std::vector<std::string> f4(FLYLIB_OPAQUE _in_params) {
FlyLib_Multi in_params (_in_params);
int nrows (in_params.num_rows ());
int ncols (in_params.num_cols ());
std::vector<std::string> ret;
if (ncols>1) return ret;
for (int col = 0; col < ncols; col ++) {
for (int row = 0; row < nrows; row++) {
ACE_TString cur_name;
if (in_params.get_cell (cur_name, row, col) == 0) {
ret.push_back(std::string(cur_name.c_str()));
}
}
}
return ret;
}
std::vector<QuantLib::Date> f5(FLYLIB_OPAQUE _in_params) {
FlyLib_Multi in_params (_in_params);
int nrows (in_params.num_rows ());
int ncols (in_params.num_cols ());
std::vector<QuantLib::Date> ret;
if (ncols>1) return ret;
for (int col = 0; col < ncols; col ++) {
for (int row = 0; row < nrows; row++) {
ACE_TString cur_name;
if (in_params.get_cell (cur_name, row, col) == 0) {
long d = FlyLib_Double::to_long (cur_name.c_str ());
ret.push_back(QuantLib::Date(d));
}
}
}
return ret;
}
int CreateCalibration( DoubleArray& Nexp, DoubleArray& teta, CalibrationParams& cal )
{
CalibrationFuncParams in_params(Nexp.GetSize(), Nexp, teta, cal.n_p, cal.n_s, cal.alfa );
CalibrationSolver FindFI( in_params );
if( (cal.status=FindFI.Run(-45*DEGREE, 45*DEGREE, 1e-12))==GSL_SUCCESS )
{
double *A = FindFI.fparams.GetA(), *B = FindFI.fparams.GetB(), *N = FindFI.fparams.N;
cal.fi0=FindFI.root;
cal.L = ((N[1] - N[3])*(A[0] - A[3]) - (N[0] - N[3])*(A[1] - A[3])) /
((B[0] - B[3])*(A[1] - A[3]) - (B[1] - B[3])*(A[0] - A[3]));
cal.d0 = ((N[3] - N[0]) - cal.L*(B[0] - B[3]))/(A[0] - A[3]);
cal.N0 = N[0] + cal.d0*A[0] + cal.L*B[0];
cal.dt=FindFI.dt;
cal.func_call_cntr=CalibrationSolver::func_call_cntr;
cal.epsabs=FindFI.epsabs; cal.epsrel=FindFI.epsrel;
cal.Nexp.RemoveAll(); cal.teta.RemoveAll();
for(int i=0;i<Nexp.GetSize();i++) cal.Nexp.Add(N[i]);
for(int i=0;i<teta.GetSize();i++) cal.teta.Add(teta[i]);
}
return cal.status;
}
