int main()
{
int i;
for (i = 0; i < 256; i++)
chartest[i].c = i;
chartest[0].c = 0; /* chartest-done */
Fun1(foo1);
Fun2(foo2);
Fun3(foo3);
Fun4(foo4);
Fun5(foo5);
Fun6(foo6);
Fun7(foo7);
Fun8(foo8);
Fun9(foo9);
Fun10(foo10);
Fun11(foo11);
Fun12(foo12);
Fun13(foo13);
Fun14(foo14);
Fun15(foo15);
Fun16(foo16);
Fun17(foo17);
Fun18(foo18);
/* An (almost-)infinite loop that first clears all the variables and then
calls each function. This "hack" is to make testing random
functions easier - "advance funN" is guaranteed to have always
been preceded by a global variable clearing zed call.
We don't let this run forever in case gdb crashes while testing,
we don't want to be left eating all cpu on the user's system. */
for (i = 0; i < 1000000; ++i)
{
zed ();
L1 = fun1();
L2 = fun2();
L3 = fun3();
L4 = fun4();
L5 = fun5();
L6 = fun6();
L7 = fun7();
L8 = fun8();
L9 = fun9();
L10 = fun10();
L11 = fun11();
L12 = fun12();
L13 = fun13();
L14 = fun14();
L15 = fun15();
L16 = fun16();
L17 = fun17();
L18 = fun18();
}
return 0;
}
int main()
{
int i;
Fun(foo);
/* An infinite loop that first clears all the variables and then
calls the function. This "hack" is to make re-testing easier -
"advance fun" is guaranteed to have always been preceded by a
global variable clearing zed call. */
zed ();
while (1)
{
L = fun ();
zed ();
}
return 0;
}
void foobar() {
// CHECK: call nonnull %struct._ZN6PR66481DE* @_ZN6PR66483zedENS_1BE
zed(foo);
}
void foobar() {
// CHECK: call %"struct.PR6648::D"* @_ZN6PR66483zedENS_1BE
zed(foo);
}
void *h() { return zed(); }
SwaptionPseudoDerivative::SwaptionPseudoDerivative(boost::shared_ptr<MarketModel> inputModel,
Size startIndex,
Size endIndex)
{
std::vector<Real> subRateTimes(inputModel->evolution().rateTimes().begin()+startIndex,
inputModel->evolution().rateTimes().begin()+endIndex+1);
std::vector<Real> subForwards(inputModel->initialRates().begin()+startIndex,inputModel->initialRates().begin()+endIndex);
LMMCurveState cs(subRateTimes);
cs.setOnForwardRates(subForwards);
Matrix zed(SwapForwardMappings::coterminalSwapZedMatrix(cs,inputModel->displacements()[0]));
Size factors = inputModel->numberOfFactors();
//first compute variance and implied vol
variance_=0.0;
Size index=0;
while (index < inputModel->evolution().numberOfSteps() && inputModel->evolution().firstAliveRate()[index] <= startIndex)
{
const Matrix& thisPseudo = inputModel->pseudoRoot(index);
Real thisVariance_ =0.0;
for (Size j=startIndex; j < endIndex; ++j)
for (Size k=startIndex; k < endIndex; ++k)
for (Size f=0; f < factors; ++f)
thisVariance_+= zed[0][j-startIndex]*thisPseudo[j][f]*thisPseudo[k][f]*zed[0][k-startIndex];
variance_ += thisVariance_;
++index;
}
Size stopIndex = index;
expiry_ = subRateTimes[0];
impliedVolatility_ = std::sqrt(variance_/expiry_);
Real scale = 0.5*(1.0/expiry_)/impliedVolatility_;
Size numberRates = inputModel->evolution().numberOfRates();
Matrix thisDerivative(numberRates, factors,0.0);
Matrix nullDerivative(numberRates, factors,0.0);
index =0;
while (index < stopIndex)
{
const Matrix& thisPseudo = inputModel->pseudoRoot(index);
for (Size rate=startIndex; rate<endIndex; ++rate)
{
Size zIndex = rate -startIndex;
for (Size f =0; f < factors; ++f)
{
Real sum=0.0;
for (Size rate2 = startIndex; rate2<endIndex; ++rate2)
{
Size zIndex2 = rate2-startIndex;
sum += zed[0][zIndex2] * thisPseudo[rate2][f];
}
sum *= 2.0*zed[0][zIndex];
thisDerivative[rate][f] =sum;
}
}
varianceDerivatives_.push_back(thisDerivative);
for ( Size rate=startIndex; rate<endIndex; ++rate)
for (Size f =0; f < factors; ++f)
thisDerivative[rate][f] *= scale;
volatilityDerivatives_.push_back(thisDerivative);
++index;
}
for (; index < inputModel->evolution().numberOfSteps(); ++index)
{
varianceDerivatives_.push_back(nullDerivative);
volatilityDerivatives_.push_back(nullDerivative);
}
}
void User::updatePosition(double &x, double &y, double &z) {
//Update the position
_position.x = x;
_position.y = y;
_position.z = z;
//Get the projection center and surfaces
cv::Point3f projectionCenter = _projection.getCenter();
std::vector<Plane3d> planes = _projection.getPlanes();
GeometryUtils gUtils;
//Compute the projection plane normal
cv::Point3f normal = gUtils.normalizeVector(_position - projectionCenter);
//This vector will store the projection of the projected surfaces
//onto the plane orthogonal to the user's point of view
std::vector<Plane3d> projectedPlanes;
//The plane orthogonal to the user's point of view
UserPlane userPlane(projectionCenter, normal);
//Iterate over projected surfaces
//to find the corresponding intersections
std::vector<Plane3d>::iterator ii;
for (ii = planes.begin(); ii != planes.end(); ii++) {
//Get the points of the current surface
std::vector<cv::Point3f> points = (*ii).getPoints();
//Find the intersections
std::vector<cv::Point3f> intersections = this->findIntersections(points,
userPlane);
//Create a plane out of the intersections and add it to the list
Plane3d projectedPlane(intersections);
projectedPlanes.push_back(projectedPlane);
}
//************************************************************************
//Rotate the obtained intersections to align them to the orthogonal plane
//************************************************************************
//Normalize the plane normal (equivalent to the user's position from
//the projection center)
cv::Vec3f normalized = gUtils.normalizeVector(normal);
//Get the rotation axis
cv::Vec3f zed(0, 0, -1);
cv::Vec3f axis = gUtils.crossProduct(normalized, zed);
cv::Point3f normalAxis = gUtils.normalizeVector(axis);
double angle = std::acos(normalized[0] * zed[0] +
normalized[1] * zed[1] +
normalized[2] * zed[2]);
//Rotate all intersections to align them with the plane
for (ii = projectedPlanes.begin(); ii != projectedPlanes.end(); ii++) {
//Get the points of the current surface
std::vector<cv::Point3f> points = (*ii).getPoints();
std::vector<cv::Point3f>::iterator jj;
std::vector<cv::Point3f> rotatedPoints;
for (jj = points.begin(); jj != points.end(); jj++) {
cv::Point3f p = *jj;
p = p - projectionCenter;
cv::Point3f rotated = gUtils.rotateAroundAxis(p, normalAxis, -angle);
rotatedPoints.push_back(rotated);
}
Plane3d plane(rotatedPoints);
_projectedPlanes.push_back(plane);
}
}
void baz() {
SMLoc a;
zed(a);
}
