void SVGTextRunRenderingContext::drawSVGGlyphs(GraphicsContext* context, const SimpleFontData* fontData, const GlyphBuffer& glyphBuffer, int from, int numGlyphs, const FloatPoint& point) const
{
auto activePaintingResource = this->activePaintingResource();
if (!activePaintingResource) {
// TODO: We're only supporting simple filled HTML text so far.
RenderSVGResourceSolidColor* solidPaintingResource = RenderSVGResource::sharedSolidPaintingResource();
solidPaintingResource->setColor(context->fillColor());
activePaintingResource = solidPaintingResource;
}
auto& elementRenderer = renderer().isRenderElement() ? toRenderElement(renderer()) : *renderer().parent();
RenderStyle& style = elementRenderer.style();
ASSERT(activePaintingResource);
RenderSVGResourceMode resourceMode = context->textDrawingMode() == TextModeStroke ? ApplyToStrokeMode : ApplyToFillMode;
auto translator(createGlyphToPathTranslator(*fontData, glyphBuffer, from, numGlyphs, point));
while (translator->containsMorePaths()) {
Path glyphPath = translator->nextPath();
if (activePaintingResource->applyResource(elementRenderer, style, context, resourceMode)) {
float strokeThickness = context->strokeThickness();
if (renderer().isSVGInlineText())
context->setStrokeThickness(strokeThickness * toRenderSVGInlineText(renderer()).scalingFactor());
activePaintingResource->postApplyResource(elementRenderer, context, resourceMode, &glyphPath, 0);
context->setStrokeThickness(strokeThickness);
}
}
}
// returns 1 on success, 0 if we're already on the last cube
extern int nextCube( int r, int n, int cube[] ) {
while(1) {
int ret = nextPath( r, n, cube );
if( ret == 1 ) return 1;
if( ret == -1 ) return 0;
}
}
CatBond::results MonteCarloCatBondEngine::npv(bool includeSettlementDateFlows,
Date settlementDate,
Date npvDate) const
{
const size_t MAX_PATHS = 10000; //TODO
CatBond::results result;
result.reset();
double lossProbability = 0.0;
double exhaustionProbability = 0.0;
double expectedLoss = 0.0;
//GenericRiskStatistics<GeneralStatistics> statistics;
GeneralStatistics statistics;
if (arguments_.cashflows.empty()) {
return result;
}
if (settlementDate == Date())
settlementDate = Settings::instance().evaluationDate();
if (npvDate == Date())
npvDate = settlementDate;
Real totalNPV = 0.0;
Date effectiveDate = std::max(arguments_.startDate, settlementDate);
Date maturityDate = (*arguments_.cashflows.rbegin())->date();
auto catSimulation = catRisk_->newSimulation(effectiveDate, maturityDate);
std::vector<std::pair<Date, Real> > eventsPath;
NotionalPath notionalPath;
Real riskFreeNPV = pathNpv(includeSettlementDateFlows, settlementDate, notionalPath);
size_t pathCount=0;
while(catSimulation->nextPath(eventsPath) && pathCount<MAX_PATHS)
{
arguments_.notionalRisk->updatePath(eventsPath, notionalPath);
if(notionalPath.loss()>0) { //optimization, most paths will not include any loss
double thisNpv = pathNpv(includeSettlementDateFlows, settlementDate, notionalPath);
totalNPV += thisNpv;
lossProbability+=1;
if (notionalPath.loss()==1)
exhaustionProbability+=1;
expectedLoss+=notionalPath.loss();
statistics.add(thisNpv, 1.0);
} else {
totalNPV += riskFreeNPV;
statistics.add(riskFreeNPV, 1.0);
}
pathCount++;
}
lossProbability/=pathCount;
exhaustionProbability/=pathCount;
expectedLoss/=pathCount;
result.valuationDate = settlementDate;
result.value = totalNPV/(pathCount*discountCurve_->discount(npvDate));
result.settlementValue = result.value;
result.lossProbability = lossProbability;
result.exhaustionProbability = exhaustionProbability;
result.expectedLoss = expectedLoss;
if(Null<Real>()!=varLevel_) {
result.var = result.value - statistics.percentile(1.0-varLevel_);
result.stdDev = statistics.standardDeviation();
result.skew = statistics.skewness();
result.kurtosis = statistics.kurtosis();
}
return result;
}
