public NavSettings(Navigator owner)
{
this.myNav = owner;
isAMissile = false;
waitUntil = DateTime.UtcNow;
waitUntilNoCheck = DateTime.UtcNow;
//searchBlockName = null;
lockOnTarget = TARGET.OFF;
lockOnRangeEnemy = 0;
lockOnBlock = null;
tempBlockName = null;
//noWayForward = false;
speedCruise_internal = Settings.floatSettings[Settings.FloatSetName.fMaxSpeed];
speedSlow_internal = Settings.floatSettings[Settings.FloatSetName.fMaxSpeed];
// private vars
myWaypoint = null;
coordDestination = null;
CurrentGridDest = null;
startOfCommands(); // for consistency
if (myNav != null && myNav.myGrid != null)
{
myLogger = new Logger(myNav.myGrid.DisplayName, "NavSettings");
}
}
private void OnTriggerEnter(Collider other)
{
if (END == true)
{
return;
}
if (other.gameObject.GetComponent <TeamObject>().TEAM_TYPE != casterCharacterTeam &&
TEMP_OFF == false)
{
GameObject colObject = other.gameObject;
BaseObject actorObject = colObject.GetComponent <BaseObject>();
TeamObject Target = other.gameObject.GetComponent <TeamObject>();
casterActor.ThrowEvent(ConstValue.ActorData_SetTarget, Target);
//스킬이 생성될 때 타켓을 정해주는데, throw이벤트로 타겟을 정해주는 것은 그 후임.
SkillManager.Instance.makeSkill.TARGET = SkillManager.Instance.makeSkill.OWNER.GetData(ConstValue.ActorData_GetTarget) as BaseObject;
if (actorObject != TARGET)
{
return;
}
TARGET.ThrowEvent(ConstValue.EventKey_Hit,
OWNER.GetData(ConstValue.ActorData_Character),
SKILL_TEMPLATE, casterActor.CUR_BUFF, casterActor.transform.rotation);
}
}
public Skillette(TARGET _target, float[] _dScale, StatusEffect[] _debuffs, StatusEffect[] _buffs)
{
target = _target;
damageScaling = _dScale;
debuffs = _debuffs;
buffs = _buffs;
}
public EffectSplash(Effect iEffect, float iRange, TARGET iTarget, bool iDestroy = false)
{
_effect = iEffect;
_range = iRange;
_target = iTarget;
_destroySource = iDestroy;
}
public void testFlatHazardRate()
{
// Testing flat hazard rate...
double hazardRate = 0.0100;
Handle <Quote> hazardRateQuote = new Handle <Quote>(new SimpleQuote(hazardRate));
DayCounter dayCounter = new Actual360();
Calendar calendar = new TARGET();
int n = 20;
double tolerance = 1.0e-10;
Date today = Settings.evaluationDate();
Date startDate = today;
Date endDate = startDate;
FlatHazardRate flatHazardRate = new FlatHazardRate(today, hazardRateQuote, dayCounter);
for (int i = 0; i < n; i++)
{
endDate = calendar.advance(endDate, 1, TimeUnit.Years);
double t = dayCounter.yearFraction(startDate, endDate);
double probability = 1.0 - Math.Exp(-hazardRate * t);
double computedProbability = flatHazardRate.defaultProbability(t);
if (Math.Abs(probability - computedProbability) > tolerance)
{
QAssert.Fail("Failed to reproduce probability for flat hazard rate\n"
+ " calculated probability: " + computedProbability + "\n"
+ " expected probability: " + probability);
}
}
}
public void testCashedValues()
{
Date startDate = new Date(01, 03, 2007);
Period period = new Period(360, TimeUnit.Months);
Calendar calendar = new TARGET();
Date endDate = calendar.advance(startDate, period, BusinessDayConvention.Unadjusted);
Schedule schedule = new Schedule(startDate, endDate, new Period(1, TimeUnit.Months), calendar,
BusinessDayConvention.Unadjusted,
BusinessDayConvention.Unadjusted,
DateGeneration.Rule.Backward, false);
// PSA 100%
PSACurve psa100 = new PSACurve(startDate);
double[] listCPR = { 0.2000, 0.4000, 0.6000, 0.8000, 1.0000, 1.2000, 1.4000, 1.6000, 1.8000, 2.0000, 2.2000, 2.4000, 2.6000, 2.8000,
3.0000, 3.2000, 3.4000, 3.6000, 3.8000, 4.0000, 4.2000, 4.4000, 4.6000, 4.8000, 5.0000, 5.2000, 5.4000, 5.6000,
5.8000, 6.0000 };
for (int i = 0; i < schedule.Count; i++)
{
if (i <= 29)
{
QAssert.AreEqual(listCPR[i], psa100.getCPR(schedule[i]) * 100, 0.001);
}
else
{
QAssert.AreEqual(6.0000, psa100.getCPR(schedule[i]) * 100);
}
}
}
public void testFairRate()
{
Calendar calendar = new TARGET();
Date settlementDate = new Date(10, Month.Mar, 2010);
/*********************
* LOAN TO BE PRICED *
**********************/
// constant nominal 1,000,000 Euro
double nominal = 1000000.0;
// fixed leg
Frequency fixedLegFrequency = Frequency.Monthly;
BusinessDayConvention fixedLegConvention = BusinessDayConvention.Unadjusted;
BusinessDayConvention principalLegConvention = BusinessDayConvention.ModifiedFollowing;
DayCounter fixedLegDayCounter = new Thirty360(Thirty360.Thirty360Convention.European);
double fixedRate = 0.04;
// Principal leg
Frequency pricipalLegFrequency = Frequency.Annual;
int lenghtInMonths = 3;
Loan.Type loanType = Loan.Type.Payer;
Date maturity = settlementDate + new Period(lenghtInMonths, TimeUnit.Years);
Schedule fixedSchedule = new Schedule(settlementDate, maturity, new Period(fixedLegFrequency),
calendar, fixedLegConvention, fixedLegConvention, DateGeneration.Rule.Forward, false);
Schedule principalSchedule = new Schedule(settlementDate, maturity, new Period(pricipalLegFrequency),
calendar, principalLegConvention, principalLegConvention, DateGeneration.Rule.Forward, false);
Loan testLoan = new FixedLoan(loanType, nominal, fixedSchedule, fixedRate, fixedLegDayCounter,
principalSchedule, principalLegConvention);
}
public void testFdImpliedVol()
{
var settlementDate = new Date(26, 2, 2015);
Settings.setEvaluationDate(settlementDate);
var calendar = new TARGET();
var dayCounter = new Actual365Fixed();
const double volatility = 0.5;
var underlyingQuote = new Handle <Quote>(new SimpleQuote(3227));
var flatTermStructure = new Handle <YieldTermStructure>(new FlatForward(settlementDate, 0.05, dayCounter));
var flatDividendYield = new Handle <YieldTermStructure>(new FlatForward(settlementDate, 0, dayCounter));
var flatVolatility = new Handle <BlackVolTermStructure>(new BlackConstantVol(settlementDate, calendar, volatility, dayCounter));
var process = new BlackScholesMertonProcess(underlyingQuote, flatDividendYield, flatTermStructure, flatVolatility);
var exercise = new AmericanExercise(new Date(1, 12, 2015));
var pricingEngine = new FDDividendAmericanEngine(process);
var payoff = new PlainVanillaPayoff(Option.Type.Put, 3200);
var dividendDates = new[] { new Date(1, 3, 2015) };
var dividendAmounts = new[] { 10d };
var option = new DividendVanillaOption(payoff, exercise, dividendDates.ToList(), dividendAmounts.ToList());
option.setPricingEngine(pricingEngine);
var npv = option.NPV();
var impliedVol = option.impliedVolatility(npv, process);
const double tolerance = 3.0e-3;
if (Math.Abs(impliedVol - volatility) > tolerance)
{
QAssert.Fail(string.Format("Implied volatility calculation failed. Expected {0}. Actual {1}", volatility, impliedVol));
}
}
private void OnTriggerEnter(Collider other)
{
if (END == true)
{
return;
}
if (bFire == false)
{
return;
}
Actor casterActor = OWNER.GetData(ConstValue.ActorData_GetThisActor) as Actor;
GameObject colObject = other.gameObject;
BaseObject actorObject = colObject.GetComponent <BaseObject>();
if (actorObject != TARGET)
{
return;
}
TARGET.ThrowEvent(ConstValue.EventKey_Hit,
OWNER.GetData(ConstValue.ActorData_Character),
SKILL_TEMPLATE, casterActor.CUR_BUFF, casterActor.transform.rotation);
END = true;
}
private void DrawPrefabs(TARGET tgt, int index)
{
var rectA = Reserve();
var rectB = rectA; rectB.xMax -= 22.0f;
var rectC = rectA; rectC.xMin = rectC.xMax - 20.0f;
var prefab = tgt.Prefabs[index];
var rebuilt = false;
var expand = EditorGUI.Foldout(new Rect(rectA.x, rectA.y, 20, rectA.height), expandPrefab == index, "");
if (expand == true)
{
expandPrefab = index;
}
else if (expandPrefab == index)
{
expandPrefab = -1;
}
BeginDisabled(true);
BeginError(prefab.Root == null);
EditorGUI.ObjectField(rectB, prefab.Root, typeof(Object), false);
EndError();
if (prefab.Root != null)
{
Undo.RecordObject(tgt, "Rebuild Sources");
rebuilt |= prefab.RebuildSources();
if (expand == true)
{
var sources = prefab.Sources;
BeginIndent();
foreach (var source in sources)
{
EditorGUI.ObjectField(Reserve(), source, typeof(LeanSource), false);
}
EndIndent();
}
}
EndDisabled();
if (rebuilt == true)
{
DirtyAndUpdate();
}
if (GUI.Button(rectC, "X", EditorStyles.miniButton) == true)
{
Undo.RecordObject(tgt, "Remove Prefab");
tgt.Prefabs.RemoveAt(index);
DirtyAndUpdate();
if (expand == true)
{
expandPrefab = -1;
}
}
}
private void AddLanguage(TARGET tgt, PresetLanguage presetLanguage)
{
Undo.RecordObject(tgt, "Add Language");
tgt.AddLanguage(presetLanguage.Name);
DirtyAndUpdate();
}
protected static bool validateTarget(TARGET iType, Entity iTarget)
{
if (iType == TARGET.RUNNER && iTarget is Runner ||
iType == TARGET.TOWER && iTarget is Tower)
{
return(true);
}
return(false);
}
/// <summary>
/// Opens the registry key.
/// </summary>
/// <param name="target">The target.</param>
/// <returns>Registry key</returns>
public static RegistryKey OpenRegistryKey(TARGET target)
{
switch (target)
{
case TARGET.MACHINE: return(Registry.LocalMachine.OpenSubKey(FOLDER, true));
default: return(Registry.CurrentUser.OpenSubKey(FOLDER, true));
}
}
public virtual int GetHit(TARGET att, Label A, TextBox B)
{
if (att == Blocked)
{
return(Block(A, B));
}
else
{
return(Wound(A, B));
}
}
public void testFDDividendAmericanEngine()
{
/*
* Valuation date: 20 July 2018
* Maturity date: 17 Aug 2018
* Type: Call
* Spot: 2900
* Strike: 2800
* Volatility: 20 %
* Interest rate: 0 %
*
* Dividend(paid one day before expiry)
* Date: 16 Aug 2018
* Value: 40
*
* NPV = 124.37658
*/
var result = 124.37658;
var settlementDate = new Date(20, 7, 2018);
Settings.setEvaluationDate(settlementDate);
var calendar = new TARGET();
var dayCounter = new Actual365Fixed();
var spot = new Handle <Quote>(new SimpleQuote(2900));
var qRate = new Handle <Quote>(new SimpleQuote(0.0));
var rRate = new Handle <Quote>(new SimpleQuote(0.0));
var vol = new Handle <Quote>(new SimpleQuote(0.2));
var flatDividendYield = new Handle <YieldTermStructure>(new FlatForward(settlementDate, qRate, dayCounter));
var flatTermStructure = new Handle <YieldTermStructure>(new FlatForward(settlementDate, rRate, dayCounter));
var flatVolatility = new Handle <BlackVolTermStructure>(new BlackConstantVol(settlementDate, calendar, vol, dayCounter));
var process = new BlackScholesMertonProcess(spot, flatDividendYield, flatTermStructure, flatVolatility);
var exercise = new AmericanExercise(new Date(17, 8, 2018));
var pricingEngine = new FDDividendAmericanEngine(process);
var payoff = new PlainVanillaPayoff(Option.Type.Call, 2800);
var dividendDates = new[] { new Date(16, 8, 2018) };
var dividendAmounts = new[] { 40d };
var option = new DividendVanillaOption(payoff, exercise, dividendDates.ToList(), dividendAmounts.ToList());
option.setPricingEngine(pricingEngine);
var npv = option.NPV();
const double tolerance = 1.0e-5;
if (Math.Abs(npv - result) > tolerance)
{
QAssert.Fail(string.Format("NPV calculation failed. Expected {0}. Actual {1}", result, npv));
}
}
//double fixedRate = 0.001;
//double notional = 10000.0;
//double recoveryRate = 0.4;
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Calculates the cds. </summary>
///
/// <param name="msg"> [in,out] The message. </param>
/// <param name="fixedRate"> The fixed rate. </param>
/// <param name="notional"> The notional. </param>
/// <param name="recoveryRate"> The recovery rate. </param>
///
/// <returns> True if it succeeds, false if it fails. </returns>
////////////////////////////////////////////////////////////////////////////////////////////////////
public bool CalcCDS(ref CreditDefaultSwapRequestMessage msg, double fixedRate, double notional, double recoveryRate)
{
// Testing fair-spread calculation for credit-default swaps...
using (SavedSettings backup = new SavedSettings())
{
// Initialize curves
Calendar calendar = new TARGET();
Date today = calendar.adjust(Date.Today);
Settings.setEvaluationDate(today);
Handle <Quote> hazardRate = new Handle <Quote>(new SimpleQuote(0.01234));
RelinkableHandle <DefaultProbabilityTermStructure> probabilityCurve =
new RelinkableHandle <DefaultProbabilityTermStructure>();
probabilityCurve.linkTo(new FlatHazardRate(0, calendar, hazardRate, new Actual360()));
RelinkableHandle <YieldTermStructure> discountCurve =
new RelinkableHandle <YieldTermStructure>();
discountCurve.linkTo(new FlatForward(today, 0.06, new Actual360()));
// Build the schedule
Date issueDate = calendar.advance(today, -1, TimeUnit.Years);
Date maturity = calendar.advance(issueDate, 10, TimeUnit.Years);
BusinessDayConvention convention = BusinessDayConvention.Following;
Schedule schedule = new MakeSchedule().from(issueDate)
.to(maturity)
.withFrequency(Frequency.Quarterly)
.withCalendar(calendar)
.withTerminationDateConvention(convention)
.withRule(DateGeneration.Rule.TwentiethIMM).value();
// Build the CDS
DayCounter dayCount = new Actual360();
IPricingEngine engine = new MidPointCdsEngine(probabilityCurve, recoveryRate, discountCurve);
CreditDefaultSwap cds = new CreditDefaultSwap(Protection.Side.Seller, notional, fixedRate,
schedule, convention, dayCount, true, true);
cds.setPricingEngine(engine);
double fairRate = cds.fairSpread();
CreditDefaultSwap fairCds = new CreditDefaultSwap(Protection.Side.Seller, notional, fairRate,
schedule, convention, dayCount, true, true);
fairCds.setPricingEngine(engine);
double fairNPV = fairCds.NPV();
double tolerance = 1e-10;
msg.fairRate = fairRate;
msg.fairNPV = fairNPV;
return(Math.Abs(fairNPV) <= tolerance);
}
}
/// <summary>
/// Remove by autorun name
/// </summary>
/// <param name="name"> Autorun name (Which you used in add as 1st arg) </param>
/// <param name="target"> The target </param>
/// <returns> Is removed </returns>
public static bool Remove(string name, TARGET target)
{
var key = OpenRegistryKey(target);
try
{
key.DeleteValue(name, true);
}
catch (Exception e)
{
throw new AutorunException(e.Message);
}
return(true);
}
/// <summary>
/// Adds the specified name.
/// </summary>
/// <param name="name">The name.</param>
/// <param name="exePath">The executable path.</param>
/// <param name="target">The target.</param>
/// <returns>Is added.</returns>
/// <exception cref="AutorunException"></exception>
public static bool Add(string name, string exePath, TARGET target)
{
RegistryKey key = OpenRegistryKey(target);
try
{
key.SetValue(name, exePath);
}
catch (Exception e)
{
throw new AutorunException(e.Message);
}
return(true);
}
private void DrawState(TARGET tgt, TARGET[] tgts)
{
var state = tgt.State;
EditorGUI.BeginChangeCheck();
EditorGUI.showMixedValue = Any(tgts, t => t.State != state);
state = EditorGUILayout.IntSlider("State", state, 0, tgt.States.Count - 1);
EditorGUI.showMixedValue = false;
if (EditorGUI.EndChangeCheck() == true)
{
Each(tgts, t => t.State = state);
}
}
private void DrawAutoFill(TARGET tgt, System.Reflection.FieldInfo data)
{
var state = data.GetValue(tgt) as LeanState;
if (state != null && state.CanFill > -1)
{
var rect = Reserve();
BeginDisabled(state.CanFill == 0);
if (GUI.Button(rect, new GUIContent("auto fill", "Copy the current value from the scene into this component?"), EditorStyles.miniButton) == true)
{
state.Fill();
}
EndDisabled();
}
}
private void DrawIconBuilder(TARGET tgt)
{
size = EditorGUILayout.IntField("Size", size);
Info("To build an icon I recommend you open the 'Icon Builder (Material)' demo scene, paint the sphere, and then click the button below.");
Separator();
if (GUILayout.Button("Build Icon") == true)
{
var path = System.IO.Path.ChangeExtension(PrefabStageUtility.GetPrefabStage(tgt.gameObject).prefabAssetPath, "png");
var target = new RenderTexture(size, size, 32, RenderTextureFormat.ARGB32, RenderTextureReadWrite.Default);
var buffer = new Texture2D(size, size, TextureFormat.ARGB32, false);
var oldActive = RenderTexture.active;
var oldTarget = Camera.main.targetTexture;
Camera.main.targetTexture = target;
Camera.main.Render();
Camera.main.targetTexture = oldTarget;
RenderTexture.active = target;
buffer.ReadPixels(new Rect(0, 0, size, size), 0, 0, false);
buffer.Apply();
RenderTexture.active = oldActive;
System.IO.File.WriteAllBytes(path, buffer.EncodeToPNG());
DestroyImmediate(target);
DestroyImmediate(buffer);
AssetDatabase.ImportAsset(path);
var importer = (TextureImporter)AssetImporter.GetAtPath(path);
importer.filterMode = FilterMode.Trilinear;
importer.anisoLevel = 8;
importer.textureCompression = TextureImporterCompression.Uncompressed;
importer.alphaIsTransparency = true;
importer.SaveAndReimport();
tgt.Icon = AssetDatabase.LoadAssetAtPath <Texture2D>(path);
EditorSceneManager.MarkSceneDirty(tgt.gameObject.scene);
}
}
public void SetDot()
{
Dice tmp = GetComponentInParent <Dice>();
image = GetComponent <Image>();
type = tmp.TYPE;
//attack, attackSpeed 초기화
switch (type)
{
case DICETYPE.FIRE:
target = TARGET.FRONT;
attack = FindObjectOfType <GameController>().diceattacks[0];
attackSpeed = 0.8f;
image.color = new Color(255, 0, 0, 255);
break;
case DICETYPE.METAL:
target = TARGET.HEALTH;
attack = FindObjectOfType <GameController>().diceattacks[1];
attackSpeed = 1f;
image.color = new Color(0, 0, 0, 255);
break;
case DICETYPE.POISON:
target = TARGET.RANDOM;
attack = FindObjectOfType <GameController>().diceattacks[2];
attackSpeed = 1.3f;
image.color = new Color(0, 255, 0, 255);
break;
case DICETYPE.THUNDER:
target = TARGET.FRONT;
attack = FindObjectOfType <GameController>().diceattacks[3];
attackSpeed = 0.8f;
image.color = new Color(185, 185, 0, 255);
break;
case DICETYPE.WIND:
target = TARGET.FRONT;
attack = FindObjectOfType <GameController>().diceattacks[4];
attackSpeed = 0.45f;
image.color = new Color(0, 230, 255, 255);
break;
}
}
public void testAccessViolation()
{
// Testing dynamic cast of coupon in Black pricer...
SavedSettings backup = new SavedSettings();
Date todaysDate = new Date(7, Month.April, 2010);
Date settlementDate = new Date(9, Month.April, 2010);
Settings.setEvaluationDate(todaysDate);
Calendar calendar = new TARGET();
Handle <YieldTermStructure> rhTermStructure = new Handle <YieldTermStructure>(
Utilities.flatRate(settlementDate, 0.04875825, new Actual365Fixed()));
double volatility = 0.10;
Handle <OptionletVolatilityStructure> vol = new Handle <OptionletVolatilityStructure>(
new ConstantOptionletVolatility(2,
calendar,
BusinessDayConvention.ModifiedFollowing,
volatility,
new Actual365Fixed()));
IborIndex index3m = new USDLibor(new Period(3, TimeUnit.Months), rhTermStructure);
Date payDate = new Date(20, Month.December, 2013);
Date startDate = new Date(20, Month.September, 2013);
Date endDate = new Date(20, Month.December, 2013);
double spread = 0.0115;
IborCouponPricer pricer = new BlackIborCouponPricer(vol);
FloatingRateCoupon coupon = new FloatingRateCoupon(100, payDate, startDate, endDate, 2,
index3m, 1.0, spread / 100);
coupon.setPricer(pricer);
try
{
// this caused an access violation in version 1.0
coupon.amount();
}
catch (Exception)
{
// ok; proper exception thrown
}
}
public BbData Pre(PlotCollection dataset)
{
m_caVal = new CalculationArray((int)m_config.Interval);
m_caValExt = new CalculationArray((int)m_config.Interval);
PlotCollection dataSrc = dataset;
PlotCollection dataDst = new PlotCollection(dataSrc.Name + " BB" + m_config.Interval.ToString());
if (m_config.GetExtraSetting("BbTarget:BarRange", 0) == 1)
{
m_target = TARGET.BAR;
}
else if (m_config.GetExtraSetting("BbTarget:TotalRange", 0) == 1)
{
m_target = TARGET.RANGE;
}
return(new BbData(dataSrc, dataDst, m_config.Interval));
}
/// <summary>
/// Copy on parameter to another.
/// </summary>
/// <param name="src">Specifies the parameter to copy.</param>
public override void Copy(LayerParameterBase src)
{
DecodeParameter p = (DecodeParameter)src;
m_nCentroidOutputIteration = p.m_nCentroidOutputIteration;
m_nCacheSize = p.m_nCacheSize;
m_bOutputCentroids = p.m_bOutputCentroids;
m_dfPreGenAlpha = p.m_dfPreGenAlpha;
m_nPreGenerateTargetCount = p.m_nPreGenerateTargetCount;
m_bEnableCentroidUpdate = p.m_bEnableCentroidUpdate;
if (p.m_rgIgnoreLabels != null)
{
m_rgIgnoreLabels = Utility.Clone <int>(p.m_rgIgnoreLabels);
}
m_target = p.m_target;
m_nK = p.m_nK;
}
private void OnTriggerEnter(Collider other)
{
if (END == true)
{
return;
}
if (other.gameObject.tag != "Obstacle")
{
if (other.gameObject.GetComponent <Actor>().TEMPLATE_KEY == "ENEMY_1")
{
other.gameObject.GetComponent <NonPlayer>().AI.IS_SKILL = false;
}
}
if (other.gameObject.GetComponent <TeamObject>().TEAM_TYPE != casterCharacterTeam ||
(bGiantEnemy &&
other.gameObject.GetComponent <Actor>() != casterActor))
{
GameObject colObject = other.gameObject;
BaseObject actorObject = colObject.GetComponent <BaseObject>();
TeamObject Target = other.gameObject.GetComponent <TeamObject>();
casterActor.ThrowEvent(ConstValue.ActorData_SetTarget, Target);
//스킬이 생성될 때 타켓을 정해주는데, throw이벤트로 타겟을 정해주는 것은 그 후임.
SkillManager.Instance.makeSkill.TARGET = SkillManager.Instance.makeSkill.OWNER.GetData(ConstValue.ActorData_GetTarget) as BaseObject;
if (actorObject != TARGET)
{
return;
}
//Destroy(other.gameObject);
TARGET.ThrowEvent(ConstValue.EventKey_Hit,
OWNER.GetData(ConstValue.ActorData_Character),
SKILL_TEMPLATE, casterActor.CUR_BUFF, casterActor.transform.rotation);
}
}
private static string _CreateBaseMessage(TARGET target, String message)
{
if (target == null)
{
return(message);
}
var targetTypeInfo = target.GetType().GetTypeInfo();
var logicalIndexProp = targetTypeInfo.GetProperty("LogicalIndex");
var logicalIndex = logicalIndexProp != null ? (int)logicalIndexProp.GetValue(target) : -1;
if (logicalIndex >= 0)
{
return($"{targetTypeInfo.Name}[{logicalIndex}] {message}");
}
return($"{targetTypeInfo.Name} {message}");
}
private void DrawMap(TARGET tgt)
{
var inputManagers = AssetDatabase.LoadAllAssetsAtPath("ProjectSettings/InputManager.asset");
if (inputManagers != null && inputManagers.Length > 0)
{
var inputManager = new SerializedObject(inputManagers[0]);
var axes = inputManager.FindProperty("m_Axes");
if (axes != null)
{
var axis = FindAxis(axes, tgt.AxisName);
if (axis == null)
{
Warning("This axis hasn't been mapped to your Project Settings yet, so you will not be able to use it.");
}
if (Button(axis == null ? "Create Input Axis" : "Update Input Axis") == true)
{
if (axis == null)
{
var index = axes.arraySize;
axes.InsertArrayElementAtIndex(index);
axis = axes.GetArrayElementAtIndex(index);
}
axis.FindPropertyRelative("m_Name").stringValue = tgt.AxisName;
axis.FindPropertyRelative("axis").intValue = tgt.AxisIndex;
axis.FindPropertyRelative("type").intValue = 2; // Axis
axis.FindPropertyRelative("gravity").floatValue = 0;
axis.FindPropertyRelative("sensitivity").floatValue = 1;
inputManager.ApplyModifiedProperties();
}
}
}
}
static void Main(string[] args)
{
Calendar calendar = new TARGET();
Date todaysDate = new Date(22, 7, 2014);
Date settlementDate = new Date(3, 6, 2014);
Settings.setEvaluationDate(todaysDate);
DayCounter dayCounter = new Actual365Fixed();
double dividendYield = 0.0117;
double volatility = 0.15517;
Barrier.Type type = Barrier.Type.UpOut;
QLNet.PlainVanillaPayoff payoff = new PlainVanillaPayoff(Option.Type.Call, 261.4);
QLNet.EuropeanExercise ex = new EuropeanExercise(new Date(30, 11, 2015));
//QLNet.BarrierOption barrierOption = new BarrierOption(type, 1.2,1.0, 0.0, payoff, ex);
//QLNet.BarrierOption barrierOption = new BarrierOption(type, 313.68, 0.0, payoff, ex);
QLNet.BarrierOption barrierOption = new BarrierOption(type, 313.68, 0.32, 0.0, payoff, ex);
double underlying = 262.86;
double riskFreeRate = 0.0243;
Handle <Quote> underlyingH = new Handle <Quote>(new SimpleQuote(underlying));
// bootstrap the yield/dividend/vol curves
var flatTermStructure = new Handle <YieldTermStructure>(new FlatForward(settlementDate, riskFreeRate, dayCounter));
var flatDividendTS = new Handle <YieldTermStructure>(new FlatForward(settlementDate, dividendYield, dayCounter));
var flatVolTS = new Handle <BlackVolTermStructure>(new BlackConstantVol(settlementDate, calendar, volatility, dayCounter));
var bsmProcess = new BlackScholesMertonProcess(underlyingH, flatDividendTS, flatTermStructure, flatVolTS);
QLNet.AnalyticBarrierWithPartiRateEngine engine = new AnalyticBarrierWithPartiRateEngine(bsmProcess);
barrierOption.setPricingEngine(engine);
double kk = barrierOption.NPV();
Console.WriteLine(kk);
Console.WriteLine(kk / 261.4);
}
public void testSingleInstrumentBootstrap()
{
//Testing single-instrument curve bootstrap...
Calendar calendar = new TARGET();
Date today = Settings.Instance.evaluationDate();
int settlementDays = 0;
double quote = 0.005;
Period tenor = new Period(2, TimeUnit.Years);
Frequency frequency = Frequency.Quarterly;
BusinessDayConvention convention = BusinessDayConvention.Following;
DateGeneration.Rule rule = DateGeneration.Rule.TwentiethIMM;
DayCounter dayCounter = new Thirty360();
double recoveryRate = 0.4;
RelinkableHandle <YieldTermStructure> discountCurve = new RelinkableHandle <YieldTermStructure>();
discountCurve.linkTo(new FlatForward(today, 0.06, new Actual360()));
List <CdsHelper> helpers = new List <CdsHelper>();
helpers.Add(
new SpreadCdsHelper(quote, tenor,
settlementDays, calendar,
frequency, convention, rule,
dayCounter, recoveryRate,
discountCurve));
PiecewiseDefaultCurve <HazardRate, BackwardFlat> defaultCurve = new PiecewiseDefaultCurve <HazardRate, BackwardFlat>(today, helpers,
dayCounter);
defaultCurve.recalculate();
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(TARGET obj) {
return (obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr;
}
public IroncladAppVerb(SourcePath dfyroot, TARGET target, DafnyCCVerb.FramePointerMode framePointerMode, VerificationRequest verificationRequest)
{
this.dfyroot = dfyroot;
// TODO this is the only #define we support just yet, so I'm stuffing it in here.
// We'll need to plumb more carefully when we want to add x64.
if (dfyroot.getDirPath().Split(Path.DirectorySeparatorChar).Last().Equals("AppLoader"))
{
this.poundDefines = new PoundDefines(new string[] { "AppLoader" });
}
else
{
this.poundDefines = PoundDefines.empty();
}
this.verificationRequest = verificationRequest;
this.abstractId = new AbstractId(
this.GetType().Name,
version,
dfyroot.ToString(),
this.poundDefines,
concrete: string.Format(
"{0},{1},{2}",
target,
framePointerMode.ToString(),
verificationRequest.ToString()));
this.appLabel = dfyroot.getDirPath().Split(Path.DirectorySeparatorChar).Last();
this.dafnyspecVerb = new DafnySpecVerb(dfyroot, this.appLabel);
this.dafnyccVerb = new DafnyCCVerb(dfyroot, this.appLabel, framePointerMode);
bool isLoader = dfyroot.getRelativePath().Equals(BootableAppVerb.LOADER_DFY);
// NB we keep dafnyccVerb as the lowest-priority context, so that our hand-written
// beat impls will override its output.
IContextGeneratingVerb contextWithDafny = new ConcatContextVerb(
BuildEngine.theEngine.getVerveContextVerb(this.poundDefines),
new VerbOutputsContextVerb(this.dafnyspecVerb, false),
new VerbOutputsContextVerb(this.dafnyccVerb, true),
this.poundDefines);
this.stitcherVerb = new EntryStitcherVerb(contextWithDafny, this.appLabel);
IContextGeneratingVerb contextWithDafnyAndEntry = new ConcatContextVerb(
new VerbOutputsContextVerb(this.stitcherVerb, false),
contextWithDafny,
this.poundDefines);
BuildObject entryImpObj = this.stitcherVerb.getEntryImpOutput();
BoogieAsmLinkVerb entryVerb = new BoogieAsmLinkVerb(contextWithDafnyAndEntry, entryImpObj);
if (target == TARGET.BARE_METAL)
{
MasmVerb masmVerb = new MasmVerb(entryVerb);
this.linkerVerb = new LinkerVerb(masmVerb, isLoader);
}
else if (target == TARGET.WINDOWS)
{ // Rewrite the asm that comes out of entryVerb before linking it
AsmRewriterVerb rewriter = new AsmRewriterVerb(entryVerb);
MasmVerb masmVerb = new MasmVerb(rewriter);
this.linkerVerb = new WinLinkerVerb(masmVerb, isLoader);
}
BoogieAsmVerificationObligationListVerb bavolVerb =
new BoogieAsmVerificationObligationListVerb(contextWithDafnyAndEntry, entryImpObj, verificationRequest);
this.verifyResultsVerb = new VerificationResultSummaryVerb(bavolVerb);
this.srcObject = this.linkerVerb.getUntrustedExe();
if (verificationRequest.isComplete())
{
this.exeObject = dfyroot.makeOutputObject(TRUSTED_EXE_EXTN);
this.outputObject = this.exeObject;
}
else
{
this.exeObject = this.srcObject;
this.outputObject = dfyroot.makeVirtualObject(UNVERIFIED_SENTINEL_EXTENSION);
}
}