C++ (Cpp) MyMatrix::columns 예제들

예제 #1

CellMatrix::CellMatrix(const MyMatrix& data): Cells(data.rows()), 
	Rows(data.rows()), Columns(data.columns())
{
	for (unsigned long i=0; i < data.rows(); ++i)
		for (unsigned long j=0; j < data.columns(); ++j)
			Cells[i].push_back(CellValue(Element(data,i,j)));
}

예제 #2

파일: source.cpp 프로젝트: quee0849/XLLProject7

double BSDeltaWithParamsFD(const MyMatrix& parametersMatrix, double epsilon) {
	if (parametersMatrix.columns() != 6 && parametersMatrix.rows() != 1 ) {
	throw("Input matrix should be 1 x 5");}
	double Spot =  parametersMatrix(0,0);
	double Strike =  parametersMatrix(0,1);
	double r =  parametersMatrix(0,2);
	double d =  parametersMatrix(0,3);
	double vol =  parametersMatrix(0,4);
	double expiry = parametersMatrix(0,5); 
	return BlackScholesDeltaFD(Spot, Strike,r,d,vol,expiry, epsilon);
}

예제 #3

파일: source.cpp 프로젝트: quee0849/XLLProject7

double BSZeroCouponBondWithParams(const MyMatrix& parametersMatrix){
	if (parametersMatrix.columns() != 6 && parametersMatrix.rows() != 1 ) {
	throw("Input matrix should be 1 x 5");}
	double Spot =  parametersMatrix(0,0);
	double Strike =  parametersMatrix(0,1);
	double r =  parametersMatrix(0,2);
	double d =  parametersMatrix(0,3);
	double vol =  parametersMatrix(0,4);
	double expiry = parametersMatrix(0,5); 
	return BlackScholesZeroCouponBond(Spot, Strike,r,d,vol,expiry);
}

예제 #4

파일: CellMatrix.cpp 프로젝트: Laeeth/d_excelsdk

		CellMatrix::CellMatrix(const MyMatrix& data):pimpl(new defaultCellMatrixImpl(data.rows(),data.columns()))
		{
			
			for(size_t i(0); i < data.rows(); ++i)
			{
				for(size_t j(0); j < data.columns(); ++j)
				{
				  (*pimpl)(i,j) = data(i,j);
				}
			}
			
		}

예제 #5

파일: source.cpp 프로젝트: quee0849/XLLProject7

CellMatrix //
BSGreeksFD(const MyMatrix& parametersMatrix,double epsilon) {
		if (parametersMatrix.columns() != 6 && parametersMatrix.rows() != 1 ) {
		throw("Input matrix should be 1 x 5");}
	double Spot =  parametersMatrix(0,0);
	double Strike =  parametersMatrix(0,1);
	double r =  parametersMatrix(0,2);
	double d =  parametersMatrix(0,3);
	double vol =  parametersMatrix(0,4);
	double expiry = parametersMatrix(0,5); 
	CellMatrix resultMatrix(1,5); 
	resultMatrix(0,0) = BlackScholesDeltaFD(Spot,Strike,r,d,vol,expiry,epsilon);
	resultMatrix(0,1) = BlackScholesGammaFD(Spot,Strike,r,d,vol,expiry,epsilon);
	resultMatrix(0,2) = BlackScholesVegaFD(Spot,Strike,r,d,vol,expiry,epsilon);
	resultMatrix(0,3) = BlackScholesRhoFD(Spot,Strike,r,d,vol,expiry,epsilon);
	resultMatrix(0,4) = BlackScholesThetaFD(Spot,Strike,r,d,vol,expiry,epsilon);
	return resultMatrix;
}

예제 #6

파일: source.cpp 프로젝트: quee0849/XLLProject7

CellMatrix // returns delta, gamma, vega, rho, theta
BSGreeks(const MyMatrix& parametersMatrix) {
	if (parametersMatrix.columns() != 6 && parametersMatrix.rows() != 1 ) {
		throw("Input matrix should be 1 x 5");}
	double Spot =  parametersMatrix(0,0);
	double Strike =  parametersMatrix(0,1);
	double r =  parametersMatrix(0,2);
	double d =  parametersMatrix(0,3);
	double vol =  parametersMatrix(0,4);
	double expiry = parametersMatrix(0,5); 
	CellMatrix resultMatrix(1,5); 
	resultMatrix(0,0) = BlackScholesDelta(Spot,Strike,r,d,vol,expiry);
	resultMatrix(0,1) = BlackScholesGamma(Spot,Strike,r,d,vol,expiry);
	resultMatrix(0,2) = BlackScholesVega(Spot,Strike,r,d,vol,expiry);
	resultMatrix(0,3) = BlackScholesRho(Spot,Strike,r,d,vol,expiry);
	resultMatrix(0,4) = BlackScholesTheta(Spot,Strike,r,d,vol,expiry);
	return resultMatrix;
}

예제 #7

파일: matrix_EIGEN.cpp 프로젝트: FalkorSystems/hector_common

bool MyMatrix::operator==(const MyMatrix& a) const
{
  if (this->rows() != a.rows()) return false;
  if (this->columns() != a.columns()) return false;
  return(((EigenMatrix)(*this)-(EigenMatrix)a).isApproxToConstant(0.0));
}