void OptionCalculator::parrallel_realisation(int nb_realisation)
{
m_realisation_values.resize(nb_realisation);
concurrency::extent<1> e(nb_realisation);
concurrency::array_view<float, 1> c(e, m_realisation_values);
c.discard_data();
const float two_pi = _two_pi;
const float neg_two = -2.0f;
const int time_laps = OptionCalculator::_M;
const float initial = m_initial_share_prices;
const float sdt = m_sdt;
const float rate = m_rate;
const float dt = OptionCalculator::_dt;
concurrency::index<1> idx(0);
tinymt_collection<1> randomClass(e, rand());
concurrency::parallel_for_each(e, [=](concurrency::index<1> idx) restrict(amp)
{
c[idx] = initial;
for (int i = 1; i < time_laps; ++i)
{
float random_tmp = concurrency::fast_math::sqrt(neg_two * float(concurrency::fast_math::log((float(randomClass[idx].next_single())))))
* float(concurrency::fast_math::cos((float(two_pi * float(randomClass[idx].next_single())))));
c[idx] = c[idx] * (1.f + random_tmp * sdt + rate * dt);
}
});
Invader* InvaderSwarm::getRightInvader() {
InvaderClass invClass = randomClass();
Invader* right = getInvader(invClass, 9, 6);
if(right != 0) return right;
Invader* left = getInvader(invClass, 0, 9);
if(left != 0) return left;
return getSubstitudeInvader();
}
