulaToken* tmpCur6 = vSubArguments[6]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur6);
+ ss<< " int buffer_nIssue_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss<< ";\n";
+ ss<< " int buffer_nSettle_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss<< ";\n";
+ ss<< " int buffer_fRate_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss<< ";\n";
+ ss<< " int buffer_fVal_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss<< ";\n";
+ ss<< " int buffer_nFreq_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss<< ";\n";
+ ss<< " int buffer_nMode_len = ";
+ ss<< tmpCurDVR6->GetArrayLength();
+ ss << ";\n";
+ ss<<" if(gid0 >= buffer_nIssue_len || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nStartDate = 0;\n else\n";
+ ss <<" nStartDate=(int)";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_nSettle_len || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nEndDate = 0;\n else\n";
+ ss <<" nEndDate=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" if(gid0 >= buffer_fRate_len || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fRate = 0;\n else\n";
+ ss <<" fRate=";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_fVal_len || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fVal = 0;\n else\n";
+ ss <<" fVal=";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_nFreq_len || isnan(";
+ ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" freq = 0;\n else\n";
+ ss <<" freq= (int)";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_nMode_len || isnan(";
+ ss <<vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" mode = 0;\n else\n";
+ ss <<" mode = (int)";
+ ss << vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" int nNullDate=GetNullDate();\n";
+ ss <<" int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
+ ss <<"nEndDate, mode,&nDays1stYear);\n";
+ ss <<" tmp = fVal*fRate*convert_double(nTotalDays)";
+ ss <<"/convert_double(nDays1stYear);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+
+void OpAccrintm::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl); decls.insert(GetDiffDateDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);funs.insert(GetDiffDate);
+}
+void OpAccrintm::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp = " << GetBottom() <<";\n\t";
+ ss << "int nStartDate,nEndDate,mode;\n\t";
+ ss << "double fRate,fVal;\n\t";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss<< "int buffer_nIssue_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_nSettle_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_fRate_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_fVal_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_nMode_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+ ss <<"if(gid0 >= buffer_nIssue_len || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nStartDate = 0;\n\telse\n\t\t";
+ ss << "nStartDate=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
+ ss <<"if(gid0 >= buffer_nSettle_len || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"nEndDate = 0;\n\telse\n\t\t";
+ ss << "nEndDate=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+
+ ss <<"if(gid0 >= buffer_fRate_len || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"fRate = 0;\n\telse\n\t\t";
+ ss << "fRate=";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n\t";
+ ss <<"if(gid0 >= buffer_fVal_len || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"fVal = 0;\n\telse\n\t\t";
+ ss << "fVal=";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss <<"if(gid0 >= buffer_nMode_len || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n\t\t";
+ ss <<"mode = 0;\n\telse\n\t\t";
+ ss << "mode = (int)";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss << ";\n\t";
+ ss <<"int nDays1stYear=0;\n\t";
+ ss <<"int nNullDate=GetNullDate();\n\t";
+ ss <<"int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
+ ss <<"nEndDate, mode,&nDays1stYear);\n\t";
+ ss <<"tmp = fVal*fRate*convert_double(nTotalDays)";
+ ss <<"/convert_double(nDays1stYear);\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+ void OpYield::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(getYield_Decl);decls.insert(getPrice_Decl);
+ decls.insert(coupnumDecl);decls.insert(coupdaysncDecl);
+ decls.insert(coupdaybsDecl);decls.insert(coupdaysDecl);
+ decls.insert(lcl_GetcoupnumDecl);decls.insert(lcl_GetcoupdaysDecl);
+ decls.insert(lcl_GetcoupdaybsDecl);decls.insert(getDiffDecl);
+ decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
+ decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
+ decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(IsLeapYearDecl);
+
+ 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);
+ funs.insert(lcl_Getcoupdaybs);funs.insert(getDiff);
+ funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
+ funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
+ funs.insert(addMonths);funs.insert(ScaDate);
+ funs.insert(GetNullDate);funs.insert(DateToDays);
+ funs.insert(DaysToDate);funs.insert(DaysInMonth);
+ funs.insert(IsLeapYear);
+}
+
+void OpYield::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp000;\n\t";
+ ss << "double tmp001;\n\t";
+ ss << "double tmp002;\n\t";
+ ss << "double tmp003;\n\t";
+ ss << "double tmp004;\n\t";
+ ss << "double tmp005;\n\t";
+ ss << "double tmp006;\n\t";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+
+ FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur6);
+
+ ss<< "int buffer_tmp000_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp001_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp002_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp003_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp004_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp005_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp006_len = ";
+ ss<< tmpCurDVR6->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp000_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp000 = 0;\n\telse \n\t\t";
+ ss<<"tmp000 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp001_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp001 = 0;\n\telse \n\t\t";
+ ss<<"tmp001 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp002_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp002 = 0;\n\telse \n\t\t";
+ ss<<"tmp002 = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp003_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp003 = 0;\n\telse \n\t\t";
+ ss<<"tmp003 = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp004_len || isnan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp004 = 0;\n\telse \n\t\t";
+ ss<<"tmp004 = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp005_len || isnan(";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp005 = 0;\n\telse \n\t\t";
+ ss<<"tmp005 = ";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp006_len || isnan(";
+ ss << vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp006 = 0;\n\telse \n\t\t";
+ ss<<"tmp006 = ";
+ ss << vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss << "tmp = getYield_(";
+ ss << "GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005,tmp006);\n\t ";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+void OpSLN::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double cost;\n";
+ ss << " double salvage;\n";
+ ss << " double life;\n";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0=
+ static_cast<const formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1=
+ static_cast<const formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2=
+ static_cast<const formula::SingleVectorRefToken *>(tmpCur2);
+ ss<< " int buffer_cost_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_salvage_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_life_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+ ss<<" if(gid0>=buffer_cost_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" cost = 0;\n\telse \n";
+ ss<<" cost = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ ss<<" if(gid0>=buffer_salvage_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" salvage = 0;\n\telse \n";
+ ss<<" salvage = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ ss<<" if(gid0>=buffer_life_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" life = 0;\n\telse \n";
+ ss<<" life = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ ss << " tmp = (cost-salvage)*pow(life,-1);\n";
+ ss << " return tmp;\n";
+ 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(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+ decls.insert(GetYieldmatDecl);
+
+ funs.insert(GetYearFrac_new);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(DaysToDate_new);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+ funs.insert(GetYieldmat);
+}
+
+void OpYieldmat::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp000;\n\t";
+ ss << "double tmp001;\n\t";
+ ss << "double tmp002;\n\t";
+ ss << "double tmp003;\n\t";
+ ss << "double tmp004;\n\t";
+ ss << "double tmp005;\n\t";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+
+ ss<< "int buffer_tmp000_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp001_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp002_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp003_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp004_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp005_len = ";
+ ss<< tmpCurDVR5->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp000_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp000 = 0;\n\telse \n\t\t";
+ ss<<"tmp000 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp001_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp001 = 0;\n\telse \n\t\t";
+ ss<<"tmp001 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp002_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp002 = 0;\n\telse \n\t\t";
+ ss<<"tmp002 = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp003_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp003 = 0;\n\telse \n\t\t";
+ ss<<"tmp003 = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp004_len || isnan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp004 = 0;\n\telse \n\t\t";
+ ss<<"tmp004 = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp005_len || isnan(";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp005 = 0;\n\telse \n\t\t";
+ ss<<"tmp005 = ";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss << "tmp = GetYieldmat(";
+ ss<<"GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005);\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+void OpPMT::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss<<") {\n";
+ ss<<" double tmp = 0;\n";
+ ss<<" double temp=0.0;\n";
+ ss<<" int gid0 = get_global_id(0);\n";
+ ss<<" double tmp0=0,tmp1=0,tmp2=0;\n";
+ ss<<" double tmp3=0,tmp4=0;\n";
+ ss <<"\n ";
+ //while (i-- > 1)
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if (isnan(temp))\n";
+ ss <<" tmp"<<i<<"= 0;\n";
+ ss <<" else\n";
+ ss <<" tmp"<<i<<"=temp;\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss<<" if(tmp0==0.0)\n";
+ ss<<" return -(tmp2+tmp3)/tmp1;\n";
+ ss<<" tmp-=tmp3;\n";
+ ss<<" tmp=tmp-tmp2*pow(1.0+tmp0,tmp1);\n";
+ ss<<" tmp=tmp*pow(( (1.0+tmp0*tmp4)* ";
+ ss<<"( (pow(1.0+tmp0,tmp1)-1.0)/tmp0)),-1);\n";
+ ss<<" return tmp;\n";
+ ss<<"}";
+}
+
+void OpNPV::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0.0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nCount = 1;\n";
+ ss << " double arg0=";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ //while (i-- > 1)
+ for (size_t i = 1; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svDoubleVectorRef)
+ {
+ const formula::DoubleVectorRefToken* pDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pDVR->GetRefRowSize();
+ ss << " for (int i = ";
+ if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
+ ss << "gid0; i < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << "; i++){\n";
+ } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+ ss << "0; i < " << pDVR->GetArrayLength();
+ ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
+ } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+ ss << "0; i + gid0 < " << pDVR->GetArrayLength();
+ ss << " && i < "<< nCurWindowSize << "; i++){\n";
+ }
+ else {
+ ss << "0; i < "<< nCurWindowSize << "; i++){\n";
+ }
+ }
+ else if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+ else
+ {
+ ss << "nCount += 1;\n";
+ }
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " double temp=";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss << " double temp1=1.0;";
+ ss << " if (isnan(temp)){\n";
+ ss << " tmp += 0;}\n";
+ ss << " else{\n";
+ ss << " for(int i=1;i<nCount;i+=2)\n";
+ ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
+ ss << " if(nCount%2)\n";
+ ss << " temp1*=1.0f+ arg0;\n";
+ ss << " tmp +=temp/ temp1;\n";
+ ss << " nCount += 1;\n";
+ ss << " }\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss << " double temp=";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss << " double temp1=1.0;";
+ ss << " for(int i=1;i<nCount;i+=2)";
+ ss << " temp1*=pow(1.0f+ arg0 ,2);\n";
+ ss << " if(nCount%2)";
+ ss << " temp1*=1.0f+ arg0;\n";
+ ss << " tmp +=temp/ temp1;\n";
+ ss << " nCount += 1;\n";
+ }
+ }
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+ void OpPrice::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+ {
+ decls.insert(getPrice_new_Decl);
+ 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(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);
+ 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(setDay);funs.insert(checklessthan);
+ funs.insert(lcl_Getcoupnum_new);
+ funs.insert(coupnum_new);funs.insert(getPrice_new);
+ }
+void OpPrice::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss<<") {\n";
+ ss<<" double tmp = 0;\n";
+ ss<<" int gid0 = get_global_id(0);\n";
+ ss<<" double tmp0=0;\n";
+ ss<<" double tmp1=0;\n";
+ ss<<" double tmp2=0;\n";
+ ss<<" double tmp3=0;\n";
+ ss<<" double tmp4=0,tmp5=0;\n";
+ ss<<" double tmp6=0;\n";
+ ss<<"\n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n }\n";
+ }
+ else
+ {
+ ss << " tmp"<<i<<"=";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss << " if(tmp4*tmp5 == 0) return NAN;\n";
+ ss << " tmp = getPrice_(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+void OpOddlprice::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetOddlpriceDecl);decls.insert(GetDiffDateDecl);
+ decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(GetYearFracDecl);
+ funs.insert(GetOddlprice);funs.insert(GetDiffDate);
+ funs.insert(GetYearDiff);funs.insert(IsLeapYear);
+ funs.insert(GetNullDate);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetYearFrac);
+}
+void OpOddlprice::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss <<") {\n";
+ ss <<" double tmp = 0;\n";
+ ss <<" int gid0 = get_global_id(0);\n";
+ ss <<" double tmp0=0;\n";
+ ss <<" double tmp1=0;\n";
+ ss <<" double tmp2=0;\n";
+ ss <<" double tmp3=0;\n";
+ ss <<" double tmp4=0;\n";
+ ss <<" double tmp5=0;\n";
+ ss <<" double tmp6=0;\n";
+ ss <<" double tmp7=0;\n";
+ ss <<" \n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svDoubleVectorRef)
+ {
+ const formula::DoubleVectorRefToken* pDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pDVR->GetRefRowSize();
+ ss << " for (int i = ";
+ if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
+ ss << "gid0; i < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << "; i++){\n";
+ } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+ ss << "0; i < " << pDVR->GetArrayLength();
+ ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
+ } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+ ss << "0; i + gid0 < " << pDVR->GetArrayLength();
+ ss << " && i < "<< nCurWindowSize << "; i++){\n";
+ }
+ else {
+ ss << "0; i < "<< nCurWindowSize << "; i++){\n";
+ }
+ }
+ else if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss <<" int nNullDate = GetNullDate();\n";
+ ss <<" tmp = GetOddlprice(nNullDate,tmp0,tmp1,";
+ ss <<"tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpOddlyield::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetDiffDateDecl);decls.insert(DaysToDateDecl);
+ decls.insert(GetYearDiffDecl);decls.insert(IsLeapYearDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysInMonthDecl);
+ decls.insert(GetYearFracDecl);decls.insert(GetOddlyieldDecl);
+ funs.insert(GetDiffDate);funs.insert(DaysToDate);
+ funs.insert(GetYearDiff);funs.insert(IsLeapYear);
+ funs.insert(GetNullDate);funs.insert(DaysInMonth);
+ funs.insert(DateToDays);
+ funs.insert(GetYearFrac);funs.insert(GetOddlyield);
+}
+void OpOddlyield::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss <<") {\n";
+ ss <<" double tmp = 0;\n";
+ ss <<" int gid0 = get_global_id(0);\n";
+ ss <<" double tmp0=0;\n";
+ ss <<" double tmp1=0;\n";
+ ss <<" double tmp2=0;\n";
+ ss <<" double tmp3=0;\n";
+ ss <<" double tmp4=0;\n";
+ ss <<" double tmp5=0;\n";
+ ss <<" double tmp6=0;\n";
+ ss <<" double tmp7=0;\n";
+ ss <<" \n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svDoubleVectorRef)
+ {
+ const formula::DoubleVectorRefToken* pDVR =
+ static_cast<const formula::DoubleVectorRefToken *>(pCur);
+ size_t nCurWindowSize = pDVR->GetRefRowSize();
+ ss << " for (int i = ";
+ if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
+ ss << "gid0; i < " << pDVR->GetArrayLength();
+ ss << " && i < " << nCurWindowSize << "; i++){\n";
+ } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+ ss << "0; i < " << pDVR->GetArrayLength();
+ ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
+ } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+ ss << "0; i + gid0 < " << pDVR->GetArrayLength();
+ ss << " && i < "<< nCurWindowSize << "; i++){\n";
+ }
+ else {
+ ss << "0; i < "<< nCurWindowSize << "; i++){\n";
+ }
+ }
+ else if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss <<" int nNullDate = GetNullDate();\n";
+ ss <<" tmp = GetOddlyield(nNullDate,tmp0,tmp1";
+ ss <<",tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpPriceDisc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearDiffDecl);decls.insert(getDiffDecl);
+ decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
+ decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
+ decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(IsLeapYearDecl);decls.insert(GetDiffDateDecl);
+ funs.insert(GetYearDiff);funs.insert(getDiff);
+ funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
+ funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
+ funs.insert(addMonths);funs.insert(ScaDate);
+ funs.insert(GetNullDate);funs.insert(DateToDays);
+ funs.insert(DaysToDate);funs.insert(DaysInMonth);
+ funs.insert(IsLeapYear);funs.insert(GetDiffDate);
+}
+void OpPriceDisc::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss<<" double tmp0=0;\n";
+ ss<<" double tmp1=0;\n";
+ ss<<" double tmp2=0;\n";
+ ss<<" double tmp3=0;\n";
+ ss<<" double tmp4=0;\n";
+ ss <<" \n";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss <<" int nNullDate = GetNullDate();\n";
+ ss <<" tmp=tmp3* ( 1.0 -tmp2*GetYearDiff( nNullDate, ";
+ ss <<"tmp0,tmp1,tmp4));\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpNper::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+ {
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss <<" double tmp0=0;\n";
+ ss <<" double tmp1=0;\n";
+ ss <<" double tmp2=0;\n";
+ ss <<" double tmp3=0;\n";
+ ss <<" double tmp4=0;\n";
+
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " if (isnan(";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << "))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" }\n";
+ }
+ else
+ {
+ ss << " tmp"<<i<<"=";
+ ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ }
+ }
+ ss <<" if (tmp0 == 0.0)\n";
+ ss <<" tmp=(-1*(tmp2 + tmp3)/tmp1);\n";
+ ss <<" else if (tmp4 > 0.0)\n";
+ ss <<" tmp=log(-1*(tmp0*tmp3-tmp1*(1.0+tmp0))*";
+ ss <<"pow((tmp0*tmp2+tmp1*(1.0+tmp0)),-1))/log(1.0+tmp0);\n";
+ ss <<" else\n";
+ ss <<" tmp=log(-1*(tmp0*tmp3-tmp1)*pow(tmp0*tmp2+tmp1,-1))";
+ ss <<"/log(1.0+tmp0);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+ }
+
+void OpPPMT::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetFVDecl);
+ funs.insert(GetFV);
+}
+
+void OpPPMT::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ", ";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss<<") {\n";
+ ss<<" double tmp = 0;\n";
+ ss<<" int gid0 = get_global_id(0);\n";
+ ss<<" double arg=0;\n";
+ ss<<" double tmp0=0;\n";
+ ss<<" double tmp1=0;\n";
+ ss<<" double tmp2=0;\n";
+ ss<<" double tmp3=0;\n";
+ ss<<" double tmp4=0,tmp5=0;\n";
+ ss <<"\n ";
+ //while (i-- > 1)
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+ assert(pCur);
+ if (pCur->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+ }
+ else if (pCur->GetType() == formula::svDouble)
+ {
+ ss << "{\n";
+ }
+
+ if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+ {
+ ss << " arg=";
+ ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss << " if (isnan(arg))\n";
+ ss << " tmp"<<i<<"= 0;\n";
+ ss << " else\n";
+ ss << " tmp"<<i<<"=arg;\n";
+ ss << " }\n";
+ }
+ else
+ {
+ ss<<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ }
+ }
+ ss<<" double pmt=0 ;\n";
+ ss<<" if(tmp0==0.0)\n";
+ ss<<" return -(tmp3+tmp4)/tmp2;\n";
+ ss<<" pmt=pmt-tmp4-tmp3*pow(1.0+tmp0,tmp2);\n";
+ ss<<" pmt=pmt*pow(( (1.0+tmp0*tmp5)* ";
+ ss<<"( (pow(1.0+tmp0,tmp2)-1.0)/tmp0)),-1);\n";
+ ss<<" double temp = pow( 1+tmp0,tmp1-2);\n";
+ ss<<" double re;\n";
+ ss<<" if(tmp1==1.0){\n";
+ ss<<" if(tmp5>0.0)\n";
+ ss<<" re=0.0;\n";
+ ss<<" else\n";
+ ss<<" re=-tmp3;\n";
+ ss<<" }\n";
+ ss<<" else\n";
+ ss<<" {\n";
+ ss<<" if(tmp5>0.0)\n ";
+ ss<<" re=GetFV(tmp0, tmp1-2.0, pmt, tmp3, 1.0) - pmt;\n";
+ ss<<" else\n";
+ ss<<" re=GetFV(tmp0, tmp1-1.0, pmt, tmp3, 0.0);\n";
+ ss<<" }\n ";
+ ss<<" re = re * tmp0;\n";
+ ss<<" tmp = pmt - re;\n";
+ ss<<" return tmp;\n";
+ ss<<"}";
+}
+
+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(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);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays_new);
+ funs.insert(GetNullDate_new);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);
+}
+void OpCoupdaybs::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" tmp = coupdaybs_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+
+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(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);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays_new);
+ funs.insert(GetNullDate_new);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(setDay);funs.insert(checklessthan);
+ funs.insert(coupdays_new);
+}
+void OpCoupdays::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" tmp = coupdays_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss << "}";
+}
+void OpCouppcd::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl);
+ decls.insert(ScaDateDecl);
+ decls.insert(addMonthsDecl);
+ decls.insert(setDayDecl);decls.insert(checklessthanDecl);
+ decls.insert(lcl_GetCouppcdDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);
+ funs.insert(ScaDate);
+ funs.insert(addMonths);
+ funs.insert(setDay);funs.insert(checklessthan);
+ funs.insert(lcl_GetCouppcd);
+}
+void OpCouppcd::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName,
+ SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" int nNullDate=693594;\n";
+ ss <<" tmp = lcl_GetCouppcd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpCoupncd::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl);
+ decls.insert(ScaDateDecl);
+ decls.insert(addMonthsDecl);
+ decls.insert(setDayDecl);decls.insert(checklessthanDecl);
+ decls.insert(lcl_GetCoupncdDecl);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);
+ funs.insert(ScaDate);
+ funs.insert(addMonths);
+ funs.insert(setDay);funs.insert(checklessthan);
+ funs.insert(lcl_GetCoupncd);
+}
+void OpCoupncd::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" int nNullDate=693594;\n";
+ ss <<" tmp = lcl_GetCoupncd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+
+void OpCoupdaysnc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(IsLeapYearDecl); decls.insert(DaysInMonth_newDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(DateToDays_newDecl);
+ 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);
+ 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);
+}
+void OpCoupdaysnc::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName,
+ SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" tmp = coupdaysnc_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss << "}";
+}
+
+void OpCoupnum::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ 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);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth_new);
+ 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);
+}
+void OpCoupnum::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle,nMat,nFreq,nBase;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" nSettle = 0;\n else\n";
+ }
+ ss <<" nSettle=(int)";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nMat = 0;\n else\n";
+ }
+ ss <<" nMat=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFreq = 0;\n else\n";
+ }
+ ss << " nFreq=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase=(int)";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ ss <<" tmp = coupnum_new(nSettle,nMat,nFreq,nBase);\n";
+ ss <<" return tmp;\n";
+ ss << "}";
+}
+void OpAmordegrc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(nCorrValDecl); decls.insert(RoundDecl);
+ decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetNullDateDecl); decls.insert(GetYearFracDecl);
+ funs.insert(Round);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetNullDate);funs.insert(GetYearFrac);
+}
+void OpAmordegrc::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n ";
+ ss << "int gid0 = get_global_id(0);\n";
+ ss << " double tmp = " << GetBottom() <<";\n";
+ ss << " double fCost,fRestVal,fPer,fRate;\n";
+ ss << " int nDate,nFirstPer,nBase;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ FormulaToken *tmpCur6 = vSubArguments.size() < 7 ? nullptr : vSubArguments[6]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" fCost = 0;\n else\n";
+ }
+ ss << " fCost=";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nDate = 0;\n else\n";
+ }
+ ss << " nDate=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFirstPer = 0;\n else\n";
+ }
+ ss << " nFirstPer=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" fRestVal = 0;\n else\n";
+ }
+ ss << " fRestVal=";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur4->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss <<" if(isnan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
+ ss <<" fPer = 0;\n else\n";
+ }
+ ss << " fPer = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur5->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ ss <<" if(isnan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
+ ss <<" fRate = 0;\n else\n";
+ }
+ ss << " fRate=";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur6 == nullptr)
+ {
+ ss << " nBase = 0;\n";
+ }
+ else
+ {
+ if(tmpCur6->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR6=
+ static_cast<const formula::SingleVectorRefToken *>(tmpCur6);
+ ss <<" if(isnan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase = (int)";
+ ss << vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ }
+ ss <<" uint nPer = convert_int( fPer );\n";
+ ss <<" double fUsePer = 1.0 *pow( fRate,-1);\n";
+ ss <<" double fAmorCoeff;\n";
+ ss <<" if( fUsePer < 3.0 )\n";
+ ss <<" fAmorCoeff = 1.0;\n";
+ ss <<" else if( fUsePer < 5.0 )\n";
+ ss <<" fAmorCoeff = 1.5;\n";
+ ss <<" else if( fUsePer <= 6.0 )\n";
+ ss <<" fAmorCoeff = 2.0;\n";
+ ss <<" else\n";
+ ss <<" fAmorCoeff = 2.5;\n";
+ ss <<" fRate *= fAmorCoeff;\n";
+ ss <<" tmp = Round( GetYearFrac( 693594,";
+ ss <<"nDate, nFirstPer, nBase ) * fRate * fCost);\n";
+ ss <<" fCost = fCost-tmp;\n";
+ ss <<" double fRest = fCost - fRestVal;\n";
+ ss <<" for( uint n = 0 ; n < nPer ; n++ )\n";
+ ss <<" {\n";
+ ss <<" tmp = Round( fRate * fCost);\n";
+ ss <<" fRest -= tmp;\n";
+ ss <<" if( fRest < 0.0 )\n";
+ ss <<" {\n";
+ ss <<" switch( nPer - n )\n";
+ ss <<" {\n";
+ ss <<" case 0:\n";
+ ss <<" case 1:\n";
+ ss <<" tmp = Round( fCost * 0.5);\n";
+ ss <<" default:\n";
+ ss <<" tmp = 0.0;\n";
+ ss <<" }\n";
+ ss <<" }\n";
+ ss <<" fCost -= tmp;\n";
+ ss <<" }\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpAmorlinc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(nCorrValDecl); decls.insert(RoundDecl);
+ decls.insert(IsLeapYearDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(DaysToDateDecl); decls.insert(DateToDaysDecl);
+ decls.insert(GetYearFracDecl);
+ funs.insert(Round);
+ funs.insert(IsLeapYear);funs.insert(DaysInMonth);
+ funs.insert(DaysToDate);funs.insert(DateToDays);
+ funs.insert(GetYearFrac);
+}
+void OpAmorlinc::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double tmp = 0;\n";
+ ss << " double fCost,fRestVal,fPer,fRate;\n";
+ ss << " int nDate,nFirstPer,nBase;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
+ FormulaToken *tmpCur6 = vSubArguments.size() < 7 ? nullptr : vSubArguments[6]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
+ ss <<" fCost = 0;\n else\n";
+ }
+ ss << " fCost=";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
+ ss <<" nDate = 0;\n else\n";
+ }
+ ss << " nDate=(int)";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
+ ss <<" nFirstPer = 0;\n else\n";
+ }
+ ss << " nFirstPer=(int)";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
+ ss <<" fRestVal = 0;\n else\n";
+ }
+ ss << " fRestVal=";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur4->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss <<" if(isnan(" <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR4->GetArrayLength()<<"))\n";
+ ss <<" fPer = 0;\n else\n";
+ }
+ ss << " fPer = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur5->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur5);
+ ss <<" if(isnan(" <<vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR5->GetArrayLength()<<"))\n";
+ ss <<" fRate = 0;\n else\n";
+ }
+ ss << " fRate=";
+ ss << vSubArguments[5]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ if(tmpCur6 == nullptr)
+ {
+ ss << " nBase = 0;\n";
+ }
+ else
+ {
+ if(tmpCur6->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR6=
+ static_cast<const formula::SingleVectorRefToken *>(tmpCur6);
+ ss <<" if(isnan(" <<vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss <<")||(gid0 >="<<tmpCurDVR6->GetArrayLength()<<"))\n";
+ ss <<" nBase = 0;\n else\n";
+ }
+ ss << " nBase = (int)";
+ ss << vSubArguments[6]->GenSlidingWindowDeclRef();
+ ss << ";\n";
+ }
+ ss <<" int nPer = convert_int( fPer );\n";
+ ss <<" double fOneRate = fCost * fRate;\n";
+ ss <<" double fCostDelta = fCost - fRestVal;\n";
+ ss <<" double f0Rate = GetYearFrac( 693594,";
+ ss <<"nDate, nFirstPer, nBase )* fRate * fCost;\n";
+ ss <<" int nNumOfFullPeriods = (int)";
+ ss <<"( ( fCost - fRestVal - f0Rate) *pow(fOneRate,-1) );\n";
+ ss <<" if( nPer == 0 )\n";
+ ss <<" tmp = f0Rate;\n";
+ ss <<" else if( nPer <= nNumOfFullPeriods )\n";
+ ss <<" tmp = fOneRate;\n";
+ ss <<" else if( nPer == nNumOfFullPeriods + 1 )\n";
+ ss <<" tmp = fCostDelta - fOneRate * nNumOfFullPeriods - f0Rate;\n";
+ ss <<" else\n";
+ ss <<" tmp = 0.0;\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpReceived::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearDiffDecl);decls.insert(GetDiffDateDecl);
+ decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(GetNullDateDecl);decls.insert(IsLeapYearDecl);
+ decls.insert(DateToDaysDecl);
+ funs.insert(GetDiffDate);funs.insert(DaysToDate);
+ funs.insert(DaysInMonth);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(IsLeapYear);
+ funs.insert(GetYearDiff);
+}
+
+void OpReceived::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double tmp = " << GetBottom() <<";\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int nSettle, nMat;\n";
+ ss << " double fInvest,fDisc;\n";
+ ss << " int rOB;\n";
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss<< " int buffer_settle_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_mat_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_invest_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_disc_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_rob_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n";
+ ss <<" if(gid0 >= buffer_settle_len || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nSettle = 0;\n\telse\n";
+ ss <<" nSettle = (int)"<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_mat_len || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nMat = 0;\n\telse\n";
+ ss <<" nMat = (int)";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_invest_len || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fInvest = 0;\n\telse\n";
+ ss <<" fInvest = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_disc_len || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fDisc = 0;\n\telse\n";
+ ss <<" fDisc = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_rob_len || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" rOB = 0;\n\telse\n";
+ ss <<" rOB = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss << " double tmpvalue = (1.0-(fDisc";
+ ss <<" * GetYearDiff( GetNullDate()";
+ ss <<",nSettle,nMat,rOB)));\n";
+ ss << " tmp = fInvest*pow(tmpvalue,-1);\n";
+ ss << " return tmp;\n";
+ ss << "}";
+}
+
+ void OpYielddisc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+
+ funs.insert(GetYearFrac);funs.insert(GetNullDate);
+ funs.insert(DateToDays);funs.insert(DaysToDate);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+void OpYielddisc::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ CHECK_PARAMETER_COUNT(5,5);
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp000;\n\t";
+ ss << "double tmp001;\n\t";
+ ss << "double tmp002;\n\t";
+ ss << "double tmp003;\n\t";
+ ss << "double tmp004;\n\t";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+
+ ss<< "int buffer_tmp000_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp001_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp002_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp003_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp004_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp000_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp000 = 0;\n\telse \n\t\t";
+ ss<<"tmp000 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp001_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp001 = 0;\n\telse \n\t\t";
+ ss<<"tmp001 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp002_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp002 = 0;\n\telse \n\t\t";
+ ss<<"tmp002 = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp003_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp003 = 0;\n\telse \n\t\t";
+ ss<<"tmp003 = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp004_len || isnan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp004 = 0;\n\telse \n\t\t";
+ ss<<"tmp004 = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<< "if(tmp002 <= 0 || tmp003 <= 0 || tmp000 >= tmp001 )\n";
+ ss<< " return CreateDoubleError(IllegalArgument);\n";
+ ss<< "tmp = (tmp003/tmp002)-1;\n\t";
+ ss << "tmp /= GetYearFrac( GetNullDate(),tmp000,tmp001,tmp004);\n\t";
+ ss << "return tmp;\n";
+ ss << "}";
+}
+
+ void OpTbillprice::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearFracDecl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDateDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(IsLeapYearDecl);
+
+ funs.insert(GetYearFrac);
+ funs.insert(DateToDays);funs.insert(DaysToDate);
+ funs.insert(DaysInMonth);funs.insert(IsLeapYear);
+}
+
+void OpTbillprice::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double tmp = 0;\n";
+
+ ss << " int singleIndex = gid0;\n";
+ ss << " int doubleIndex = gid0;\n";
+ ss << " int i = gid0;\n";
+ GenTmpVariables(ss,vSubArguments);
+ CheckAllSubArgumentIsNan(ss,vSubArguments);
+
+ ss << " tmp1+=1.0;\n";
+ ss << " double fFraction =GetYearFrac(693594,tmp0,tmp1,0);\n";
+ ss << " tmp = 100.0 * ( 1.0 - tmp2 * fFraction );\n";
+ ss << " return tmp;\n";
+ ss << "}\n";
+}
+ void RATE::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(nCorrValDecl);
+ decls.insert(SCdEpsilonDecl);decls.insert(RoundDecl);
+ funs.insert(Round);
+}
+
+void RATE::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+
+ FormulaToken* pCur = vSubArguments[5]->GetFormulaToken();
+ assert(pCur);
+ const formula::SingleVectorRefToken* pSVR =
+ static_cast< const formula::SingleVectorRefToken* >(pCur);
+ assert(pSVR);
+ ss << ") {\n";
+ ss << " double result;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " bool bValid = true, bFound = false;\n";
+ ss << " double fX, fXnew, fTerm, fTermDerivation;\n";
+ ss << " double fGeoSeries, fGeoSeriesDerivation;\n";
+ ss << " int nIterationsMax = 150;\n";
+ ss << " int nCount = 0;\n";
+ ss << " double fEpsilonSmall = 1.0E-14;\n";
+ ss << " double arg0, arg1, arg2, arg3, arg4, arg5;\n";
+ ss << " arg0=" << vSubArguments[0]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " arg1=" << vSubArguments[1]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " arg2=" << vSubArguments[2]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " arg3=" << vSubArguments[3]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " arg4=" << vSubArguments[4]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " arg5=" << vSubArguments[5]->GenSlidingWindowDeclRef()<<";\n";
+ ss << " int guessLen = " << pSVR->GetArrayLength() << ";\n";
+ ss << " if (isnan(arg0) || isnan(arg1) || isnan(arg2)){\n";
+ ss << " result = 523;\n";
+ ss << " return result;\n";
+ ss << " }\n";
+ ss << " if (isnan(arg3))\n";
+ ss << " arg3 = 0.0;\n";
+ ss << " if (isnan(arg4))\n";
+ ss << " arg4 = 0.0;\n";
+ ss << " if (isnan(arg5))\n";
+ ss << " arg5 = 0.1;\n";
+ ss << " if (gid0 >= guessLen)\n";
+ ss << " arg5 = 0.1;\n";
+ ss << " arg3 = arg3 - arg1 * arg4;\n";
+ ss << " arg2 = arg2 + arg1 * arg4;\n";
+ ss << " if (arg0 == Round(arg0)){\n";
+ ss << " fX = arg5;\n";
+ ss << " double fPowN, fPowNminus1;\n";
+ ss << " while (!bFound && nCount < nIterationsMax)\n";
+ ss << " {\n";
+ ss << " fPowNminus1 = pow( 1.0+fX, arg0-1.0);\n";
+ ss << " fPowN = fPowNminus1 * (1.0+fX);\n";
+ ss << " if (fX == 0.0)\n";
+ ss << " {\n";
+ ss << " fGeoSeries = arg0;\n";
+ ss << " fGeoSeriesDerivation = arg0 * (arg0-1.0)";
+ ss << "*pow(2.0,-1);\n";
+ ss << " }\n";
+ ss << " else\n";
+ ss << " {";
+ ss << " fGeoSeries = (fPowN-1.0)*pow(fX,-1);\n";
+ ss << " fGeoSeriesDerivation =";
+ ss << " arg0 * fPowNminus1 * pow( fX , -1) - fGeoSeries * pow(fX, -1);\n";
+ ss << " }\n";
+ ss << " fTerm = arg3 + arg2 *fPowN+ arg1 * fGeoSeries;\n";
+ ss << " fTermDerivation = arg2 * arg0 * fPowNminus1 +";
+ ss << "arg1 * fGeoSeriesDerivation;\n";
+ ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
+ ss << " bFound = true;\n";
+ ss << " else\n";
+ ss << " {\n";
+ ss << " if (fTermDerivation == 0.0)\n";
+ ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
+ ss << " else\n";
+ ss << " fXnew = fX - fTerm ";
+ ss << "*pow( fTermDerivation,-1);\n";
+ ss << " nCount++;\n";
+ ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
+ ss << " fX = fXnew;\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " else\n";
+ ss << " {";
+ ss << " fX = (arg5 < -1.0) ? -1.0 : arg5;\n";
+ ss << " while (bValid && !bFound && nCount < nIterationsMax)\n";
+ ss << " {\n";
+ ss << " if (fX == 0.0){\n";
+ ss << " fGeoSeries = arg0;\n";
+ ss << " fGeoSeriesDerivation = arg0 * ";
+ ss << "(arg0-1.0)* pow(2.0,-1);\n";
+ ss << " }else{\n";
+ ss << " fGeoSeries = (pow( 1.0+fX, arg0) - 1.0)";
+ ss << " *pow( fX,-1);\n";
+ ss << " fGeoSeriesDerivation =";
+ ss << " arg0 * pow(1.0+fX,arg0-1.0) *pow(fX,-1)";
+ ss << " - fGeoSeries *pow( fX,-1);\n";
+ ss << " }\n";
+ ss << " fTerm = arg3 + arg2 *pow(1.0+fX, arg0)";
+ ss << "+ arg1 * fGeoSeries;\n";
+ ss << " fTermDerivation =";
+ ss << "arg2*arg0*pow(1.0+fX,arg0-1.0)";
+ ss << "+arg1*fGeoSeriesDerivation;\n";
+ ss << " if (fabs(fTerm) < fEpsilonSmall)\n";
+ ss << " bFound = true;\n";
+ ss << " else{\n";
+ ss << " if (fTermDerivation == 0.0)\n";
+ ss << " fXnew = fX + 1.1 * SCdEpsilon;\n";
+ ss << " else\n";
+ ss << " fXnew = fX - fTerm ";
+ ss << "*pow( fTermDerivation,-1);\n";
+ ss << " nCount++;\n";
+ ss << " bFound = (fabs(fXnew - fX) < SCdEpsilon);\n";
+ ss << " fX = fXnew;\n";
+ ss << " bValid = (fX >= -1.0);\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " }\n";
+ ss << " if (bValid && bFound)\n";
+ ss << " result = fX;\n";
+ ss << " else\n";
+ ss << " result = 523;\n";
+ ss << " return result;\n";
+ ss << "}";
+}
+
+ void OpTbillyield::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetDiffDate360Decl);decls.insert(IsLeapYearDecl);
+ decls.insert(DateToDaysDecl);decls.insert(DaysToDate_LocalBarrierDecl);
+ decls.insert(DaysInMonthDecl);decls.insert(GetNullDateDecl);
+ decls.insert(GetDiffDate360_Decl);
+ funs.insert(GetDiffDate360);funs.insert(DateToDays);
+ funs.insert(DaysToDate_LocalBarrier);funs.insert(IsLeapYear);
+ funs.insert(DaysInMonth);funs.insert(GetNullDate);
+ funs.insert(GetDiffDate360_);
+
+}
+
+void OpTbillyield::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n\t";
+ ss << "int gid0 = get_global_id(0);\n\t";
+ ss << "double tmp = 0;\n\t";
+ ss << "double tmp000;\n\t";
+ ss << "double tmp001;\n\t";
+ ss << "double tmp002;\n\t";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ ss<< "int buffer_tmp000_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp001_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<< "int buffer_tmp002_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp000_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp000 = 0;\n\telse \n\t\t";
+ ss<<"tmp000 = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp001_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp001 = 0;\n\telse \n\t\t";
+ ss<<"tmp001 = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+
+ ss<<"if(gid0>=buffer_tmp002_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n\t\t";
+ ss<<"tmp002 = 0;\n\telse \n\t\t";
+ ss<<"tmp002 = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n\t";
+ ss <<" int nDiff=GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
+ ss <<" nDiff++;\n";
+ ss <<" tmp=100.0;\n";
+ ss <<" tmp = tmp *pow( tmp002,-1);\n";
+ ss <<" tmp = tmp - 1.0;\n";
+ ss <<" tmp = tmp * pow( nDiff,-1.0 );\n";
+ ss <<" tmp = tmp * 360.0;\n";
+ ss <<" return tmp;\n";
+ ss << "}\n";
+}
+void OpDDB::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double tmp = 0;\n";
+ ss << " double fCost, fSalvage, fLife, fPeriod, fFactor;\n";
+ ss << " double fRate, fOldValue, fNewValue;\n";
+
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ if(tmpCur0->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fCost = 0;\n else\n";
+ }
+ ss <<" fCost = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur1->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fSalvage = 0;\n else\n";
+ }
+ ss <<" fSalvage = ";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur2->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fLife = 0;\n else\n";
+ }
+ ss <<" fLife = ";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur3->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fPeriod = 0;\n else\n";
+ }
+ ss <<" fPeriod = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ if(tmpCur4->GetType() == formula::svSingleVectorRef)
+ {
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fFactor = 0;\n else\n";
+ }
+ ss <<" fFactor = "<<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" fRate = fFactor * pow(fLife,-1);\n";
+ ss <<" if (fRate >= 1.0)\n";
+ ss <<" {\n";
+ ss <<" fRate = 1.0;\n";
+ ss <<" if (fPeriod == 1.0)\n";
+ ss <<" fOldValue = fCost;\n";
+ ss <<" else\n";
+ ss <<" fOldValue = 0.0;\n";
+ ss <<" }\n";
+ ss <<" else\n";
+ ss <<" fOldValue = fCost * pow(1.0 - fRate, fPeriod - 1);\n";
+ ss <<" fNewValue = fCost * pow(1.0 - fRate, fPeriod);\n";
+ ss <<" if (fNewValue < fSalvage)\n";
+ ss <<" tmp = fOldValue - fSalvage;\n";
+ ss <<" else\n";
+ ss <<" tmp = fOldValue - fNewValue;\n";
+ ss <<" if (tmp < 0.0)\n";
+ ss <<" tmp = 0.0;\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpPV::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &
+vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " double result = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double rate;\n";
+ ss << " double nper;\n";
+ ss << " double pmt;\n";
+ ss << " double fv;\n";
+ ss << " double type;\n";
+
+ FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+
+ FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+
+ FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+
+ if(vSubArguments.size()>3)
+ {
+ FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken* tmpCurDVR3= static_cast<const formula::SingleVectorRefToken *>(
+tmpCur3);
+ ss<< " int buffer_fv_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n";
+ }
+
+ if(vSubArguments.size()>4)
+ {
+ FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken* tmpCurDVR4= static_cast<const formula::SingleVectorRefToken *>(
+tmpCur4);
+ ss<< " int buffer_type_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n";
+ }
+
+ ss<< " int buffer_rate_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+
+ ss<< " int buffer_nper_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+
+ ss<< " int buffer_pmt_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+
+ ss<<" if(gid0>=buffer_rate_len || isnan(";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" rate = 0;\n else \n";
+ ss<<" rate = ";
+ ss << vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+
+ ss<<" if(gid0>=buffer_nper_len || isnan(";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" nper = 0;\n else \n";
+ ss<<" nper = ";
+ ss << vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+
+ ss<<" if(gid0>=buffer_pmt_len || isnan(";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" pmt = 0;\n else \n";
+ ss<<" pmt = ";
+ ss << vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+
+ if(vSubArguments.size()>3)
+ {
+ ss<<" if(gid0>=buffer_fv_len || isnan(";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" fv = 0;\n else \n";
+ ss<<" fv = ";
+ ss << vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ }else
+ {
+ ss<<" fv = 0;\n";
+ }
+
+ if(vSubArguments.size()>4)
+ {
+ ss<<" if(gid0>=buffer_type_len || isnan(";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<"))\n";
+ ss<<" type = 0;\n else \n";
+ ss<<" type = ";
+ ss << vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss<<";\n";
+ }else
+ {
+ ss<<" type = 0;\n";
+ }
+ ss << " if(rate == 0)\n";
+ ss << " result=fv+pmt*nper;\n";
+ ss << " else if(type > 0)\n";
+ ss << " result=(fv*pow(1+rate,-nper))+";
+ ss << "(pmt*(1-pow(1+rate,-nper+1))*pow(rate,-1))+pmt;\n";
+ ss << " else\n";
+ ss << " result=(fv*pow(1+rate,-nper))+";
+ ss << "(pmt*(1-pow(1+rate,-nper))*pow(rate,-1));\n";
+ ss << " return -result;\n";
+ ss << "}";
+}
+ void OpVDB::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(ScGetDDBDecl);decls.insert(DblMinDecl);
+ decls.insert(ScInterVDBDecl);decls.insert(VDBImplementDecl);
+ funs.insert(ScGetDDB);funs.insert(DblMin);
+ funs.insert(ScInterVDB);funs.insert(VDBImplement);
+}
+
+void OpVDB::GenSlidingWindowFunction(
+ std::stringstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int singleIndex = gid0;\n";
+ ss << " double result = 0;\n";
+ if(vSubArguments.size()<5)
+ {
+ ss << " result = -DBL_MAX;\n";
+ ss << " return result;\n";
+ }else
+ {
+ GenTmpVariables(ss,vSubArguments);
+ CheckAllSubArgumentIsNan(ss,vSubArguments);
+ if(vSubArguments.size() <= 6)
+ {
+ ss << " int tmp6 = 0;\n";
+ }
+ if(vSubArguments.size() == 5)
+ {
+ ss << " double tmp5= 2.0;\n";
+ }
+ ss << " if(tmp3 < 0 || tmp4<tmp3 || tmp4>tmp2 || tmp0<0 ||tmp1>tmp0";
+ ss << "|| tmp5 <=0)\n";
+ ss << " result = -DBL_MAX;\n";
+ ss << " else\n";
+ ss << " result =";
+ ss << "VDBImplement(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
+ ss << " return result;\n";
+ ss << "}";
+ }
+
+}
+
+void OpXirr::GenSlidingWindowFunction(std::stringstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ FormulaToken *tmpCur = vSubArguments[0]->GetFormulaToken();
+ const formula::DoubleVectorRefToken*pCurDVR= static_cast<const
+ formula::DoubleVectorRefToken *>(tmpCur);
+ size_t nCurWindowSize = pCurDVR->GetArrayLength() <
+ pCurDVR->GetRefRowSize() ? pCurDVR->GetArrayLength():
+ pCurDVR->GetRefRowSize() ;
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " int doubleIndex = gid0;\n";
+ ss << " int singleIndex = gid0;\n";
+ ss << " double result = 0;\n";
+ ss << " int i=0;\n";
+ if(vSubArguments.size()<2)
+ {
+ ss << " result = -DBL_MAX;\n";
+ ss << " return result;\n";
+ }else
+ {
+ GenTmpVariables(ss,vSubArguments);
+ if(vSubArguments.size() == 2)
+ {
+ ss << " double tmp2 = 0.1;\n";
+ }else
+ {
+ CheckSubArgumentIsNan(ss,vSubArguments,2);
+ }
+ ss << " if(tmp2<=-1)\n";
+ ss << " result = -DBL_MAX;\n";
+ ss << " else\n";
+ ss << " {\n";
+ ss << " double fMaxEps = 1e-10;\n";
+ ss << " int nMaxIter = 50;\n";
+ ss << " double fNewRate, fRateEps, fResultValue, fResultValue2;\n";
+ ss << " int nIter = 0;\n";
+ ss << " int bContLoop;\n";
+ ss << " int windowsSize = ";
+ ss << nCurWindowSize;
+ ss << ";\n";
+ CheckSubArgumentIsNan(ss,vSubArguments,0);
+ CheckSubArgumentIsNan(ss,vSubArguments,1);
+ ss << " double D_0 = tmp1;\n";
+ ss << " double V_0 = tmp0;\n";
+ ss << " double fResultRate = tmp2;\n";
+ ss << " double r;\n";
+ ss << " double fResult;\n";
+ ss << " do\n";
+ ss << " {\n";
+ ss << " fResultValue = V_0;\n";
+ ss << " r = fResultRate + 1;\n";
+ ss << " for (i = ";
+ if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
+ ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
+ } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
+ ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
+ } else {
+ ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
+ }
+ ss << " {\n";
+ if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
+ {
+ ss<< " doubleIndex =i+gid0;\n";
+ }else
+ {
+ ss<< " doubleIndex =i;\n";
+ }
+ CheckSubArgumentIsNan(ss,vSubArguments,0);
+ CheckSubArgumentIsNan(ss,vSubArguments,1);
+ ss << " fResultValue += tmp0/pow(r,(tmp1 - D_0)/365.0);\n";
+ ss << " }\n";
+ ss << " fResultValue2 = 0;\n";
+
+ ss << " for (i = ";
+ if (!pCurDVR->IsStartFixed() && pCurDVR->IsEndFixed()) {
+ ss << "gid0+1; i < "<< nCurWindowSize <<"; i++)\n";
+ } else if (pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed()) {
+ ss << "1; i < gid0+"<< nCurWindowSize <<"; i++)\n";
+ } else {
+ ss << "1; i < "<< nCurWindowSize <<"; i++)\n";
+ }
+ ss << " {\n";
+ if(!pCurDVR->IsStartFixed() && !pCurDVR->IsEndFixed())
+ {
+ ss<< " doubleIndex =i+gid0;\n";
+ }else
+ {
+ ss<< " doubleIndex =i;\n";
+ }
+ CheckSubArgumentIsNan(ss,vSubArguments,0);
+ CheckSubArgumentIsNan(ss,vSubArguments,1);
+ ss << " double E_i = (tmp1 - D_0)/365.0;\n";
+ ss << " fResultValue2 -= E_i * tmp0 / pow(r,E_i + 1.0);\n";
+ ss << " }\n";
+ ss << " fNewRate = fResultRate - fResultValue / fResultValue2;\n";
+ ss << " fRateEps = fabs( fNewRate - fResultRate );\n";
+ ss << " fResultRate = fNewRate;\n";
+ ss << " bContLoop = (fRateEps > fMaxEps) && (fabs( fResultValue ) > fMaxEps);\n";
+ ss << " }\n";
+ ss << " while( bContLoop && (++nIter < nMaxIter) );\n";
+ ss << " if( bContLoop )\n";
+ ss << " result = -DBL_MAX;\n";
+ ss << " result = fResultRate;\n";
+ ss << " }\n";
+ ss << " return result;\n";
+ ss << "}";
+ }
+
+}
+void OpDB::GenSlidingWindowFunction(std::stringstream& ss,
+ const std::string &sSymName, SubArguments& vSubArguments)
+{
+ ss << "\ndouble " << sSymName;
+ ss << "_"<< BinFuncName() <<"(";
+ for (size_t i = 0; i < vSubArguments.size(); i++)
+ {
+ if (i)
+ ss << ",";
+ vSubArguments[i]->GenSlidingWindowDecl(ss);
+ }
+ ss << ") {\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ ss << " double fCost, fSalvage, fLife, fPeriod;\n";
+ ss << " int nMonths;\n";
+ ss << " double tmp = 0;\n";
+ FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur0);
+ FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur1);
+ FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur2);
+ FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur3);
+ FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
+ const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
+ formula::SingleVectorRefToken *>(tmpCur4);
+ ss<< " int buffer_cost_len = ";
+ ss<< tmpCurDVR0->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_salvage_len = ";
+ ss<< tmpCurDVR1->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_life_len = ";
+ ss<< tmpCurDVR2->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_period_len = ";
+ ss<< tmpCurDVR3->GetArrayLength();
+ ss << ";\n";
+ ss<< " int buffer_months_len = ";
+ ss<< tmpCurDVR4->GetArrayLength();
+ ss << ";\n";
+ ss <<" if(gid0 >= buffer_cost_len || isnan(";
+ ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fCost = 0;\n else\n";
+ ss <<" fCost = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_salvage_len || isnan(";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fSalvage = 0;\n else\n";
+ ss <<" fSalvage = ";
+ ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_life_len || isnan(";
+ ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fLife = 0;\n else\n";
+ ss <<" fLife = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_period_len || isnan(";
+ ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" fPeriod = 0;\n else\n";
+ ss <<" fPeriod = "<<vSubArguments[3]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" if(gid0 >= buffer_months_len || isnan(";
+ ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<"))\n";
+ ss <<" nMonths = 0;\n else\n";
+ ss <<" nMonths = (int)"<<vSubArguments[4]->GenSlidingWindowDeclRef();
+ ss <<";\n";
+ ss <<" double fDeprRate = 1.0 - pow(fSalvage / fCost, 1.0 / fLife);\n";
+ ss <<" fDeprRate = ((int)(fDeprRate * 1000.0 + 0.5)) / 1000.0;\n";
+ ss <<" double fFirstDeprRate = fCost * fDeprRate * nMonths / 12.0;\n";
+ ss <<" double fDb = 0.0;\n";
+ ss <<" if ((int)(fPeriod) == 1)\n";
+ ss <<" fDb = fFirstDeprRate;\n";
+ ss <<" else\n";
+ ss <<" {\n";
+ ss <<" double fSumDeprRate = fFirstDeprRate;\n";
+ ss <<" double fMin = fLife;\n";
+ ss <<" if (fMin > fPeriod) fMin = fPeriod;\n";
+ ss <<" int nMax = (int)fMin;\n";
+ ss <<" for (int i = 2; i <= nMax; i++)\n";
+ ss <<" {\n";
+ ss <<" fDb = (fCost - fSumDeprRate) * fDeprRate;\n";
+ ss <<" fSumDeprRate += fDb;\n";
+ ss <<" }\n";
+ ss <<" if (fPeriod > fLife)\n";
+ ss <<" fDb = ((fCost - fSumDeprRate)";
+ ss <<"* fDeprRate * (12.0 - nMonths)) / 12.0;\n";
+ ss <<" }\n";
+ ss <<" tmp = fDb;\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+}
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
generated by cgit v1.2.3 (git 2.39.1) at 2024-08-26 06:03:59 +0000