int main(void) {
fixedpt x, y;
int n;
/* addition */
x = 5;
y = 9;
printf("int x + y = %d + %d = %d\n", x, y, x + y);
printf("fixedpt x + y = %d + %d = %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_add(int_to_fixedpt(x), int_to_fixedpt(y)));
printf("fixedpt x + y = %d + %d = intzero %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_zero(fixedpt_add(int_to_fixedpt(x), int_to_fixedpt(y))));
printf("fixedpt x + y = %d + %d = intnearest %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_nearest(fixedpt_add(int_to_fixedpt(x), int_to_fixedpt(y))));
/* subtraction */
printf("\nint x - y = %d - %d = %d\n", x, y, x - y);
printf("fixedpt x - y = %d - %d = %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_sub(int_to_fixedpt(x), int_to_fixedpt(y)));
printf("fixedpt x - y = %d - %d = intzero %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_zero(fixedpt_sub(int_to_fixedpt(x), int_to_fixedpt(y))));
printf("fixedpt x - y = %d - %d = intnearest %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_nearest(fixedpt_sub(int_to_fixedpt(x), int_to_fixedpt(y))));
/* multiplication */
printf("\nint x * y = %d * %d = %d\n", x, y, x * y);
printf("fixedpt x * y = %d * %d = %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_mul(int_to_fixedpt(x), int_to_fixedpt(y)));
printf("fixedpt x * y = %d * %d = intzero %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_zero(fixedpt_mul(int_to_fixedpt(x), int_to_fixedpt(y))));
printf("fixedpt x * y = %d * %d = intnearest %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_nearest(fixedpt_mul(int_to_fixedpt(x), int_to_fixedpt(y))));
/* division */
printf("\nint x / y = %d / %d = %d\n", x, y, x / y);
printf("fixedpt x / y = %d / %d = %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_div(int_to_fixedpt(x), int_to_fixedpt(y)));
printf("fixedpt x / y = %d / %d = intzero %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_zero(fixedpt_div(int_to_fixedpt(x), int_to_fixedpt(y))));
printf("fixedpt x / y = %d / %d = intnearest %d\n", int_to_fixedpt(x),
int_to_fixedpt(y),
fixedpt_to_int_nearest(fixedpt_div(int_to_fixedpt(x), int_to_fixedpt(y))));
return 0;
}
fixedpt asset_path_fixed_simplified ( fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int *seed ){
int i;
fixedpt dt, stepnum, p;
fixedpt gaussR1 = 0, gaussR2 = 0;
// stepnum = fixedpt_rconst(n);
stepnum = n << FIXEDPT_FBITS; // ??? janders
dt = fixedpt_div(t1, stepnum);
fixedpt constA = fixedpt_mul(fixedpt_sub(mu, fixedpt_mul(sigma, sigma)), dt);
fixedpt constB = fixedpt_mul(sigma, fixedpt_sqrt ( dt ));
p = s0;
for ( i = 1; i <= n; i++ )
{
if (i & 1) // iteration is odd, generate two random Gaussian numbers (the Box-Muller transform gens 2 numbers)
get_two_normal_fixed_LUT(seed, &gaussR1, &gaussR2);
p = fixedpt_mul(p, fixedpt_exp (fixedpt_add(constA,
fixedpt_mul(constB, i & 1 ? gaussR1 : gaussR2))));
// fixedpt_print(p);
}
return p;
}
fixedpt asset_path_fixed_simplified ( fixedpt s0, fixedpt mu, fixedpt sigma, fixedpt t1, int n, int seed ){
int i;
fixedpt dt, stepnum, p;
fixedpt gaussR1[OMP_ACCEL], gaussR2[OMP_ACCEL];
// stepnum = fixedpt_rconst(n);
stepnum = n << FIXEDPT_FBITS; // ??? janders
dt = fixedpt_div(t1, stepnum);
fixedpt constA = fixedpt_mul(fixedpt_sub(mu, fixedpt_mul(sigma, sigma)), dt);
fixedpt constB = fixedpt_mul(sigma, fixedpt_sqrt ( dt ));
int s = seed;
p = s0;
int tid;
for ( i = 1; i <= n; i++ )
{
tid = omp_get_thread_num();
if (i & 1) { // iteration is odd, generate two random Gaussian numbers (the Box-Muller transform gens 2 numbers)
s = get_two_normal_fixed(s, gaussR1, gaussR2);
}
p = fixedpt_mul(p, fixedpt_exp (fixedpt_add(constA,
fixedpt_mul(constB, i & 1 ? gaussR1[tid] : gaussR2[tid]))));
// if (tid == 0) {
// printf("i = %d, seed = %d, gaussR1 = %d, gaussR1 = %d, p = %d\n", i, s, gaussR1[tid], gaussR2[tid], p);
// }
// fixedpt_print(p);
}
return p;
}
