int main (void)
{
int year0, year1, mon0, mon1, day0, day1, dayo;
float daysD, daysT0, daysT1;
printf("Enter Starting YYYY,MM,DD ");
scanf("%d, %d, %d", &year0, &mon0, &day0);
puts("");
printf("Enter Ending YYYY,MM,DD ");
scanf("%d, %d, %d", &year1, &mon1, &day1);
puts("\n");
/* temporary rem-out .....
daysT0 = year0 * 365.2421897 + (mon0 - 1) * 30.43684914 + day0;
daysT1 = year1 * 365.2421897 + (mon1 - 1) * 30.43684914 + day1;
printf("Total days of daysT0 = %.10g Total days of dayT1 = %.10g\n", daysT0, daysT1);
daysD = (daysT1 - daysT0);
dayo = (int)(daysD + 0.5);
printf("\nDifference by days between dates as a 0.5 rounded-up integer = %i\n", dayo);
...... */
dayo = daycounter(year0, year1, mon0, mon1, day0, day1);
printf("\nA rigorous count of days (returned to the calling func) = %i\n", dayo);
return 0;
}
/* enregistre une jambe à taux flottant */
DLLEXPORT xloper * xlInitiateFloatLegUnitedStates (const char * objectID_,
const double * effectiveDate_,
xloper * firstCouponDate_,
xloper * lastCouponDate_,
const double * maturityDate_,
xloper * notional_,
const char * indexId_,
xloper * frequency_,
xloper * daycounter_,
xloper * spread_,
xloper * trigger_) {
boost::shared_ptr<ObjectHandler::FunctionCall> functionCall(
new ObjectHandler::FunctionCall("xlInitiatefloatLegUnitedStates")) ;
try {
QL_ENSURE(! functionCall->calledByFunctionWizard(), "") ;
// vérification des codes erreur
ObjectHandler::validateRange(trigger_, "trigger") ;
ObjectHandler::validateRange(firstCouponDate_, "first Coupon Date") ;
ObjectHandler::validateRange(lastCouponDate_, "last Coupon Date") ;
ObjectHandler::validateRange(notional_, "notional") ;
ObjectHandler::validateRange(frequency_, "frequency") ;
ObjectHandler::validateRange(daycounter_, "daycounter") ;
ObjectHandler::validateRange(spread_, "spread") ;
// Création des oper
ObjectHandler::ConvertOper myOper1(* firstCouponDate_),
myOper2(* lastCouponDate_),
myOper3(* notional_),
myOper4(* frequency_),
myOper5(* daycounter_),
myOper6(* spread_) ;
// création des dates et contrôles sur les dates intermédiaires
QuantLib::Date effectiveDate(QuantLib::Date(static_cast<QuantLib::BigInteger>(* effectiveDate_))) ;
QuantLib::Date maturityDate(QuantLib::Date(static_cast<QuantLib::BigInteger>(* maturityDate_))) ;
QuantLib::Date firstCouponDate(myOper1.missing() ?
QuantLib::Date() :
QuantLib::Date(static_cast<QuantLib::BigInteger>(myOper1))) ;
QuantLib::Date lastCouponDate(myOper2.missing() ?
QuantLib::Date() :
QuantLib::Date(static_cast<QuantLib::BigInteger>(myOper2))) ;
QuantLib::Real notional(myOper3.missing() ?
100.0 :
static_cast<QuantLib::Real>(myOper3)) ;
QuantLib::Frequency frequency(myOper4.missing() ?
QuantLib::Quarterly :
ObjectHandler::frequencyFactory()(static_cast<std::string>(myOper4))) ;
QuantLib::DayCounter daycounter(myOper5.missing() ?
QuantLib::Actual360() :
ObjectHandler::daycountFactory()(static_cast<std::string>(myOper5))) ;
QuantLib::Spread spread(myOper6.missing() ?
0.0 :
static_cast<QuantLib::Spread>(myOper6)) ;
// on récupère l'index libor
OH_GET_REFERENCE(iborIndexPtr,
std::string(indexId_),
QuantLibAddin::iborIndexObject,
QuantLib::IborIndex)
// Construction du value object
boost::shared_ptr<QuantLibAddin::ValueObjects::floatLegUnitedStatesValueObject> myLegValueObject(
new QuantLibAddin::ValueObjects::floatLegUnitedStatesValueObject(objectID_,
true)) ;
// instanciation de l'instrument
boost::shared_ptr<QuantLibAddin::floatLegUnitedStatesObject> myLegObject(
new QuantLibAddin::floatLegUnitedStatesObject(myLegValueObject,
effectiveDate,
firstCouponDate,
lastCouponDate,
maturityDate,
iborIndexPtr,
2,
frequency,
daycounter,
notional,
spread,
QuantLib::ModifiedFollowing,
QuantLib::ModifiedFollowing,
true, true)) ;
// stockage de l'objet
std::string returnValue =
ObjectHandler::RepositoryXL::instance().storeObject(objectID_,
myLegObject,
true) ; // on force la réécriture
static XLOPER returnOper ;
ObjectHandler::scalarToOper(returnValue, returnOper) ;
return & returnOper ;
} catch (std::exception & e) {
ObjectHandler::RepositoryXL::instance().logError(e.what(), functionCall) ;
static XLOPER returnOper ;
ObjectHandler::scalarToOper(e.what(), returnOper) ;
return & returnOper ;
}
} ;
int main (void)
{
int da1, mo1, yr1,
da2, mo2, yr2,
len, cDays;
float totalgal = 0,
fuelcost = 0,
totoilqt = 0,
othrcost = 0,
sodm = 0,
fodm;
setlocale(LC_NUMERIC, "");
char file_name[25];
FILE *fp;
system("cls");
system("dir *.csv /X");
puts("\nQmatrix v1.06 (C) 2014 Hamal and George Winkel");
printf("\nEnter the name of file you wish to open...\n");
fgets(file_name, 255, stdin);
/* Test the filename for '\n' -- fopen(below,) returns NULL unless \n is replaced with 0. */
len = strlen(file_name);
if(file_name[len-1] == '\n')
file_name[len-1] = 0;
fp = fopen(file_name,"r"); // file open "r", read mode
if( fp == NULL ) {
perror("\nError while opening the file.\n");
printf("%s\n", file_name);
exit(EXIT_FAILURE);
}
char line[1024], *tmp, /* This portion parses a file's lines (records) for its database fields */
sDay[15], fDay[15];
len = 0;
while(fgets(line, 1024, fp)) {
len++;
tmp = strdup(line);
if(len == 2) strcpy(sDay, getfield(tmp, 1)); // collect start date (as string)
tmp = strdup(line);
strcpy(fDay, getfield(tmp, 1)); // collect final date (as string)
tmp = strdup(line);
if(sodm == 0) sodm = atof(getfield(tmp, 2)); // collect start odometer
tmp = strdup(line);
fodm = atof(getfield(tmp, 2)); // collect final odometer
tmp = strdup(line);
totalgal += atof(getfield(tmp, 3)); // sum gallons of fuel
tmp = strdup(line);
fuelcost += atof(getfield(tmp, 4)); // sum fuel cost$
tmp = strdup(line);
totoilqt += atof(getfield(tmp, 5)); // sum qts. of oil
tmp = strdup(line);
othrcost += atof(getfield(tmp, 7)); // sum all other cost$
}
free(tmp);
fclose(fp); // close the file.
strcpy(line, sDay); /* This portion parses two string dates for six integers */
tmp = strdup(line);
mo1 = atoi(getfield2(tmp, 1)); // collect starting month
tmp = strdup(line);
da1 = atoi(getfield2(tmp, 2)); // collect starting day
tmp = strdup(line);
yr1 = atoi(getfield2(tmp, 3)); // collect starting year
strcpy(line, fDay);
tmp = strdup(line);
mo2 = atoi(getfield2(tmp, 1)); // collect final month
tmp = strdup(line);
da2 = atoi(getfield2(tmp, 2)); // collect final day
tmp = strdup(line);
yr2 = atoi(getfield2(tmp, 3)); // collect final year
free(tmp);
cDays = daycounter(mo1, da1, yr1, mo2, da2, yr2);
printf("\nThe contents of file: %s\n", file_name);
printf("Starting Record Date %s\n", sDay);
printf("Starting Odometer miles = %.0f\n", sodm);
printf("Total Gallons Fuel Used = %.2f\n", totalgal);
printf("Total Fuel Cost =$%.2f\n", fuelcost);
printf("Average cost per gallon =$%.2f\n", (fuelcost / totalgal));
printf("Subtotal of Other Costs =$%.2f\n", othrcost);
printf("Ending Odometer miles = %.0f\n", fodm);
printf("Ending Record Date %s\n\n", fDay);
printf("Records in this LogSheet = %d\n", len-1);
printf("Count days this period = %d\n", cDays);
printf("Miles driven this period = %.0f\n", (fodm - sodm));
printf("Tot Qts of Oil consumed = %.0f\n", totoilqt);
printf("Miles per gallon, Fuel = %.2f\n", ((fodm - sodm) / totalgal));
printf("Miles per Qt of Oil = %.2f\n", ((fodm - sodm) / totoilqt));
printf("Dollar cost per month =$%.2f\n", (fuelcost + othrcost) * 30.43684914 / cDays);
printf("Total costs this period =$%.2f\n", (fuelcost + othrcost));
printf("Miles driven on each $1 = %.2f\n", ((fodm - sodm) / (fuelcost + othrcost)));
return 0;
}
