int check_direction( int dir ) {
int pos, tile;
if( !dir ) {
msg("You have to specify a direction when building a mine (i.e. 'build mine to the north').");
return -1;
}
set_direction(SINVERT_C(dir));
// Multiply up.
dir = SMAKE_C(SCX(dir)*5, SCY(dir)*3, 0);
pos = OFFSET_C(this_player()->query_coord(), dir);
// Snap to grid
pos = MAKE_C(((CX(pos)-1) / 5) * 5 + 1, ((CY(pos)-1) / 3) * 3 + 1, 0);
// Now check to see if the tiletype is valid. Query the center of the tile
// to make life a bit easier.
tile = environment(this_player())->get_tiletype(CX(pos)+2, CY(pos)+1);
if( !tile ) {
msg("You can't build off the edge of the map.");
return -1;
}
tile -= '0'; // get_tiletype uses the zbuffer, which offsets by '0' ...
if( tile != LAYER_MOUNTAIN ) {
//debug("tile=="+as_string(tile)+", pos = "+MAKE_CSTR(pos));
msg( "Mines must be built against a mountain face. Find a mountainous place." );
return -1;
}
// Offset horizontally a bit to make the entrance stick out...
if( SCX(dir) )
pos = OFFSET_C(pos, SMAKE_C(-SCX(dir) / 5,0,0));
// If facing south, adjust to find the entrance.
// The mountain tiles have funny patterns, and this helps
// to compensate.
if( query_direction() == SMAKE_C(0,1,0) ) {
pos = MAKE_C(CX(pos), CY(pos)-1, CZ(pos) );
while( environment(this_player())->get_tiletype(CX(pos)+2, CY(pos)+3) == '0' + LAYER_MOUNTAIN ) {
pos = MAKE_C(CX(pos),CY(pos)+1,CZ(pos));
}
}
// This is a north-facing version to snug the mine up as close as it can go.
if( query_direction() == SMAKE_C(0,-1,0) ) {
pos = MAKE_C(CX(pos), CY(pos)-1, CZ(pos) );
while( environment(this_player())->get_tiletype(CX(pos)+2, CY(pos)) != '0' + LAYER_MOUNTAIN ) {
pos = MAKE_C(CX(pos),CY(pos)+1,CZ(pos));
}
}
set_coord( pos );
return 0;
}
void Star(short a, double zmeas, double z0, double d0, double L, double u, double delta, double M, double N, double R,
double *var, double *c, double *z0v, double (*Psi)(double z), double (*roughness)(double x, double y, double z) ){
*z0v=z0*(*roughness)(M, N, R);
//if(*z0v<1.0E-5) *z0v=1.0E-5;
*c=CZ(a,zmeas,*z0v,d0,L,(Psi));
*var=delta*ka/(*c);
}
double PathDepOption::PriceByMC(BSModel Model, long N, double epsilon)
{
double H=0.0; double Hsq=0.0;
int d = Model.S0.size();
SamplePath S(m);
Matrix C = Model.C;
Matrix CZ(d);
for(int i=0;i<d;i++) CZ[i].resize(m);
delta.resize(d); rho.resize(d); vega.resize(d); theta.resize(d); gamma.resize(d);
Vector Hdelta(d), Hvega(d), Hrho(d), Htheta(d), Hgamma(d);
for (int i=0; i<d; i++)
{
delta[i] = 0.0; Hdelta[i] = 0.0; Hvega[i] = 0.0; Hrho[i] = 0.0; Htheta[i] = 0.0;
}
for(long i=0; i<N; i++)
{
Model.GenerateSamplePath(T,m,S);
GetZ(CZ, S, C, Model.S0, Model.r, T/m);
H = (i*H + Payoff(S))/(i+1.0);
Hsq = (i*Hsq + pow(Payoff(S),2.0))/(i+1.0);
for (int j=0; j<d; j++)
{
Vector S0tmp = Model.S0;
S0tmp[j] = (1.0+epsilon)*S0tmp[j];
Matrix Cvega = C;
Cvega[j] = (1.0 + epsilon)*C[j];
Rescale(S, CZ, C, S0tmp, Model.r, T/m);
Hdelta[j] = (i*Hdelta[j] + Payoff(S)) / (i+1.0);
Rescale(S, CZ, C, Model.S0, Model.r*(1.0+epsilon), T/m);
Hrho[j] = (i*Hrho[j] + Payoff(S)) / (i+1.0);
Rescale(S, CZ, Cvega, Model.S0, Model.r, T/m);
Hvega[j] = (i*Hvega[j] + Payoff(S)) / (i+1.0);
Rescale(S, CZ, C, Model.S0, Model.r, T*(1.0+epsilon)/m);
Htheta[j] = (i*Htheta[j] + Payoff(S)) / (i+1.0);
S0tmp[j] = (1.0-epsilon)*Model.S0[j];
Rescale(S, CZ, C, S0tmp, Model.r, T/m);
Hgamma[j] = (i*Hgamma[j] + Payoff(S)) / (i+1.0);
Rescale(S, CZ, C, Model.S0, Model.r, T/m);
}
}
for(int i=0; i<d; i++)
{
delta[i] = exp(-Model.r*T) * ( Hdelta[i] - H ) / (epsilon*Model.S0[i]);
rho[i] = (exp(-Model.r*T*(1.0+epsilon))*Hrho[i] - exp(-Model.r*T)*H)/(epsilon*Model.r);
vega[i] = exp(-Model.r*T) * (Hvega[i] - H) / (epsilon*sqrt(C[i]^C[i]));
theta[i] = -1.0*(exp(-Model.r*T*(1.0+epsilon))*Htheta[i] - exp(-Model.r*T)*H)/(epsilon*T);
gamma[i] = exp(-Model.r*T)*(Hdelta[i]-2.0*H+Hgamma[i])/(Model.S0[i]*Model.S0[i]*epsilon*epsilon);
}
Price = exp(-Model.r*T)*H;
PricingError = exp(-Model.r*T)*sqrt(Hsq-H*H)/sqrt(N-1.0);
return Price;
}
