void TabulatorTet<Scalar,ArrayScalar,1>::tabulate( ArrayScalar &outputValues ,
const int deg ,
const ArrayScalar &z )
{
const int np = z.dimension(0);
const int card = outputValues.dimension(0);
FieldContainer<Sacado::Fad::DFad<Scalar> > dZ( z.dimension(0) , z.dimension(1) );
for (int i=0;i<np;i++) {
for (int j=0;j<3;j++) {
dZ(i,j) = Sacado::Fad::DFad<Scalar>( z(i,j) );
dZ(i,j).diff(j,3);
}
}
FieldContainer<Sacado::Fad::DFad<Scalar> > dResult(card,np);
TabulatorTet<Sacado::Fad::DFad<Scalar>,FieldContainer<Sacado::Fad::DFad<Scalar> >,0>::tabulate( dResult ,
deg ,
dZ );
for (int i=0;i<card;i++) {
for (int j=0;j<np;j++) {
for (int k=0;k<3;k++) {
outputValues(i,j,k) = dResult(i,j).dx(k);
}
}
}
return;
}
void TabulatorTri<Scalar,ArrayScalar,derivOrder>::tabulate( ArrayScalar &outputValues ,
const int deg ,
const ArrayScalar &z )
{
const int np = z.dimension(0);
const int card = outputValues.dimension(0);
FieldContainer<Sacado::Fad::DFad<Scalar> > dZ( z.dimension(0) , z.dimension(1) );
for (int i=0;i<np;i++) {
for (int j=0;j<2;j++) {
dZ(i,j) = Sacado::Fad::DFad<Scalar>( z(i,j) );
dZ(i,j).diff(j,2);
}
}
FieldContainer<Sacado::Fad::DFad<Scalar> > dResult(card,np,derivOrder+1);
TabulatorTri<Sacado::Fad::DFad<Scalar>,FieldContainer<Sacado::Fad::DFad<Scalar> >,derivOrder-1>::tabulate(dResult ,
deg ,
dZ );
for (int i=0;i<card;i++) {
for (int j=0;j<np;j++) {
outputValues(i,j,0) = dResult(i,j,0).dx(0);
for (unsigned k=0;k<derivOrder;k++) {
outputValues(i,j,k+1) = dResult(i,j,k).dx(1);
}
}
}
return;
}
std::vector<double> DiffusionProcess::simulate1path(const std::vector<double> &dDates) const
{
std::size_t iNDates = dDates.size();
std::vector<double> dResult(iNDates, dX0_);
std::tr1::normal_distribution<double> dist(0.0,1.0);
double dOldValue = dX0_;
for (std::size_t iDate = 1 ; iDate < iNDates ; ++iDate)
{
double t0 = dDates[iDate - 1], dt = dDates[iDate] - t0;
dOldValue = expectation(t0, dOldValue, dt) + stdev(t0, dOldValue, dt) * dist(*m_eng);
if (bFloorSimulation_ && dOldValue < dFloor_)
{
dResult[iDate] = dFloor_;
if (bStartFromFloor_)
{
dOldValue = dFloor_;
}
}
else if (bCapSimulation_ && dOldValue > dCap_)
{
dResult[iDate] = dCap_;
if (bStartFromCap_)
{
dOldValue = dCap_;
}
}
else
{
dResult[iDate] = dOldValue;
}
}
return dResult;
}
void CResizeImageSession::OnFileDownloaded (CDatum dFileDesc, CDatum dData)
// OnFileDownloaded
//
// We have the original file. Now resize it, store it in our cache, and return
// it to the caller.
{
// Resize the image.
// Compose a fileDownloadDesc for the newly resized image.
CDatum dResult(CDatum::typeStruct);
dResult.SetElement(FIELD_FILE_DESC, dFileDesc);
dResult.SetElement(FIELD_DATA, dData);
// Store it in our cache
m_Engine.GetCache().SetEntry(m_sCacheID, dResult);
// Reply to original caller
SendMessageReply(MSG_AEON_FILE_DOWNLOAD_DESC, dResult);
}
