opinlinefun_finacial.cxx File Reference

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Macros
#define	SC_OPENCL_OPINLINFUN_finacial
#define	SC_OPENCL_OPINLINFUN_finacial

Variables
std::string	nCorrValDecl
std::string	SCdEpsilonDecl
std::string	RoundDecl = "double Round(double fValue);\n"
std::string	Round
std::string	GetPMT_newDecl
std::string	GetPMT_new
std::string	GetFVDecl
std::string	GetFV
std::string	GetFV_newDecl
std::string	GetFV_new
std::string	IsLeapYearDecl
std::string	IsLeapYear
std::string	DaysInMonthDecl
std::string	DaysInMonth
std::string	DaysInMonth_newDecl
std::string	DaysInMonth_new
std::string	DaysToDateDecl
std::string	DaysToDate
std::string	DateToDaysDecl
std::string	DateToDays
std::string	DateToDays_newDecl
std::string	DateToDays_new
std::string	GetNullDateDecl
std::string	GetNullDate
std::string	GetNullDate_newDecl
std::string	GetNullDate_new
std::string	ScaDateDecl
std::string	ScaDate
std::string	lcl_GetCouppcdDecl
std::string	lcl_GetCouppcd
std::string	lcl_GetCoupncdDecl
std::string	lcl_GetCoupncd
std::string	addMonthsDecl
std::string	addMonths
std::string	getDaysInMonthRangeDecl
std::string	getDaysInMonthRange
std::string	GetDaysInYearsDecl
std::string	GetDaysInYears
std::string	GetDaysInYearDecl
std::string	GetDaysInYear
std::string	getDaysInYearRangeDecl
std::string	getDaysInYearRange
std::string	getDiffDecl
std::string	getDiff
std::string	lcl_GetcoupdaybsDecl
std::string	lcl_Getcoupdaybs
std::string	lcl_Getcoupdaybs_newDecl
std::string	lcl_Getcoupdaybs_new
std::string	lcl_GetcoupdaysDecl
std::string	lcl_Getcoupdays
std::string	lcl_Getcoupdays_newDecl
std::string	lcl_Getcoupdays_new
std::string	lcl_GetcoupnumDecl
std::string	lcl_Getcoupnum
std::string	lcl_Getcoupnum_newDecl
std::string	lcl_Getcoupnum_new
std::string	setDayDecl
std::string	setDay
std::string	coupdaysDecl
std::string	coupdays
std::string	coupdays_newDecl
std::string	coupdays_new
std::string	coupdaybsDecl
std::string	coupdaybs
std::string	coupdaybs_newDecl
std::string	coupdaybs_new
std::string	coupdaysncDecl
std::string	coupdaysnc
std::string	coupdaysnc_newDecl
std::string	coupdaysnc_new
std::string	checklessthanDecl
std::string	checklessthan
std::string	coupnumDecl
std::string	coupnum
std::string	coupnum_newDecl
std::string	coupnum_new
std::string	getPrice_Decl
std::string	getPrice_
std::string	getPrice_new_Decl
std::string	getPrice_new
std::string	getYield_Decl
std::string	getYield_
std::string	GetYearFracDecl
std::string	GetYearFrac
std::string	GetYieldmatDecl
std::string	GetYieldmat
std::string	GetDiffDateDecl
std::string	GetDiffDate
std::string	GetYearDiffDecl
std::string	GetYearDiff
std::string	GetDiffDate360_Decl
std::string	GetDiffDate360_
std::string	GetDiffDate360Decl
std::string	GetDiffDate360
std::string	GetDurationDecl
std::string	GetDuration
std::string	GetDuration_newDecl
std::string	GetDuration_new
std::string	ScGetDDBDecl
std::string	ScGetDDB
std::string	DblMinDecl
std::string	DblMin
std::string	ScInterVDBDecl
std::string	ScInterVDB
std::string	VDBImplementDecl
std::string	VDBImplement
std::string	GetOddlpriceDecl
std::string	GetOddlprice
std::string	GetOddlyieldDecl
std::string	GetOddlyield
std::string	GetYearFrac_newDecl
std::string	GetYearFrac_new
std::string	DaysToDate_newDecl
std::string	DaysToDate_new
std::string	DaysToDate_LocalBarrierDecl
std::string	DaysToDate_LocalBarrier
std::string	GetYearDiff_newDecl
std::string	GetYearDiff_new
std::string	GetDiffDate_newDecl
std::string	GetDiffDate_new

Macro Definition Documentation

#define SC_OPENCL_OPINLINFUN_finacial

#define SC_OPENCL_OPINLINFUN_finacial

Definition at line 11 of file opinlinefun_finacial.cxx.

Variable Documentation

std::string addMonths

Initial value:

=
"void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay,"
"int *nMonth,int nMonthCount,int *year)\n"
"{\n"
"    int nNewMonth = nMonthCount + *nMonth;\n"
"    if( nNewMonth > 12 )\n"
"    {\n"
"        --nNewMonth;\n"
"        *year+=nNewMonth / 12 ;\n"
"        *nMonth = ( nNewMonth % 12 ) + 1;\n"
"    }\n"
"    else if( nNewMonth < 1 )\n"
"    {\n"
"        *year+= nNewMonth / 12 - 1 ;\n"
"        *nMonth =  nNewMonth % 12 + 12 ;\n"
"    }\n"
"    else\n"
"        *nMonth = nNewMonth ;\n"
"    if( b30Days )\n"
"    {\n"
"        *nDay = min( nOrigDay, 30);\n"
"        if( bLastDay || (*nDay >= DaysInMonth( *nMonth, *year )) )\n"
"            *nDay = 30;\n"
"    }\n"
"    else\n"
"    {\n"
"        int nLastDay = DaysInMonth( *nMonth, *year );\n"
"        *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n"
"    }\n"
"}\n"

Definition at line 360 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string addMonthsDecl

Initial value:

=
"void addMonths(int b30Days,int bLastDay,int *nDay,int nOrigDay,"
"int *nMonth,int nMonthCount,int *year);\n"

Definition at line 356 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string checklessthan

Initial value:

=
"int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int "
"bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay)\n"
"{\n"
"    if( aYear != bYear )\n"
"        return aYear < bYear;\n"
"    if( aMonth != bMonth )\n"
"        return aMonth < bMonth;\n"
"    if( anDay != bnDay )\n"
"        return anDay < bnDay;\n"
"    if( abLastDay || bbLastDay )\n"
"        return !abLastDay && bbLastDay;\n"
"    return anOrigDay < bnOrigDay;\n"
"}\n"

Definition at line 919 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string checklessthanDecl

Initial value:

=
"int checklessthan(int aYear,int bYear,int aMonth,int bMonth,int anDay,int "
"bnDay,int abLastDay,int bbLastDay,int anOrigDay,int bnOrigDay);\n"

Definition at line 916 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string coupdaybs

Initial value:

=
"double coupdaybs( int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=GetNullDate();\n"
"    return lcl_Getcoupdaybs(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"}\n"

Definition at line 816 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupdaybs_new

Initial value:

=
"double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=693594;\n"
"    return lcl_Getcoupdaybs_new(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"}\n"

Definition at line 826 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdaybs_newDecl

Initial value:

=
"double coupdaybs_new( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 823 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdaybsDecl

Initial value:

=
"double coupdaybs( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 813 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupdays

Initial value:

=
"double coupdays(int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=GetNullDate();\n"
"    if( nBase == 1 )\n"
"        return lcl_Getcoupdays(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"    else\n"
"        return (double)GetDaysInYear(0,0,nBase)/nFreq;\n"
"}\n"

Definition at line 791 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupdays_new

Initial value:

=
"double coupdays_new(int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=693594;\n"
"    if( nBase == 1 )\n"
"        return lcl_Getcoupdays_new(nNullDate, nSettle, nMat,nFreq, nBase);\n"
"    else\n"
"        return (double)GetDaysInYear(0,0,nBase)*pow((double)nFreq,-1.0);\n"
"}\n"

Definition at line 803 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdays_newDecl

Initial value:

=
"double coupdays_new(int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 800 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdaysDecl

Initial value:

=
"double coupdays(int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 788 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupdaysnc

Definition at line 836 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupdaysnc_new

Definition at line 876 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdaysnc_newDecl

Initial value:

=
"double coupdaysnc_new( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 873 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string coupdaysncDecl

Initial value:

=
"double coupdaysnc( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 833 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupnum

Initial value:

=
"double coupnum( int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=GetNullDate();\n"
"    return lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n"
"}\n"

Definition at line 937 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string coupnum_new

Initial value:

=
"double coupnum_new( int nSettle,int nMat,int nFreq,int nBase)\n"
"{\n"
"    int nNullDate=693594;\n"
"    return lcl_Getcoupnum_new(nNullDate,nSettle,nMat,nFreq,nBase);\n"
"}\n"

Definition at line 946 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string coupnum_newDecl

Initial value:

=
"double coupnum_new( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 943 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string coupnumDecl

Initial value:

=
"double coupnum( int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 934 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string DateToDays

Initial value:

=
"int  DateToDays( int nDay, int nMonth, int nYear )\n"
"{\n"
"    int nDays = ((int)nYear-1) * 365;\n"
"    nDays += ((nYear-1) / 4) - ((nYear-1) / 100) + ((nYear-1) / 400);\n"
"    for( int i = 1; i < nMonth; i++ )\n"
"        nDays += DaysInMonth(i,nYear);\n"
"    nDays += nDay;\n"
"\n"
"    return nDays;\n"
"}\n"

Definition at line 214 of file opinlinefun_finacial.cxx.

std::string DateToDays_new

Initial value:

=
"int  DateToDays_new( int nDay, int nMonth, int nYear )\n"
"{\n"
"    int nDays = (nYear-1) * 365;\n"
"    nDays += (int)((nYear-1) *pow(4.0,-1.0)- (nYear-1) *pow( 100.0,-1.0)"
"+ (nYear-1) *pow(400.0,-1.0));\n"
"    for( int i = 1; i < nMonth; i++ )\n"
"        nDays += DaysInMonth(i,nYear);\n"
"    nDays += nDay;\n"
"\n"
"    return nDays;\n"
"}\n"

Definition at line 229 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string DateToDays_newDecl

Initial value:

=
"int  DateToDays_new( int nDay, int nMonth, int nYear );\n"

Definition at line 226 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string DateToDaysDecl

Initial value:

=
"int  DateToDays( int nDay, int nMonth, int nYear );\n"

Definition at line 211 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun(), sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpTbilleq::BinInlineFun(), sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpYieldmat::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), sc::opencl::OpCoupnum::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), sc::opencl::OpReceived::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), sc::opencl::OpTbillprice::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string DaysInMonth

Initial value:

=
"int DaysInMonth( int nMonth, int nYear )\n"
"{\n"
"    int aDaysInMonth[12] = { 31, 28, 31, 30, 31, 30,\n"
"                31, 31, 30, 31, 30, 31 };\n"
"\n"
"    if ( nMonth != 2 )\n"
"        return aDaysInMonth[nMonth-1];\n"
"    else\n"
"    {\n"
"        if ( IsLeapYear(nYear) )\n"
"            return aDaysInMonth[nMonth-1] + 1;\n"
"        else\n"
"            return aDaysInMonth[nMonth-1];\n"
"    }\n"
"}\n"

Definition at line 114 of file opinlinefun_finacial.cxx.

std::string DaysInMonth_new

Initial value:

=
"int DaysInMonth( int nMonth, int nYear )\n"
"{\n"
"    int tmp = 0;\n"
"    switch(nMonth)\n"
"    {\n"
"    case 1:\n"
"    case 3:\n"
"    case 5:\n"
"    case 7:\n"
"    case 8:\n"
"    case 10:\n"
"    case 12:\n"
"        tmp = 31;\n"
"        break;\n"
"    case 4:\n"
"    case 6:\n"
"    case 9:\n"
"    case 11:\n"
"        tmp =30;\n"
"        break;\n"
"    case 2:\n"
"        if ( IsLeapYear(nYear)==1)\n"
"            tmp = 29;\n"
"        else\n"
"            tmp = 28;\n"
"        break;\n"
"    }\n"
"    return tmp;\n"
"}\n"

Definition at line 133 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string DaysInMonth_newDecl

Initial value:

=
"int DaysInMonth( int nMonth, int nYear );\n"

Definition at line 130 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string DaysInMonthDecl

Initial value:

=
"int DaysInMonth( int nMonth, int nYear );\n"

Definition at line 111 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun(), sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpTbilleq::BinInlineFun(), sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpYieldmat::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), sc::opencl::OpCoupnum::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), sc::opencl::OpReceived::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), sc::opencl::OpTbillprice::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string DaysToDate

Definition at line 167 of file opinlinefun_finacial.cxx.

std::string DaysToDate_LocalBarrier

Definition at line 1761 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpTbilleq::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string DaysToDate_LocalBarrierDecl

Initial value:

=
"void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n"

Definition at line 1758 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpTbilleq::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string DaysToDate_new

Definition at line 1716 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYieldmat::BinInlineFun().

std::string DaysToDate_newDecl

Initial value:

=
"void DaysToDate_new( int nDays, int *rDay, int* rMonth, int* rYear );\n"

Definition at line 1713 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun(), and sc::opencl::OpYieldmat::BinInlineFun().

std::string DaysToDateDecl

Initial value:

=
"void DaysToDate( int nDays, int *rDay, int* rMonth, int* rYear );\n"

Definition at line 164 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), sc::opencl::OpCoupnum::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), sc::opencl::OpReceived::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), and sc::opencl::OpTbillprice::BinInlineFun().

std::string DblMin

Initial value:

=
"inline double DblMin( double a, double b )\n"
"{\n"
"    return (a < b) ? a : b;\n"
"}\n"

Definition at line 1441 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().

std::string DblMinDecl

Initial value:

=
"inline double DblMin( double a, double b );\n"

Definition at line 1438 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().

std::string getDaysInMonthRange

Initial value:

=
"int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year)\n"
"{\n"
"    if( nFrom > nTo )\n"
"        return 0;\n"
"    int nRet = 0;\n"
"    if( b30Days )\n"
"        nRet = (nTo - nFrom + 1) * 30;\n"
"    else\n"
"    {\n"
"        for( int nMonthIx = nFrom; nMonthIx <= nTo; ++nMonthIx )\n"
"            nRet += b30Days ? 30 : DaysInMonth( nMonthIx, year );\n"
"    }\n"
"    return nRet;\n"
"}\n"

Definition at line 394 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string getDaysInMonthRangeDecl

Initial value:

=
"int getDaysInMonthRange( int nFrom, int nTo,int b30Days,int year);\n"

Definition at line 391 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string GetDaysInYear

Initial value:

=
"int GetDaysInYear( int nNullDate, int nDate, int nMode )\n"
"{\n"
"    switch( nMode )\n"
"    {\n"
"    case 0:\n"
"    case 2:\n"
"    case 4:\n"
"        return 360;\n"
"    case 1:\n"
"        {\n"
"            int  nD=0, nM=0, nY=0;\n"
"            nDate += nNullDate;\n"
"            DaysToDate( nDate, &nD, &nM, &nY );\n"
"            return IsLeapYear( nY )? 366 : 365;\n"
"        }\n"
"    case 3:\n"
"        return 365;\n"
"    }\n"
"}\n"

Definition at line 433 of file opinlinefun_finacial.cxx.

std::string GetDaysInYearDecl

Initial value:

=
"int GetDaysInYear( int nNullDate, int nDate, int nMode );\n"

Definition at line 430 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string getDaysInYearRange

Initial value:

=
"int getDaysInYearRange( int nFrom, int nTo,int b30Days )\n"
"{\n"
"    if( nFrom > nTo )\n"
"        return 0;\n"
"    return b30Days ? ((nTo - nFrom + 1) * 360) : GetDaysInYears( nFrom, nTo)"
";\n"
"}\n"

Definition at line 457 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string getDaysInYearRangeDecl

Initial value:

=
"int getDaysInYearRange( int nFrom, int nTo,int b30Days );\n"

Definition at line 454 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string GetDaysInYears

Initial value:

=
"int GetDaysInYears( int nYear1, int nYear2 )\n"
"{\n"
"    int  nLeaps = 0;\n"
"    for( int n = nYear1 ; n <= nYear2 ; n++ )\n"
"    {\n"
"        if( IsLeapYear( n ) )\n"
"            nLeaps++;\n"
"    }\n"
"    int  nSum = 1;\n"
"    nSum += nYear2;\n"
"    nSum -= nYear1;\n"
"    nSum *= 365;\n"
"    nSum += nLeaps;\n"
"    return nSum;\n"
"}\n"

Definition at line 413 of file opinlinefun_finacial.cxx.

std::string GetDaysInYearsDecl

Initial value:

=
"int GetDaysInYears( int nYear1, int nYear2 );\n"

Definition at line 410 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string getDiff

Definition at line 472 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string GetDiffDate

Definition at line 1212 of file opinlinefun_finacial.cxx.

std::string GetDiffDate360

Initial value:

=
"int GetDiffDate360( int nNullDate, int nDate1, int nDate2,"
"bool bUSAMethod )\n"
"{\n"
"    nDate1 += nNullDate;\n"
"    nDate2 += nNullDate;\n"
"    int nDay1, nMonth1, nYear1, nDay2, nMonth2, nYear2;\n"
"    DaysToDate( nDate1, &nDay1, &nMonth1, &nYear1 );\n"
"    DaysToDate( nDate2, &nDay2, &nMonth2, &nYear2 );\n"
"    return GetDiffDate360_( nDay1, nMonth1, nYear1, IsLeapYear( nYear1 ), "
"nDay2, nMonth2, nYear2, bUSAMethod );\n"
"}\n"

Definition at line 1325 of file opinlinefun_finacial.cxx.

std::string GetDiffDate360_

Initial value:

=
"int GetDiffDate360_(\n"
"                int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n"
"                int nDay2, int nMonth2, int nYear2,\n"
"                bool bUSAMethod )\n"
"{\n"
"    if( nDay1 == 31 )\n"
"        nDay1--;\n"
"    else if( bUSAMethod && ( nMonth1 == 2 && ( nDay1 == 29 || ( nDay1 == 28 "
"&& !bLeapYear1 ) ) ) )\n"
"        nDay1 = 30;\n"
"    if( nDay2 == 31 )\n"
"    {\n"
"        if( bUSAMethod && nDay1 != 30 )\n"
"        {\n"
"            nDay2 = 1;\n"
"            if( nMonth2 == 12 )\n"
"            {\n"
"                nYear2++;\n"
"                nMonth2 = 1;\n"
"            }\n"
"            else\n"
"                nMonth2++;\n"
"        }\n"
"        else\n"
"            nDay2 = 30;\n"
"    }\n"
"    return nDay2 + nMonth2 * 30 + nYear2 * 360 - nDay1 - nMonth1 * 30 - "
"nYear1 * 360;\n"
"}\n"

Definition at line 1290 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpTbilleq::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string GetDiffDate360_Decl

Initial value:

=
"int GetDiffDate360_(\n"
"                int nDay1, int nMonth1, int nYear1, bool bLeapYear1,\n"
"                int nDay2, int nMonth2, int nYear2,\n"
"                bool bUSAMethod );\n"

Definition at line 1284 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpTbilleq::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string GetDiffDate360Decl

Initial value:

=
"int GetDiffDate360( int nNullDate, int nDate1, int nDate2,"
"bool bUSAMethod);\n"

Definition at line 1321 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpTbilleq::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string GetDiffDate_new

Definition at line 1823 of file opinlinefun_finacial.cxx.

std::string GetDiffDate_newDecl

Initial value:

=
"int GetDiffDate_new( int nNullDate, int nStartDate, int nEndDate, int nMode,"
"    int* pOptDaysIn1stYear );\n"

Definition at line 1819 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun().

std::string GetDiffDateDecl

Initial value:

=
"int GetDiffDate( int nNullDate, int nStartDate, int nEndDate, int nMode,"
"    int* pOptDaysIn1stYear );\n"

Definition at line 1208 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), and sc::opencl::OpReceived::BinInlineFun().

std::string getDiffDecl

Initial value:

=
"int getDiff(int rFrom,int rTo,int fDay,int fMonth,int fYear,int fbLastDayMode,"
"int fbLastDay,int fb30Days,int fbUSMode,int fnDay,int tDay,int tMonth,"
"int tYear,int tbLastDayMode,int tbLastDay,int tb30Days,"
"int tbUSMode,int tnDay);\n"

Definition at line 466 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string GetDuration

Initial value:

=
"double GetDuration( \n"
"                int nNullDate, int nSettle, int nMat, double fCoup,\n"
"                double fYield, int nFreq, int nBase )\n"
"{\n"
"    double fYearfrac = GetYearFrac( nNullDate, nSettle, nMat, nBase );\n"
"    double fNumOfCoups = lcl_Getcoupnum(nNullDate,nSettle,nMat,nFreq);\n"
"    double fDur = 0.0;\n"
"    double f100 = 100.0;\n"
"    fCoup *= f100 / nFreq;\n"
"    fYield /= nFreq;\n"
"    fYield += 1.0;\n"
"    double nDiff = fYearfrac * nFreq - fNumOfCoups;\n"
"    int  t;\n"
"    for( t = 1 ; t < fNumOfCoups ; t++ )\n"
"        fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff );\n"
"    fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) /"
" pow( fYield, fNumOfCoups + nDiff );\n"
"    double  p = 0.0;\n"
"    for( t = 1 ; t < fNumOfCoups ; t++ )\n"
"      p += fCoup / pow( fYield, t + nDiff );\n"
"    p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff );\n"
"    fDur /= p;\n"
"    fDur /= nFreq;\n"
"    return fDur;\n""}\n"

Definition at line 1343 of file opinlinefun_finacial.cxx.

std::string GetDuration_new

Definition at line 1374 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun().

std::string GetDuration_newDecl

Initial value:

=
"double GetDuration_new( \n"
"                int nNullDate, int nSettle, int nMat, double fCoup,\n"
"                double fYield, int nFreq, int nBase );\n"

Definition at line 1369 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun().

std::string GetDurationDecl

Initial value:

=
"double GetDuration( \n"
"                int nNullDate, int nSettle, int nMat, double fCoup,\n"
"                double fYield, int nFreq, int nBase );\n"

Definition at line 1338 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun().

std::string GetFV

Initial value:

=
"double GetFV( double fRate, double fNper, double fPmt,"
"double fPv, int nPayType )\n"
"{\n"
"    double      fFv;\n"
"    if( fRate == 0.0 )\n"
"        fFv = fPv + fPmt * fNper;\n"
"    else\n"
"    {\n"
"        double  fTerm = pow( 1.0 + fRate, fNper );\n"
"        if( nPayType > 0 )\n"
"                fFv = fPv * fTerm + fPmt * ( 1.0 + fRate ) *( fTerm - 1.0 ) "
"/ fRate;\n"
"        else\n"
"                fFv = fPv * fTerm + fPmt * ( fTerm - 1.0 ) / fRate;\n"
"    }\n"
"    return -fFv;\n"
"}\n"

Definition at line 64 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpFV::BinInlineFun(), sc::opencl::OpIPMT::BinInlineFun(), and sc::opencl::OpPPMT::BinInlineFun().

std::string GetFV_new

Initial value:

=
"double GetFV_new( double fRate, double fNper, double fPmt,"
"double fPv, int nPayType )\n"
"{\n"
"    double fFv;\n"
"    double  fTerm = pow( 1.0 + fRate, fNper );\n"
"    if( nPayType > 0 )\n"
"        fFv = fPv * fTerm + fPmt * ( 1.0 + fRate ) *( fTerm - 1.0 ) "
"*pow( fRate,-1);\n"
"    else\n"
"        fFv = fPv * fTerm + fPmt * ( fTerm - 1.0 ) *pow( fRate,-1);\n"
"    return -fFv;\n"
"}\n"

Definition at line 87 of file opinlinefun_finacial.cxx.

std::string GetFV_newDecl

Initial value:

=
"double GetFV_new( double fRate, double fNper, double fPmt,"
"double fPv, int nPayType );\n"

Definition at line 83 of file opinlinefun_finacial.cxx.

std::string GetFVDecl

Initial value:

=
"double GetFV( double fRate, double fNper, double fPmt,"
"double fPv, int nPayType );\n"

Definition at line 60 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpFV::BinInlineFun(), sc::opencl::OpIPMT::BinInlineFun(), and sc::opencl::OpPPMT::BinInlineFun().

std::string GetNullDate

Initial value:

=
"int GetNullDate()\n"
"{\n"
"    return DateToDays(30,12,1899 );\n"
"}\n"

Definition at line 245 of file opinlinefun_finacial.cxx.

std::string GetNullDate_new

Initial value:

=
"int GetNullDate_new()\n"
"{\n"
"    return DateToDays_new(30,12,1899 );\n"
"}\n"

Definition at line 253 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdays::BinInlineFun().

std::string GetNullDate_newDecl

Initial value:

=
"int GetNullDate_new();\n"

Definition at line 250 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdays::BinInlineFun().

std::string GetNullDateDecl

Initial value:

=
"int GetNullDate();\n"

Definition at line 242 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun(), sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpTbilleq::BinInlineFun(), sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpYieldmat::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpReceived::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string GetOddlprice

Initial value:

=
"double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
"    double fRate, double fYield, double fRedemp, int nFreq, int nBase )\n"
"{\n"
"    double   fFreq =  nFreq ;\n"
"    double   fDCi = GetYearFrac( nNullDate, nLastCoup,"
"nMat, nBase ) * fFreq;\n"
"    double   fDSCi = GetYearFrac( nNullDate, nSettle,"
"nMat, nBase ) * fFreq;\n"
"    double   fAi = GetYearFrac( nNullDate, nLastCoup,"
"nSettle, nBase ) * fFreq;\n"
"    double   p = fRedemp + fDCi * 100.0 * fRate / fFreq;\n"
"    p /= fDSCi * fYield / fFreq + 1.0;\n"
"    p -= fAi * 100.0 * fRate / fFreq;\n"
"    return p;\n"
"}\n"

Definition at line 1548 of file opinlinefun_finacial.cxx.

std::string GetOddlpriceDecl

Initial value:

=
"double GetOddlprice( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
"    double fRate, double fYield, double fRedemp, int nFreq, int nBase );\n"

Definition at line 1544 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpOddlprice::BinInlineFun().

std::string GetOddlyield

Initial value:

=
"double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
"    double fRate, double fPrice, double fRedemp, int nFreq, int nBase ) \n"
"{\n"
"    double fFreq =  nFreq ;\n"
"    double fDCi= GetYearFrac( nNullDate, nLastCoup, nMat, nBase ) * fFreq;\n"
"    double fDSCi= GetYearFrac( nNullDate, nSettle, nMat, nBase ) * fFreq;\n"
"    double fAi= GetYearFrac( nNullDate, nLastCoup, nSettle, nBase )*fFreq;\n"
"    double y = fRedemp + fDCi * 100.0 * fRate / fFreq;\n"
"    y /= fPrice + fAi * 100.0 * fRate / fFreq;\n"
"    y -= 1.0;\n"
"    y *= fFreq / fDSCi;\n"
"    return y;\n"
"}\n"

Definition at line 1569 of file opinlinefun_finacial.cxx.

std::string GetOddlyieldDecl

Initial value:

=
"double GetOddlyield( int nNullDate, int nSettle, int nMat, int nLastCoup,\n"
"    double fRate, double fPrice, double fRedemp, int nFreq, int nBase );\n"

Definition at line 1565 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpOddlyield::BinInlineFun().

std::string GetPMT_new

Initial value:

=
"double GetPMT_new( double fRate, double fNper, double fPv, double fFv,"
"int nPayType)\n"
"{\n"
"    double fPmt;\n"
"        double  fTerm = pow( 1.0 + fRate, fNper );\n"
"        if( nPayType > 0 )\n"
"            fPmt = ( fFv * fRate *pow ( fTerm - 1.0,-1 ) + fPv * fRate *pow( "
"( 1.0 - pow( fTerm,-1) ),-1) )* pow ( 1.0 + fRate,-1 );\n"
"        else\n"
"            fPmt = fFv * fRate *pow ( fTerm - 1.0 ,-1) + fPv * fRate *pow( "
"1.0 - pow( fTerm,-1),-1 );\n"
"    return -fPmt;\n"
"}\n"

Definition at line 46 of file opinlinefun_finacial.cxx.

std::string GetPMT_newDecl

Initial value:

=
"double GetPMT_new( double fRate, double fNper, double fPv, double fFv,"
"int nPayType );\n"

Definition at line 43 of file opinlinefun_finacial.cxx.

std::string getPrice_

Initial value:

=
"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
    "double fRedemp, int nFreq, int nBase )\n"
"{\n"
"    double      fFreq = nFreq;\n"
"    double      fE = coupdays( nSettle, nMat, nFreq, nBase );\n"
"    double      fDSC_E = coupdaysnc(  nSettle, nMat, nFreq, nBase ) / fE;\n"
"    double      fN = coupnum( nSettle, nMat, nFreq, nBase );\n"
"    double      fA = coupdaybs( nSettle, nMat, nFreq, nBase );\n"
"    double      fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + "
"fDSC_E ) );\n"
"    fRet -= 100.0 * fRate / fFreq * fA / fE;\n"
"    double      fT1 = 100.0 * fRate / fFreq;\n"
"    double      fT2 = 1.0 + fYield / fFreq;\n"
"    for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n"
"        fRet += fT1 / pow( fT2, fK + fDSC_E );\n"
"    return fRet;\n"
"}\n"

Definition at line 957 of file opinlinefun_finacial.cxx.

std::string getPrice_Decl

Initial value:

=
"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
    "double fRedemp, int nFreq, int nBase );\n"

Definition at line 953 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string getPrice_new

Initial value:

=
"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
    "double fRedemp, int nFreq, int nBase )\n"
"{\n"
"    double      fFreq = nFreq;\n"
"    double      fE = coupdays_new( nSettle, nMat, nFreq, nBase );\n"
"    double      fDSC_E = coupdaysnc_new(  nSettle, nMat, nFreq, nBase ) / fE;\n"
"    double      fN = coupnum_new( nSettle, nMat, nFreq, nBase );\n"
"    double      fA = coupdaybs_new( nSettle, nMat, nFreq, nBase );\n"
"    double      fRet = fRedemp / ( pow( 1.0 + fYield / fFreq, fN - 1.0 + "
"fDSC_E ) );\n"
"    fRet -= 100.0 * fRate / fFreq * fA / fE;\n"
"    double      fT1 = 100.0 * fRate / fFreq;\n"
"    double      fT2 = 1.0 + fYield / fFreq;\n"
"    for( double fK = 0.0 ; fK < fN ; fK+=1.0 )\n"
"        fRet += fT1 / pow( fT2, fK + fDSC_E );\n"
"    return fRet;\n"
"}\n"

Definition at line 979 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun().

std::string getPrice_new_Decl

Initial value:

=
"double getPrice_(int nSettle, int nMat, double fRate, double fYield,\n"
    "double fRedemp, int nFreq, int nBase );\n"

Definition at line 975 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun().

std::string GetYearDiff

Initial value:

=
"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
"int nMode )\n"
"{\n"
"    int   nDays1stYear;\n"
"    int   nTotalDays = GetDiffDate( nNullDate, nStartDate, nEndDate,"
"nMode, &"
"nDays1stYear );\n"
"     return (double)(nTotalDays)*pow((double)nDays1stYear,-1);\n"
"}\n"

Definition at line 1273 of file opinlinefun_finacial.cxx.

std::string GetYearDiff_new

Initial value:

=
"double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
"int nMode )\n"
"{\n"
"    int   nDays1stYear;\n"
"    int   nTotalDays = GetDiffDate_new( nNullDate, nStartDate, nEndDate,"
"nMode, &"
"nDays1stYear );\n"
"    return (double)(nTotalDays)* pow((double)nDays1stYear,-1);\n"
"}\n"

Definition at line 1808 of file opinlinefun_finacial.cxx.

std::string GetYearDiff_newDecl

Initial value:

=
"double GetYearDiff_new( int nNullDate, int nStartDate, int nEndDate,"
"int nMode);\n"

Definition at line 1804 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpINTRATE::BinInlineFun().

std::string GetYearDiffDecl

Initial value:

=
"double GetYearDiff( int nNullDate, int nStartDate, int nEndDate,"
"int nMode);\n"

Definition at line 1269 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), and sc::opencl::OpReceived::BinInlineFun().

std::string GetYearFrac

Definition at line 1056 of file opinlinefun_finacial.cxx.

std::string GetYearFrac_new

Definition at line 1588 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYieldmat::BinInlineFun().

std::string GetYearFrac_newDecl

Initial value:

=
"double GetYearFrac_new( int nNullDate, int nStartDate, int nEndDate,"
"int nMode );\n"

Definition at line 1584 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYieldmat::BinInlineFun().

std::string GetYearFracDecl

Initial value:

=
"double GetYearFrac( int nNullDate, int nStartDate, int nEndDate,"
"int nMode );\n"

Definition at line 1052 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), and sc::opencl::OpTbillprice::BinInlineFun().

std::string getYield_

Definition at line 1002 of file opinlinefun_finacial.cxx.

std::string getYield_Decl

Initial value:

=
"double getYield_( int nNullDate, int nSettle, int nMat, double fCoup,"
"double fPrice,double fRedemp, int nFreq, int nBase);\n"

Definition at line 998 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string GetYieldmat

Initial value:

=
    "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n"
        "double fRate, double fPrice, int nBase )\n"
"{\n"
"    double      fIssMat = GetYearFrac_new( nNullDate, nIssue, nMat, nBase );\n"
"    double      fIssSet = GetYearFrac_new( nNullDate, nIssue, nSettle, nBase );\n"
"    double      fSetMat = GetYearFrac_new( nNullDate, nSettle, nMat, nBase );\n"
"    double      y = 1.0 + fIssMat * fRate;\n"
"    y =y * pow( (fPrice / 100.0 + fIssSet * fRate),-1);\n"
"    y-=1.0;\n"
"    y = y * pow(fSetMat,-1);\n"
"    return y;\n"
"}\n"

Definition at line 1194 of file opinlinefun_finacial.cxx.

std::string GetYieldmatDecl

Initial value:

=
    "double GetYieldmat( int nNullDate, int nSettle, int nMat, int nIssue,\n"
        "double fRate, double fPrice, int nBase );\n"

Definition at line 1190 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYieldmat::BinInlineFun().

std::string IsLeapYear

Initial value:

=
"bool IsLeapYear( int n )\n"
"{\n"
"    return ( (( ( n % 4 ) == 0 ) && ( ( n % 100 ) != 0)) || ( ( n % 400 ) == "
"0 ) );\n"
"}\n"

Definition at line 104 of file opinlinefun_finacial.cxx.

std::string IsLeapYearDecl

Initial value:

=
"bool IsLeapYear( int n );\n"

Definition at line 101 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun(), sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::PriceMat::BinInlineFun(), sc::opencl::OpTbilleq::BinInlineFun(), sc::opencl::OpAccrint::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpYieldmat::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpOddlprice::BinInlineFun(), sc::opencl::OpOddlyield::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), sc::opencl::OpCoupnum::BinInlineFun(), sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), sc::opencl::OpReceived::BinInlineFun(), sc::opencl::OpYielddisc::BinInlineFun(), sc::opencl::OpTbillprice::BinInlineFun(), and sc::opencl::OpTbillyield::BinInlineFun().

std::string lcl_Getcoupdaybs

Initial value:

=
"int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n"
"{\n"
"    int aDate = nMat;\n"
"    int rDay=0,rMonth=0, rYear=0;int mDay=0,mMonth=0, mYear=0;int sDay=0,"
"sMonth=0, sYear=0;\n"
"    int rbLastDayMode=0, rbLastDay=0,rb30Days=0,rbUSMode=0,rnDay=0;\n"
"    int sbLastDayMode=0, sbLastDay=0,sb30Days=0,sbUSMode=0,snDay=0;\n"
"    ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,&"
"rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
"    ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,&"
"sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
"    rYear= sYear;\n"
"    nSettle=nSettle+nNullDate;\n"
"    aDate=DateToDays( rDay,rMonth,rYear );\n"
"    if( aDate < nSettle )\n"
"    {\n"
"        rYear+= 1;\n"
"        aDate=DateToDays( rDay,rMonth,rYear );\n"
"    }\n"
"    while(aDate > nSettle )\n"
"    {\n"
"        addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,-1*(12/nFreq),&rYear"
");\n"
"        aDate=DateToDays( rDay,rMonth,rYear );\n"
"    }\n"
"    return getDiff( aDate, nSettle, rDay, rMonth, rYear, rbLastDayMode, "
"rbLastDay, rb30Days, rbUSMode, rnDay, sDay, sMonth, sYear, sbLastDayMode,"
"sbLastDay, sb30Days, sbUSMode, snDay);\n"
"}\n"

Definition at line 533 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string lcl_Getcoupdaybs_new

Definition at line 568 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string lcl_Getcoupdaybs_newDecl

Initial value:

=
"int lcl_Getcoupdaybs_new(int nNullDate,int nSettle,int nMat,int nFreq,"
"int nBase);\n"

Definition at line 564 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string lcl_GetcoupdaybsDecl

Initial value:

=
"int lcl_Getcoupdaybs(int nNullDate,int nSettle, int nMat,int nFreq,int nBase);\n"

Definition at line 530 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string lcl_Getcoupdays

Definition at line 607 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string lcl_Getcoupdays_new

Definition at line 647 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string lcl_Getcoupdays_newDecl

Initial value:

=
"int lcl_Getcoupdays_new(int nNullDate,int nSettle, "
"int nMat,int nFreq,int nBase);\n"

Definition at line 643 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), and sc::opencl::OpCoupdaysnc::BinInlineFun().

std::string lcl_GetcoupdaysDecl

Initial value:

=
"int lcl_Getcoupdays(int nNullDate,int nSettle, "
"int nMat,int nFreq,int nBase);\n"

Definition at line 603 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpYield::BinInlineFun().

std::string lcl_GetCoupncd

Initial value:

=
"int lcl_GetCoupncd(int nNullDate,int nSettle, int nMat,int nFreq,int nBase)\n"
"{\n"
"    int aDate = nMat;\n"
"    int rDay=0,rMonth=0, rYear=0,rbLastDayMode=0, rbLastDay=0,rb30Days=0,"
"rbUSMode=0,rnDay=0;\n"
"    int sDay=0,sMonth=0, sYear=0,sbLastDayMode=0, sbLastDay=0,sb30Days=0,"
"sbUSMode=0,snDay=0;\n"
"    ScaDate( nNullDate,nSettle,nBase,&sDay,&sMonth,&sYear,&sbLastDayMode,"
"&sbLastDay,&sb30Days,&sbUSMode,&snDay);\n"
"    ScaDate( nNullDate,aDate,nBase,&rDay,&rMonth,&rYear,&rbLastDayMode,"
"&rbLastDay,&rb30Days,&rbUSMode,&rnDay);\n"
"    rYear=sYear;\n"
"    setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
"    if(checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,rbLastDay"
",sDay,rDay))\n"
"    {\n"
"        rYear-=1;\n"
"        setDay(rDay,rMonth,rYear,rbLastDay,rb30Days,&rnDay);\n"
"    }\n"
"    while(!checklessthan(sYear,rYear,sMonth,rMonth,snDay,rnDay,sbLastDay,"
"rbLastDay,sDay,rDay))\n"
"    {\n"
"      addMonths(rb30Days,rbLastDay,&rnDay,rDay,&rMonth,12/nFreq,&rYear);\n"
"    }\n"
"    int nLastDay = DaysInMonth( rMonth, rYear );\n"
"    int nRealDay = (rbLastDayMode && rbLastDay) ? nLastDay :"
"min( nLastDay, rDay );\n"
"    return DateToDays( nRealDay, rMonth, rYear ) - nNullDate;\n"
"}\n"

Definition at line 325 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCoupncd::BinInlineFun().

std::string lcl_GetCoupncdDecl

Initial value:

=
"int lcl_GetCoupncd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 322 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCoupncd::BinInlineFun().

std::string lcl_Getcoupnum

Definition at line 690 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun(), and sc::opencl::OpYield::BinInlineFun().

std::string lcl_Getcoupnum_new

Definition at line 731 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string lcl_Getcoupnum_newDecl

Initial value:

=
"double lcl_Getcoupnum_new(int nNullDate,int nSettle,int nMat,int nFreq,int"
" nBase);\n"

Definition at line 728 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string lcl_GetcoupnumDecl

Initial value:

=
"int lcl_Getcoupnum(int nNullDate,int nSettle, int nMat,int nFreq);\n"

Definition at line 687 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpDuration_ADD::BinInlineFun(), and sc::opencl::OpYield::BinInlineFun().

std::string lcl_GetCouppcd

Definition at line 290 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCouppcd::BinInlineFun().

std::string lcl_GetCouppcdDecl

Initial value:

=
"int lcl_GetCouppcd(int nNullDate,int nSettle,int nMat,int nFreq,int nBase);\n"

Definition at line 287 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpCouppcd::BinInlineFun().

std::string nCorrValDecl

Initial value:

="double constant nCorrVal[]"
"= {0, 9e-1, 9e-2, 9e-3, 9e-4, 9e-5, 9e-6, 9e-7, "
"9e-8,9e-9, 9e-10, 9e-11, 9e-12, 9e-13, 9e-14, 9e-15};\n"

Definition at line 13 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), and sc::opencl::RATE::BinInlineFun().

std::string Round

Initial value:

=
"double  Round(double fValue)\n"
"{\n"
"    if ( fValue == 0.0  )\n"
"        return fValue;\n"
"\n"
"    double fFac = 0;\n"
"    int nExp;\n"
"    if ( fValue > 0.0 )\n"
"        nExp = ( floor( log10( fValue ) ) );\n"
"    else\n"
"        nExp = 0;\n"
"    int nIndex = 15 - nExp;\n"
"    if ( nIndex > 15 )\n"
"        nIndex = 15;\n"
"    else if ( nIndex <= 1 )\n"
"        nIndex = 0;\n"
"    fValue = floor( fValue + 0.5 + nCorrVal[nIndex] );\n"
"    return fValue;\n"
"}\n"

Definition at line 22 of file opinlinefun_finacial.cxx.

std::string RoundDecl = "double Round(double fValue);\n"

Definition at line 20 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpAmordegrc::BinInlineFun(), sc::opencl::OpAmorlinc::BinInlineFun(), and sc::opencl::RATE::BinInlineFun().

std::string ScaDate

Initial value:

=
"void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, "
"int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay,"
"int *b30Days,int *bUSMode,int *nDay)\n"
"{\n"
"    DaysToDate( nNullDate + nDate, nOrigDay, nMonth, nYear );\n"
"    *bLastDayMode = (nBase != 5);\n"
"    *bLastDay = (*nOrigDay >= DaysInMonth( *nMonth, *nYear ));\n"
"    *b30Days = (nBase == 0) || (nBase == 4);\n"
"    *bUSMode = (nBase == 0);\n"
"    if( *b30Days)\n"
"    {\n"
"        *nDay = min( *nOrigDay, 30);\n"
"        if( *bLastDay || (*nDay >=DaysInMonth( *nMonth, *nYear )) )\n"
"        *nDay = 30;\n"
"    }\n"
"    else\n"
"    {\n"
"        int nLastDay = DaysInMonth( *nMonth, *nYear );\n"
"        *nDay = *bLastDay ? nLastDay : min( *nOrigDay, nLastDay );\n"
"    }\n"
"}\n"

Definition at line 264 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string ScaDateDecl

Initial value:

=
"void ScaDate( int nNullDate, int nDate, int nBase,int *nOrigDay, "
"int *nMonth,int *nYear,int *bLastDayMode,int *bLastDay,"
"int *b30Days,int *bUSMode,int *nDay);\n"

Definition at line 259 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpYield::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpPriceDisc::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string SCdEpsilonDecl

Initial value:

=
"constant double SCdEpsilon = 1.0E-7;\n"

Definition at line 17 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::RATE::BinInlineFun().

std::string ScGetDDB

Initial value:

=
"double ScGetDDB(double fCost, double fSalvage, double fLife, double fPeriod,"
"double fFactor)\n"
"{\n"
"    double fDdb, fRate, fOldValue, fNewValue;\n"
"    fRate = fFactor / fLife;\n"
"    if (fRate >= 1.0)\n"
"    {\n"
"        fRate = 1.0;\n"
"        if (fPeriod == 1.0)\n"
"            fOldValue = fCost;\n"
"        else\n"
"            fOldValue = 0.0;\n"
"    }\n"
"    else\n"
"        fOldValue = fCost * pow(1.0 - fRate, fPeriod - 1.0);\n"
"    fNewValue = fCost * pow(1.0 - fRate, fPeriod);\n"

"    if (fNewValue < fSalvage)\n"
"        fDdb = fOldValue - fSalvage;\n"
"    else\n"
"        fDdb = fOldValue - fNewValue;\n"
"    if (fDdb < 0.0)\n"
"        fDdb = 0.0;\n"
"    return fDdb;\n"
"}\n"

Definition at line 1411 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun(), ScInterpreter::ScDDB(), ScInterpreter::ScInterVDB(), and ScInterpreter::ScVDB().

std::string ScGetDDBDecl

Initial value:

=
"double ScGetDDB(double fCost, double fSalvage, double fLife, double fPeriod,"
"double fFactor);\n"

Definition at line 1407 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().

std::string ScInterVDB

Definition at line 1451 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun(), and ScInterpreter::ScVDB().

std::string ScInterVDBDecl

Initial value:

=
"double ScInterVDB(double fCost, double fSalvage, double fLife, double fLife1,"
"double fPeriod, double fFactor);\n"

Definition at line 1447 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().

std::string setDay

Initial value:

=
"void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days,"
"int *nDay)\n"
"{\n"
"    if( b30Days )\n"
"    {\n"
"        *nDay = min( nOrigDay, 30);\n"
"        if( bLastDay || (*nDay >= DaysInMonth( nMonth, nYear )) )\n"
"            *nDay = 30;\n"
"    }\n"
"    else\n"
"    {\n"
"        int nLastDay = DaysInMonth( nMonth, nYear );\n"
"        *nDay = bLastDay ? nLastDay : min( nOrigDay, nLastDay );\n"
"    }\n"
"}\n"

Definition at line 771 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string setDayDecl

Initial value:

=
"void setDay(int nOrigDay, int nMonth,int nYear,int bLastDay,int b30Days,"
"int *nDay);\n"

Definition at line 768 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpMDuration::BinInlineFun(), sc::opencl::OpPrice::BinInlineFun(), sc::opencl::OpCoupdaybs::BinInlineFun(), sc::opencl::OpCoupdays::BinInlineFun(), sc::opencl::OpCoupdaysnc::BinInlineFun(), sc::opencl::OpCouppcd::BinInlineFun(), sc::opencl::OpCoupncd::BinInlineFun(), and sc::opencl::OpCoupnum::BinInlineFun().

std::string VDBImplement

Definition at line 1499 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().

std::string VDBImplementDecl

Initial value:

=
"double VDBImplement(double fCost, double fSalvage, double fLife, double fStart"
", double fEnd, double fFactor, bool bNoSwitch);\n"

Definition at line 1495 of file opinlinefun_finacial.cxx.

Referenced by sc::opencl::OpVDB::BinInlineFun().