bool CActor::CanMove ()
{
if( conditions().IsCantWalk() )
{
if(mstate_wishful&mcAnyMove)
{
HUD().GetUI()->AddInfoMessage("cant_walk");
}
return false;
}else
if( conditions().IsCantWalkWeight() )
{
if(mstate_wishful&mcAnyMove)
{
HUD().GetUI()->AddInfoMessage("cant_walk_weight");
}
return false;
}
if(IsTalking())
return false;
else
return true;
}
void CActor::UpdateArtefactsOnBelt()
{
static float update_time = 0;
float f_update_time = 0;
if(update_time<ARTEFACTS_UPDATE_TIME)
{
update_time += conditions().fdelta_time();
return;
}
else
{
f_update_time = update_time;
update_time = 0.0f;
}
for(TIItemContainer::iterator it = inventory().m_belt.begin();
inventory().m_belt.end() != it; ++it)
{
CArtefact* artefact = smart_cast<CArtefact*>(*it);
if(artefact)
{
conditions().ChangeBleeding (artefact->m_fBleedingRestoreSpeed*f_update_time);
conditions().ChangeHealth (artefact->m_fHealthRestoreSpeed*f_update_time);
conditions().ChangePower (artefact->m_fPowerRestoreSpeed*f_update_time);
// conditions().ChangeSatiety (artefact->m_fSatietyRestoreSpeed*f_update_time);
conditions().ChangeRadiation (artefact->m_fRadiationRestoreSpeed*f_update_time);
}
}
}
void AtomicModel::write(std::ostream& out) const
{
out << "<model name=\"" << getName().c_str() << "\" "
<< "type=\"atomic\" ";
if (not conditions().empty()) {
out << "conditions=\"";
std::vector < std::string >::const_iterator it =
conditions().begin();
while (it != conditions().end()) {
out << it->c_str();
++it;
if (it != conditions().end()) {
out << ",";
}
}
out << "\" ";
}
out << "dynamics=\"" << dynamics().c_str() << "\" ";
if (not observables().empty()) {
out << "observables=\"" << observables().c_str() << "\" ";
}
writeGraphics(out);
out << ">\n";
writePort(out);
out << "</model>\n";
}
bool CActor::CanMove()
{
if( conditions().IsCantWalk() )
{
if(mstate_wishful&mcAnyMove)
{
CurrentGameUI()->AddCustomStatic("cant_walk", true);
}
return false;
}else
if( conditions().IsCantWalkWeight() )
{
if(mstate_wishful&mcAnyMove)
{
CurrentGameUI()->AddCustomStatic("cant_walk_weight", true);
}
return false;
}
if(IsTalking())
return false;
else
return true;
}
arma::Mat<double> GallaghersGaussian101mePeaksFunction::getRandomLocalParameterConditionings() const {
arma::Col<double> conditions(101);
conditions(0) = 49.5;
conditions.tail(conditions.n_elem - 1) = arma::conv_to<arma::Col<double>>::from(getRandomPermutation(conditions.n_elem - 1));
arma::Mat<double> localParameterConditionings(numberOfDimensions_, conditions.n_elem);
for (arma::uword n = 0; n < conditions.n_elem; ++n) {
const double condition = std::pow(10.0, conditions(n) / 33.0);
localParameterConditionings.col(n) = getParameterConditioning(condition) / std::sqrt(condition);
}
return localParameterConditionings;
}
void
Experiment::setBegin(double begin)
{
if (not conditions().exist(defaultSimulationEngineCondName()))
throw utils::ArgError(_("The simulation engine condition"
"does not exist"));
auto& condSim = conditions().get(defaultSimulationEngineCondName());
auto& dur = condSim.getSetValues("begin");
dur.clear();
dur.emplace_back(std::static_pointer_cast<vle::value::Value>(
std::make_shared<vle::value::Double>(begin)));
}
arma::Mat<T> GallaghersGaussian21hiPeaksFunction<T>::getRandomLocalParameterConditionings() const noexcept {
arma::Col<T> conditions(21);
conditions(0) = static_cast<T>(19.0L);
conditions.tail(conditions.n_elem - 1) = arma::conv_to<arma::Col<T>>::from(getRandomPermutation(conditions.n_elem - 1));
arma::Mat<T> localParameterConditionings(this->numberOfDimensions_, conditions.n_elem);
for (std::size_t n = 0; n < conditions.n_elem; ++n) {
const T& condition = std::pow(static_cast<T>(1000.0L), conditions(n) / static_cast<T>(19.0L));
localParameterConditionings.col(n) = this->getParameterConditioning(condition) / std::sqrt(condition);
}
return localParameterConditionings;
}
double
Experiment::begin() const
{
if (not conditions().exist(defaultSimulationEngineCondName()))
throw utils::ArgError(_("The simulation engine condition"
"does not exist"));
const auto& condSim = conditions().get(defaultSimulationEngineCondName());
const auto& dur = condSim.getSetValues("begin");
if (dur.empty())
throw utils::ArgError(_("The simulation engine condition is empty"));
return dur[0]->toDouble().value();
}
void createWall(double x1, double y1, double x2, double y2)
{
std::string id = boost::lexical_cast<std::string>(mWallNumbers);
vp::Condition wall_cond("wall_cond"+id);
wall_cond.add("x1");
wall_cond.add("x2");
wall_cond.add("y1");
wall_cond.add("y2");
wall_cond.addValueToPort("x1", vv::Double::create(x1));
wall_cond.addValueToPort("y1", vv::Double::create(y1));
wall_cond.addValueToPort("x2", vv::Double::create(x2));
wall_cond.addValueToPort("y2", vv::Double::create(y2));
conditions().add(wall_cond);
createModel("wall" + id,
Strings({"agent_input"}),
Strings({"agent_output"}),
"dyn_wall",
Strings({wall_cond.name()}),
"");
connect("wall" + id);
mModels.push_back("wall" + id);
++mWallNumbers;
}
const vpz::AtomicModel*
Executive::createModel(const std::string& name,
const std::vector<std::string>& inputs,
const std::vector<std::string>& outputs,
const std::string& dynamics,
const std::vector<std::string>& conds,
const std::string& observable,
bool debug)
{
auto model = new vpz::AtomicModel(name, cpled());
if (debug) {
model->setDebug();
}
std::vector<std::string>::const_iterator it;
for (it = inputs.begin(); it != inputs.end(); ++it) {
model->addInputPort(*it);
}
for (it = outputs.begin(); it != outputs.end(); ++it) {
model->addOutputPort(*it);
}
m_coordinator.createModel(
model, conditions(), dynamics, conds, observable);
return model;
}
void PhysicalWorld::asynchronousQuery(const osg::Vec3d& cameraPos, VirtualDataSceneBase::TransformableActor* currentLayer)
{
if (!_physicalWorldEnable || _queryCollisionPlaneList.size() > 0)
return;
if (_loadInLayer.get() != currentLayer)
{
OpenThreads::ScopedLock<OpenThreads::Mutex> lock(_collisionPlaneListMutex);
unsigned int viewId = currentLayer->getViewID();
std::vector< osg::ref_ptr<osg::Referenced> > collisionPlaneActorList;
std::string conditions(" where ");
conditions.append(ACTOR_PROPERTY_BELONGLAYERID);
conditions.append("='");
conditions.append(currentLayer->getId());
conditions.append("'");
bool result = dynamic_cast<VirtualDataSceneData::DataCenter*>(g_SystemContext._dataCenter.get())->selectAndBuildActor(collisionPlaneActorList,
CLASS_COLLISIONPLANEACTOR, conditions, viewId);
if (!result)
{
osg::notify(osg::NOTICE) << "asynchronousQuery failure!!" << std::endl;
}
for (unsigned int i = 0; i < collisionPlaneActorList.size(); ++i)
{
VirtualDataSceneGame::CollisionPlaneActor* cActor = static_cast<VirtualDataSceneGame::CollisionPlaneActor*>(collisionPlaneActorList.at(i).get());
cActor->setActive(0);
_queryCollisionPlaneList.push_back(cActor);
}
_loadInLayer = currentLayer;
}
}
const vpz::BaseModel *
Executive::createModelFromClass(const std::string &classname,
const std::string &modelname)
{
return m_coordinator.createModelFromClass(
classname, cpled(), modelname, conditions());
}
Experiment::Experiment()
{
Condition cond(defaultSimulationEngineCondName());
cond.setValueToPort("begin", value::Double::create(0));
cond.setValueToPort("duration", value::Double::create(100));
conditions().add(cond);
}
const vpz::BaseModel*
Executive::createModelFromClass(const std::string& classname,
const std::string& modelname,
const std::vector<std::string>& inputs,
const std::vector<std::string>& outputs)
{
return m_coordinator.createModelFromClass(
classname, cpled(), modelname, conditions(), inputs, outputs);
}
bool CActor::CanAccelerate()
{
bool can_accel = !conditions().IsLimping() &&
!character_physics_support()->movement()->PHCapture() &&
(m_time_lock_accel < Device.dwTimeGlobal)
;
return can_accel;
}
void muste_linco(char *argv)
{
int i;
// RS 5.5.2014 Variable init
// SURVO_DATA d;
A=NULL;
rlab=NULL;
clab=NULL;
rdim=cdim=lr=lc=type=0;
expr[0]=EOS;
matname[0]=EOS;
pros=0;
var=NULL;
y=NULL;
outvar=NULL;
lag=NULL;
act=0;
// if (argc==1) return;
s_init(argv);
if (g<3)
{
sur_print("\nUsage: LINCO <SURVO_data>,<matrix_of_coefficients>");
WAIT; return;
}
i=data_open2(word[1],&d,1,0,0); if (i<0) return;
/* tilaa uusille muuttujille */
i=spec_init(r1+r-1); if (i<0) return;
pros=0;
act='A'; i=spfind("ACT");
if (i>=0) act=*spb[i];
i=conditions(&d); if (i<0) return; /* permitted only once */
i=matparam(); if (i<0) return;
i=matrix_load(matname,&A,&rdim,&cdim,&rlab,&clab,&lr,&lc,&type,expr);
if (i<0) return;
i=varaa_tilat(); if (i<0) return;
i=find_variables();
if (i<0)
{
if (etu==2)
{
sprintf(tut_info,"___@%d@LINCO@Error in LINCO@",-i);
s_end(argv[1]); return;
}
return;
}
linear_combinations();
data_close(&d);
s_end(argv);
}
bool CActor::CanSprint ()
{
bool can_Sprint = CanAccelerate() && !conditions().IsCantSprint() &&
Game().PlayerCanSprint(this)
&& CanRun()
&& !(mstate_real&mcLStrafe || mstate_real&mcRStrafe)
&& InventoryAllowSprint()
;
return can_Sprint;
}
bool CActor::CanAccelerate ()
{
bool can_accel = !conditions().IsLimping() &&
!character_physics_support()->movement()->PHCapture() &&
// && !m_bZoomAimingMode
// && !(mstate_real&mcLookout)
(m_time_lock_accel < Device.dwTimeGlobal)
;
return can_accel;
}
void CActor::OnDifficultyChanged ()
{
// immunities
VERIFY(g_SingleGameDifficulty>=egdNovice && g_SingleGameDifficulty<=egdMaster);
LPCSTR diff_name = get_token_name(difficulty_type_token, g_SingleGameDifficulty);
string128 tmp;
strconcat (tmp,"actor_immunities_",diff_name);
conditions().LoadImmunities (tmp,pSettings);
// hit probability
strconcat (tmp,"hit_probability_",diff_name);
hit_probability = pSettings->r_float(*cNameSect(),tmp);
}
static int pvalues(int ii)
{
int i;
char x[LLENGTH];
double *freq;
long l;
double a;
strcpy(x,spb[ii]);
i=load_X(x); if (i<0) return(-1);
/* Rprintf("\ndim=%d,%d",mX,nX); getch(); */
i=data_open(word[1],&d); if (i<0) return(-1);
v=(int *)muste_malloc(mX*sizeof(int));
if (v==NULL) { ei_tilaa(); return(-1); }
i=nrot();
mT=mX; nT=2; rlabT=rlabX ;
i=mat_alloc_lab(&T,mT,nT,NULL,&clabT);
freq=T+mT;
for (i=0; i<mX; ++i) freq[i]=0.0;
i=conditions(&d); if (i<0) return(-1);
n=0L; sur_print("\n");
for (l=d.l1; l<=d.l2; ++l)
{
if (unsuitable(&d)) continue;
sprintf(sbuf,"%ld ",l); sur_print(sbuf);
++n;
for (i=0; i<mX; ++i)
{
data_load(&d,l,v[i],&a);
if (a==MISSING8) continue;
if (a>X[i]) ++freq[i];
}
}
if (n==0L)
{
sur_print("\nNo active observations!"); WAIT; return(-1);
}
a=1.0/(double)n;
for (i=0; i<mX; ++i)
{
T[i]=X[i];
freq[i]*=a;
}
strncpy(clabT,"Value P ",16);
sprintf(exprT,"Tail_frequencies_in_data_%s_N=%d",word[1],n);
save_T("TAILFREQ.M");
return(1);
}
static int xall(void)
{
int i,j,k;
double x,y;
int var1;
int vartotal;
int howmany;
i=data_open(word[1],&d); if (i<0) return -1;
i=mask(&d); if (i<0) return -1;
i=conditions(&d); if (i<0) return -1;
var1=varfind(&d,word[2]); if (var1<0) return -1;
vartotal=atoi(word[3]);
if (g>4) howmany=atoi(word[4]); else howmany=1;
if (howmany<1) return -1;
muste_kv_s_disp("\nConverting \"X ALL\" responses in %d variables...", vartotal);
muste_kv_s_disp("\nMoving values of %d variables at a time...", howmany);
if ((var1+howmany*vartotal) > d.m) {
muste_kv_s_err("Not enough variables after %s!", word[2]);
return -1;
}
for (j=d.l1; j<=d.l2; j++) {
if (unsuitable(&d,j)) continue;
muste_kv_s_disp(" %d",j);
for (i=(var1+howmany*vartotal-howmany); i>=var1; i-=howmany) {
data_load(&d,j,i,&x);
if (x==MISSING8) {
data_save(&d,j,i,MISSING8); /* (data in edit field) */
for (k=1; k<howmany; k++) { /* 31.5.97 */
data_save(&d,j,i+k,MISSING8);
}
continue;
}
if (howmany==1 && ((int)x == i)) continue;
if (((int)x < 1) || ((int)x > vartotal)) continue; /* 20.5.97 */
data_save(&d,j,i,MISSING8);
data_save(&d,j,var1+howmany*(int)x-howmany,x);
for (k=1; k<howmany; k++) { /* 20.5.97 */
data_load(&d,j,i+k,&y);
data_save(&d,j,i+k,MISSING8);
data_save(&d,j,var1+howmany*(int)x-howmany+k,y);
}
}
}
data_close(&d);
return 1;
}
void LayersManager::getGuideMapList(const std::string& targetID, std::vector< osg::ref_ptr<osg::Referenced> >& guideMapList)
{
SystemViewContext* currentcontext = getSystemViewContext(this);
guideMapList.clear();
std::string conditions(" where ");
conditions.append(ACTOR_PROPERTY_LOOKATTARGET);
conditions.append("='");
conditions.append(targetID);
conditions.append("'");
bool result = dynamic_cast<VirtualDataSceneData::DataCenter*>(g_SystemContext._dataCenter.get())->selectAndBuildActor(guideMapList,
CLASS_GUIDEMAPACTOR, conditions, currentcontext->_viewID);
if (!result)
{
osg::notify(osg::NOTICE) << "getGuideMapList failure!!" << std::endl;
}
}
void LayersManager::getViewPointAnimationList(const std::string& targetID, ActorRefPtrList& viewPointAnimationList)
{
SystemViewContext* currentcontext = getSystemViewContext(this);
viewPointAnimationList.clear();
std::string conditions(" where ");
conditions.append(ACTOR_PROPERTY_LOOKATTARGET);
conditions.append("='");
conditions.append(targetID);
conditions.append("'");
bool result = dynamic_cast<VirtualDataSceneData::DataCenter*>(g_SystemContext._dataCenter.get())->selectAndBuildActor(viewPointAnimationList,
CLASS_VIEWPOINTANIMATION, conditions, currentcontext->_viewID);
if (!result)
{
osg::notify(osg::NOTICE) << "getViewPointAnimationList failure!!" << std::endl;
}
}
void WeatherPlugin::updateButton()
{
if ((getTime() == 0) || (m_bar == NULL))
return;
const char **xpm = NULL;
QString conditions(getConditions());
if (conditions == "Overcast"){
xpm = overcast;
}else if (conditions == "Fog"){
xpm = fog;
}else if (conditions == "Storm"){
xpm = storm;
}else if (conditions == "Rain"){
xpm = rain;
}else if (conditions == "Snow"){
xpm = snow;
}else if (conditions == "Cloudy"){
xpm = snow;
}else if (conditions == "Clear"){
xpm = isDay() ? day : night;
}else if (conditions == "Partial cloudy"){
xpm = isDay() ? day_cloudy : night_cloudy;
}
if (xpm){
IconDef icon;
icon.name = "weather";
icon.xpm = xpm;
Event eIcon(EventAddIcon, &icon);
eIcon.process();
}
QString text = unquoteText(getButtonText());
QString tip = getTipText();
text = replace(text);
tip = replace(tip);
Command cmd;
cmd->id = CmdWeather;
cmd->param = m_bar;
Event e(EventCommandWidget, cmd);
CToolButton *btn = (CToolButton*)e.process();
if (btn == NULL)
return;
btn->setTextLabel(text);
btn->repaint();
QToolTip::add(btn, tip);
}
void createBall(double x, double y, double dx, double dy, double radius)
{
std::string id = boost::lexical_cast<std::string>(mBallNumbers);
std::string obs_ports[] = {"coordinates"};
std::map<std::string,vv::Value*> cond_map =
{{"x",vv::Double::create(x)},
{"y",vv::Double::create(y)},
{"dx",vv::Double::create(dx)},
{"dy",vv::Double::create(dy)},
{"radius",vv::Double::create(radius)}};
//Create experimental conditions
vp::Condition ball_cond("ball_cond"+id);
for(const auto& it : cond_map) {
ball_cond.add(it.first);
ball_cond.addValueToPort(it.first,it.second);
}
conditions().add(ball_cond);
//Create observables
vp::Observable ball_obs("ball"+id+"_position");
for(const auto& it : obs_ports)
ball_obs.add(it);
observables().add(ball_obs);
//Create vle model
createModel("ball" + id,
Strings({"agent_input"}),
Strings({"agent_output"}),
"dyn_ball",
Strings({ball_cond.name()}),
ball_obs.name());
//Attach observables
for(const auto& it : obs_ports)
addObservableToView("ball" + id, it, mView);
//Connect to others
connect("ball" + id);
mModels.push_back("ball" + id);
++mBallNumbers;
}
/** a very fast growing prime number set */
void growingPrimeSet(std::list<long>& primes,long mp, long np)
{
std::vector<long> conditions(np*np-mp*mp-1,true);
for(auto iter= primes.begin();iter!=primes.end();++iter)
{
if((*iter)>=np)
break;
long bi = (mp*mp/(*iter)+1)*(*iter);
for(long k = bi ; k < np*np ; k+=(*iter))
{
conditions[k-mp*mp-1] = false;
}
}
for(long k = mp*mp+1; k < np*np ; ++k)
{
if(conditions[k-mp*mp-1]){
primes.emplace_back(k);
}
}
}
void muste_cluster(char *argv)
{
int i,k;
double a;
char ch;
// if (argc==1) return;
s_init(argv);
if (g<2)
{
sur_print("\nUsage: CLUSTER <SURVO_data>,<output_line>");
WAIT; return;
}
tulosrivi=0;
if (g>2)
{
tulosrivi=edline2(word[2],1,1);
if (tulosrivi==0) return;
}
strcpy(aineisto,word[1]);
i=data_open(aineisto,&d); if (i<0) return;
i=sp_init(r1+r-1); if (i<0) return;
i=mask(&d); if (i<0) return;
scales(&d);
i=conditions(&d); if (i<0) return;
gvar=activated(&d,'G');
if (gvar<0)
{
sur_print("\nNo grouping variable (activated by 'G') given!");
WAIT; return;
}
ivar=-1; ivar=activated(&d,'I');
i=spfind("TRIALS");
if (i>=0) maxiter=atoi(spb[i]);
i=rand_init(); if (i<0) return; /* 30.4.1994 */
i=spfind("TEMPFILE");
if (i>=0) strcpy(tempfile,spb[i]);
else { strcpy(tempfile,etmpd); strcat(tempfile,"SURVO.CLU"); }
i=spfind("PRIND");
if (i>=0 && atoi(spb[i])>0) prind=1;
data_load(&d,1L,gvar,&a);
i=data_save(&d,1L,gvar,a);
if (i<0) return;
gvar2=(int *)muste_malloc(d.m_act*sizeof(int));
if (gvar2==NULL) { not_enough_memory(); return; }
k=0; n_saved=0; m=0;
for (i=0; i<d.m_act; ++i)
{
ch=d.vartype[d.v[i]][1];
if (ch=='G')
{
++k;
gvar2[n_saved]=d.v[i]; /* gvar=gvar2[0] */
++n_saved; continue;
}
if (ch=='I') { ++k; continue; }
d.v[m++]=d.v[i];
}
/*
printf("\nivar=%d gvar=%d m=%d\n",ivar,gvar,m); getch();
for (i=0; i<m; ++i) Rprintf(" %d",d.v[i]); getch();
printf("\n"); for (i=0; i<n_saved; ++i) Rprintf(" %d",gvar2[i]); getch();
*/
i=spfind("GROUPS");
if (i<0) ng=2; else ng=atoi(spb[i]);
if (ng<2) ng=2;
ng2=ng+2;
mn=m; if (mn<ng) mn=ng;
first_line=r+1; if (r+n_saved>r3) first_line=1;
n_show=n_saved; if (n_show>r3) n_show=r3;
i=varaa_tilat(); if (i<0) return;
i=lue_havainnot(); if (i<0) return;
hav_muistissa=havainnot_muistiin();
ortogonalisoi();
if (ivar_init) alustava_luokittelu();
LOCATE(first_line,1);
SCROLL_UP(first_line,r3+1,r3);
sur_print("\nCluster analysis: Iteration 1:");
while (sur_kbhit()) sur_getch();
it=0;
while (1)
{
while (1)
{
if (it) init_gr();
i=init_tilat();
if (i>=0) break;
if (maxiter==1) return;
}
iteroi();
++it;
if (maxiter>1) vertaa_muihin();
if (it==maxiter) break;
LOCATE(first_line,1);
sprintf(sbuf,"\nIteration %d (Cluster analysis)",it);
sur_print(sbuf);
for (i=0; i<n_show; ++i)
{
if (freq[i]==0) break;
sprintf(sbuf,"\n%d %g %d ",i+1,lambda2[i],freq[i]); sur_print(sbuf);
}
if (sur_kbhit())
{
i=sur_getch(); if (i=='.') break;
}
}
tulosta();
data_close(&d);
sur_delete(tempfile);
s_end(argv);
}
void FdSimpleExtOUStorageEngine::calculate() const {
// 1. Exercise
QL_REQUIRE(arguments_.exercise->type() == Exercise::Bermudan,
"Bermudan exercise supported only");
// 2. Mesher
const Time maturity
= rTS_->dayCounter().yearFraction(rTS_->referenceDate(),
arguments_.exercise->lastDate());
const ext::shared_ptr<Fdm1dMesher> xMesher(
new FdmSimpleProcess1dMesher(xGrid_, process_, maturity));
ext::shared_ptr<Fdm1dMesher> storageMesher;
if(yGrid_ == Null<Size>()){
//elevator mesher
std::vector<Real> storageValues(1, arguments_.capacity);
storageValues.reserve(
Size(arguments_.capacity/arguments_.changeRate)+1);
for (Real level=0; level <= arguments_.capacity;
level+=arguments_.changeRate) {
storageValues.push_back(level);
storageValues.push_back(arguments_.capacity - level);
}
const std::set<Real, LessButNotCloseEnough> orderedValues(
storageValues.begin(), storageValues.end());
storageValues.assign(orderedValues.begin(), orderedValues.end());
storageMesher = ext::shared_ptr<Fdm1dMesher>(
new Predefined1dMesher(storageValues));
}
else {
// uniform mesher
storageMesher = ext::shared_ptr<Fdm1dMesher>(
new Uniform1dMesher(0, arguments_.capacity, yGrid_));
}
const ext::shared_ptr<FdmMesher> mesher (
new FdmMesherComposite(xMesher, storageMesher));
// 3. Calculator
ext::shared_ptr<FdmInnerValueCalculator> storageCalculator(
new FdmStorageValue(mesher));
// 4. Step conditions
std::list<ext::shared_ptr<StepCondition<Array> > > stepConditions;
std::list<std::vector<Time> > stoppingTimes;
// 4.1 Bermudan step conditions
std::vector<Time> exerciseTimes;
for (Size i=0; i<arguments_.exercise->dates().size(); ++i) {
const Time t = rTS_->dayCounter()
.yearFraction(rTS_->referenceDate(),
arguments_.exercise->dates()[i]);
QL_REQUIRE(t >= 0, "exercise dates must not contain past date");
exerciseTimes.push_back(t);
}
stoppingTimes.push_back(exerciseTimes);
ext::shared_ptr<Payoff> payoff(
new PlainVanillaPayoff(Option::Call, 0.0));
ext::shared_ptr<FdmInnerValueCalculator> underlyingCalculator(
new FdmExpExtOUInnerValueCalculator(payoff, mesher, shape_));
stepConditions.push_back(ext::shared_ptr<StepCondition<Array> >(
new FdmSimpleStorageCondition(exerciseTimes,
mesher, underlyingCalculator,
arguments_.changeRate)));
ext::shared_ptr<FdmStepConditionComposite> conditions(
new FdmStepConditionComposite(stoppingTimes, stepConditions));
// 5. Boundary conditions
const FdmBoundaryConditionSet boundaries;
// 6. Solver
FdmSolverDesc solverDesc = { mesher, boundaries, conditions,
storageCalculator, maturity, tGrid_, 0 };
ext::shared_ptr<FdmSimple2dExtOUSolver> solver(
new FdmSimple2dExtOUSolver(
Handle<ExtendedOrnsteinUhlenbeckProcess>(process_),
rTS_, solverDesc, schemeDesc_));
const Real x = process_->x0();
const Real y = arguments_.load;
results_.value = solver->valueAt(x, y);
}
void FdBlackScholesRebateEngine::calculate() const {
// 1. Layout
std::vector<Size> dim;
dim.push_back(xGrid_);
const boost::shared_ptr<FdmLinearOpLayout> layout(
new FdmLinearOpLayout(dim));
// 2. Mesher
const boost::shared_ptr<StrikedTypePayoff> payoff =
boost::dynamic_pointer_cast<StrikedTypePayoff>(arguments_.payoff);
const Time maturity = process_->time(arguments_.exercise->lastDate());
Real xMin=Null<Real>();
Real xMax=Null<Real>();
if ( arguments_.barrierType == Barrier::DownIn
|| arguments_.barrierType == Barrier::DownOut) {
xMin = std::log(arguments_.barrier);
}
if ( arguments_.barrierType == Barrier::UpIn
|| arguments_.barrierType == Barrier::UpOut) {
xMax = std::log(arguments_.barrier);
}
const boost::shared_ptr<Fdm1dMesher> equityMesher(
new FdmBlackScholesMesher(xGrid_, process_, maturity,
payoff->strike(), xMin, xMax));
std::vector<boost::shared_ptr<Fdm1dMesher> > meshers;
meshers.push_back(equityMesher);
boost::shared_ptr<FdmMesher> mesher (
new FdmMesherComposite(layout, meshers));
// 3. Calculator
boost::shared_ptr<StrikedTypePayoff> rebatePayoff(
new CashOrNothingPayoff(Option::Call, 0.0, arguments_.rebate));
boost::shared_ptr<FdmInnerValueCalculator> calculator(
new FdmLogInnerValue(rebatePayoff, mesher, 0));
// 4. Step conditions
std::list<boost::shared_ptr<StepCondition<Array> > > stepConditions;
std::list<std::vector<Time> > stoppingTimes;
// 4.1 Step condition if discrete dividends
boost::shared_ptr<FdmDividendHandler> dividendCondition(
new FdmDividendHandler(arguments_.cashFlow, mesher,
process_->riskFreeRate()->referenceDate(),
process_->riskFreeRate()->dayCounter(), 0));
if(!arguments_.cashFlow.empty()) {
stepConditions.push_back(dividendCondition);
stoppingTimes.push_back(dividendCondition->dividendTimes());
}
QL_REQUIRE(arguments_.exercise->type() == Exercise::European,
"only european style option are supported");
boost::shared_ptr<FdmStepConditionComposite> conditions(
new FdmStepConditionComposite(stoppingTimes, stepConditions));
// 5. Boundary conditions
std::vector<boost::shared_ptr<FdmDirichletBoundary> > boundaries;
if ( arguments_.barrierType == Barrier::DownIn
|| arguments_.barrierType == Barrier::DownOut) {
boundaries.push_back(boost::shared_ptr<FdmDirichletBoundary>(
new FdmDirichletBoundary(layout, arguments_.rebate, 0,
FdmDirichletBoundary::Lower)));
}
if ( arguments_.barrierType == Barrier::UpIn
|| arguments_.barrierType == Barrier::UpOut) {
boundaries.push_back(boost::shared_ptr<FdmDirichletBoundary>(
new FdmDirichletBoundary(layout, arguments_.rebate, 0,
FdmDirichletBoundary::Upper)));
}
// 6. Solver
boost::shared_ptr<FdmBlackScholesSolver> solver(
new FdmBlackScholesSolver(
Handle<GeneralizedBlackScholesProcess>(process_),
mesher, boundaries, conditions, calculator,
payoff->strike(), maturity, tGrid_,
dampingSteps_,
theta_, localVol_, illegalLocalVolOverwrite_));
const Real spot = process_->x0();
results_.value = solver->valueAt(spot);
results_.delta = solver->deltaAt(spot);
results_.gamma = solver->gammaAt(spot);
results_.theta = solver->thetaAt(spot);
}
/* * @brief * 本函数实现向数据库中更新MemberLevel的信息 * @name Update * @arg * pObj QObject* ：@class MemberLevel*, 需要更新到数据库的信息 * @return bool * true 执行成功 * false 执行失败 * @author * QiumingLu Email:[email protected] * @test * no */ bool DaoMemberLevel::Update(MemberLevel *pObj) { Q_ASSERT(pObj != NULL); QStringList conditions("LEVEL_ID"); //primary key return BaseDao::Update(pObj, "MEMBER_LEVEL", conditions); }