double EMSCRIPTEN_KEEPALIVE NHCalcCall(double dprice, double dsigma, double driskfreerate, double dtargetprice, double dT_t)
{
double d1 = NHCalcD1(dprice, dsigma, driskfreerate, dtargetprice, dT_t);
double d2 = CalcD2(d1, dsigma, dT_t);
double Nd1 = Nd(d1);
double Nd2 = Nd(d2);
double dResult = dprice*exp(-1 * driskfreerate*dT_t)*Nd1 - dtargetprice*exp(-1 * driskfreerate*dT_t)*Nd2;
return dResult;
}
double EMSCRIPTEN_KEEPALIVE NHCalcPut(double dprice, double dsigma, double driskfreerate, double dtargetprice, double dT_t)
{
double d1 = NHCalcD1(dprice, dsigma, driskfreerate, dtargetprice, dT_t);
double d2 = CalcD2(d1, dsigma, dT_t);
double Nd1 = Nd(((-1)*d1));
double Nd2 = Nd(((-1)*d2));
double dResult = dtargetprice*exp(-1 * driskfreerate*dT_t)*Nd2 - dprice*exp(-1 * driskfreerate*dT_t)*Nd1;
return dResult;
}
Matrix
Timoshenko2d::getNd(int sec, const Vector &v, double L)
{
double pts[maxNumSections];
double Omegai = Omega[sec];
double mu, x, phi1p, phi2p, phi3, phi1, phi4, phi2;
beamInt->getSectionLocations(numSections, L, pts);
x = L * pts[sec];
// if (Omegai > 1.0e12) {
// mu = 0.0;
// phi1 = (L-x)*x/L/2.;
// //phi1p = 0.5-x/L;
// phi2 = -(L-x)*x/L/2.;
// //phi2p = -0.5-x/L;
// phi3 = 1.0-x/L;
// //phi3p = -1.0/L;
// phi4 = x/L;
// //phi4p = 1.0/L;
// } else {
mu = 1./(1.+12.*Omegai);
phi1 = mu*x*(L-x)*(L-x-6*Omegai*L) /L/L;
//phi1p = mu*(3*x*x-4*L*x*(1-3*Omegai)-L*L*(6*Omegai-1))/L/L;
phi2 = mu*x*(L-x)*(6*Omegai*L-x) /L/L;
//phi2p = mu*(6*L*(L-2*x)*Omegai-(2*L-3*x)*x) /L/L;
phi3 = (L-x)*mu*(L-3*x-12*L*Omegai) /L/L;
//phi3p = 2*mu*(3*x+L*(6*Omegai-2)) /L/L;
phi4 = x*mu*(3*x-2*L*(1+6*Omegai)) /L/L;
//phi4p = -2*mu*(L-3*x+6*L*Omegai) /L/L;
// }
Matrix Nd(3,3);
Nd.Zero();
Nd(0,0) = 1./L;
Nd(1,1) = phi3; // w, transverse displacement
Nd(1,2) = phi4; //
Nd(2,1) = phi1; // theta, section rotation
Nd(2,2) = phi2; //
return Nd;
}
