public double GetSpotRate(double t) { if (Trait == YieldCurveTrait.SpotCurve) { return(_curveXInYears.GetValue(t) + Spread.GetValue(t)); } var df = GetDf(t); return(Compound.CalcRateFromDf(df, t)); }
public double GetForwardRate(double t0, double dt, Compound compound = Compound.Simple, IDayCount dayCount = null) { if (dt <= 0.0) { return(_curveXInYears.GetValue(t0) + Spread.GetValue(t0)); } if (t0.IsAlmostZero() && dt.IsAlmostZero()) { return(GetForwardRate(0, 0.0001, compound, dayCount)); } var df = GetDf(t0 + dt) / GetDf(t0); return(compound.CalcRateFromDf(df, dt)); }
private void Update(EvaluationContext context) { if (!(SourcePoints.GetValue(context) is StructuredList <Point> sourcePoints)) { return; } if (sourcePoints.NumElements == 0) { sourcePoints.SetLength(0); ResultList.Value = sourcePoints; return; } var spread = Spread.GetValue(context); var spreadMode = (SpreadModes)SpreadMode.GetValue(context); var indexWithinSegment = 0; var lineSegmentLength = 0f; var totalLength = 0f; var maxLength = float.NegativeInfinity; var randomizeStart = RandomizeStart.GetValue(context); var randomizeDuration = RandomizeDuration.GetValue(context); // Measure... segments.Clear(); for (var pointIndex = 0; pointIndex < sourcePoints.NumElements; pointIndex++) { if (float.IsNaN(sourcePoints.TypedElements[pointIndex].W)) { var hasAtLeastTwoPoints = indexWithinSegment > 1; if (hasAtLeastTwoPoints) { if (lineSegmentLength > maxLength) { maxLength = lineSegmentLength; } totalLength += lineSegmentLength; segments.Add(new Segment { PointIndex = pointIndex - indexWithinSegment, PointCount = indexWithinSegment, AccumulatedLength = totalLength, SegmentLength = lineSegmentLength }); } lineSegmentLength = 0; indexWithinSegment = 0; } else { if (indexWithinSegment > 0) { lineSegmentLength += Vector3.Distance(sourcePoints.TypedElements[pointIndex - 1].Position, sourcePoints.TypedElements[pointIndex].Position); } indexWithinSegment++; } } if (totalLength < 0.0001f || segments.Count < 2) { Log.Warning("Stroke animation requires at least two segments with of some length"); return; } // Write offsets... float dist = maxLength / (segments.Count - 1); _random = new Random(42); for (var segmentIndex = 0; segmentIndex < segments.Count; segmentIndex++) { var segmentOffset = ComputeOverlappingProgress(0, segmentIndex, segments.Count, spread); var lengthProgressWithingSegment = 0f; var segment = segments[segmentIndex]; // see https://www.figma.com/file/V5k13NMMIsnAnbWH651clI/Untitled?node-id=205%3A96 var stackedRange = TimeRange.FromStartAndDuration(segment.AccumulatedLength - segment.SegmentLength, segment.SegmentLength) * (1 / totalLength); var anchor = segmentIndex * segment.SegmentLength / (segments.Count - 1); var pGrid = segmentIndex * dist; var packedRange = TimeRange.FromStartAndDuration(pGrid - anchor, segment.SegmentLength) * (1 / maxLength); var range = TimeRange.Lerp(packedRange, stackedRange, spread); if (Math.Abs(randomizeStart) > 0.0001f) { var randomStart = (float)_random.NextDouble() * (1 - range.Duration); range.Start = MathUtils.Lerp(range.Start, randomStart, randomizeStart); } if (Math.Abs(randomizeDuration) > 0.0001f) { var randomDuration = (float)_random.NextDouble() * (1 - range.Start); range.Duration = MathUtils.Lerp(range.Duration, randomDuration, randomizeDuration); } for (var pointIndexInSegment = 0; pointIndexInSegment < segment.PointCount; pointIndexInSegment++) { var pi = segment.PointIndex + pointIndexInSegment; if (pointIndexInSegment > 0) { lengthProgressWithingSegment += Vector3.Distance(sourcePoints.TypedElements[pi - 1].Position, sourcePoints.TypedElements[pi].Position); } var normalizedSegmentPosition = pointIndexInSegment / (segment.PointCount - 1); float w = 0; switch (spreadMode) { case SpreadModes.IgnoreStrokeLengths: var f = lengthProgressWithingSegment / segment.SegmentLength.Clamp(0.001f, 999999f); w = (f - segmentOffset) / (segments.Count + 1); break; case SpreadModes.UseStrokeLength: w = MathUtils.Lerp(range.Start, range.End, normalizedSegmentPosition); break; case SpreadModes.Weird: w = segmentOffset * 0.2f + pointIndexInSegment / segment.PointCount / 2; break; } sourcePoints.TypedElements[pi].W = w; } } StrokeCount.Value = segments.Count; ResultList.Value = sourcePoints; StrokeCount.DirtyFlag.Clear(); ResultList.DirtyFlag.Clear(); }
private void Update(EvaluationContext context) { var worldToClipSpace = Matrix.Multiply(context.WorldToCamera, context.CameraToClipSpace); //Matrix worldToView = context.WorldToCamera * context.CameraProjection; //var worldToClipSpace = context.WorldToCamera //var viewToWorld = Matrix.Invert(worldToClipSpace); var brightness = Brightness.GetValue(context); var color = Color.GetValue(context); var randomizeColor = RandomizeColor.GetValue(context); var size = Size.GetValue(context); var randomizeSize = RandomizeSize.GetValue(context); var stretch = Stretch.GetValue(context); var distanceFromLight = DistanceFromLight.GetValue(context); var spread = Spread.GetValue(context); var randomizeSpread = RandomizeSpread.GetValue(context); var positionFactor = PositionFactor.GetValue(context); var randomizePosition = RandomizePosition.GetValue(context); var mixPointLightColor = MixPointLightColor.GetValue(context); var referencedLightIndex = LightIndex.GetValue(context); var innerFxZone = InnerFxZone.GetValue(context); var edgeFxZone = EdgeFxZone.GetValue(context); var zoneFxScale = FxZoneScale.GetValue(context); var zoneFxBrightness = FxZoneBrightness.GetValue(context); var matteBoxZone = MattBoxZone.GetValue(context); var rand = new Random(RandomSeed.GetValue(context)); var fxZoneMode = (ZoneFxModes)FxZoneMode.GetValue(context); var rotation = Rotation.GetValue(context); var rotationSpread = RotationSpread.GetValue(context); var rotateTowards = (Categories)RotateTowards.GetValue(context); int startLightIndex = 0; int endLightIndex = context.PointLights.Count; _tempList.Clear(); if (brightness > 0.00001f) { if (referencedLightIndex >= 0) { startLightIndex = referencedLightIndex; endLightIndex = referencedLightIndex + 1; } var aspectRatio = (float)context.RequestedResolution.Width / (float)context.RequestedResolution.Height; for (int lightIndex = startLightIndex; lightIndex < endLightIndex; lightIndex++) { var pointLight = context.PointLights.GetPointLight(lightIndex); var lightPosDx = pointLight.Position.ToSharpDxVector4(1); var posInViewDx = SharpDX.Vector4.Transform(lightPosDx, worldToClipSpace); posInViewDx /= posInViewDx.W; // Ignore light sources behind var hideFactor = posInViewDx.Z < 0 ? 0 : 1; posInViewDx /= posInViewDx.W; var lightPosInView2D = new Vector2(posInViewDx.X, posInViewDx.Y); var count = SpriteCount.GetValue(context).Clamp(0, 1000); if (count != _sprites.NumElements) { _sprites = new StructuredList <Sprite>(count); } // Render Planes for (var i = 0; i < count; ++i) { var f = count <= 1 ? 0 : ((float)i / (count - 1) - 0.5f); var positionOnLine = (float)((-distanceFromLight + f * spread * 2 + randomizeSpread * (rand.NextDouble() - 0.5) + 1)); Vector2 objectScreenPos = lightPosInView2D * positionOnLine * positionFactor + (new Vector2(1, 1) - positionFactor) * lightPosInView2D; objectScreenPos += new Vector2((float)(randomizePosition.X * (rand.NextDouble() - 0.5)), (float)(randomizePosition.Y * (rand.NextDouble() - 0.5))); var sizeWithRandom = size * (float)(1.0 + randomizeSize * (rand.NextDouble() - 0.5)) / 0.2f; var colorWithLight = new Vector4((color.X + randomizeColor.X * (float)(rand.NextDouble() - 0.5) * 4) * MathUtils.Lerp(1f, pointLight.Color.X, mixPointLightColor), (color.Y + randomizeColor.Y * (float)(rand.NextDouble() - 0.5) * 4) * MathUtils.Lerp(1f, pointLight.Color.Y, mixPointLightColor), (color.Z + randomizeColor.Z * (float)(rand.NextDouble() - 0.5) * 4) * MathUtils.Lerp(1f, pointLight.Color.Z, mixPointLightColor), color.W * (1 - randomizeColor.W * (float)(rand.NextDouble() * 2))); var spriteColor = Vector4.Clamp(colorWithLight, Vector4.Zero, new Vector4(100, 100, 100, 1)); var triggerPosition = fxZoneMode == ZoneFxModes.Lights ? lightPosInView2D : objectScreenPos; var d = GetDistanceToEdge(triggerPosition); var cInnerZone = MathUtils.SmootherStep(innerFxZone.Y, innerFxZone.X, 1 - d); var cEdgeZone = MathUtils.SmootherStep(edgeFxZone.X, edgeFxZone.Y, 1 - d); var cMatteBox = MathUtils.SmootherStep(matteBoxZone.Y, matteBoxZone.X, 1 - d); var totalTriggerAmount = (cInnerZone + cEdgeZone) * cMatteBox; sizeWithRandom *= (1 + zoneFxScale * totalTriggerAmount).Clamp(0, 100); var brightnessEffect = (zoneFxBrightness * totalTriggerAmount).Clamp(0, 100); spriteColor.X += brightnessEffect; spriteColor.Y += brightnessEffect; spriteColor.Z += brightnessEffect; spriteColor.W = ((spriteColor.W + brightnessEffect)).Clamp(0, 1); spriteColor.W *= cMatteBox * pointLight.Color.W; // This might actually be a good idea. Maybe we should do this later.. // Fade with incoming alpha from FlatShaders and Materials //color.W *= materialAlpha; float spriteRotation = rotation; switch (rotateTowards) { case Categories.Object: break; case Categories.Light: spriteRotation -= (float)(Math.Atan2((objectScreenPos.X - lightPosInView2D.X) * aspectRatio, objectScreenPos.Y - lightPosInView2D.Y) + MathF.PI) * (180 / MathF.PI); break; case Categories.ScreenCenter: spriteRotation -= (float)(Math.Atan2(objectScreenPos.X, objectScreenPos.Y) + MathF.PI) * 180f / MathF.PI; break; default: throw new ArgumentOutOfRangeException(); } // // Transforom UV to pick correct texture cell // if (TextureCellsRows == 0) // TextureCellsRows = 1; // // if (TextureCellsColumns == 0) // TextureCellsColumns = 1; // int row = (int)(Math.Floor(i / TextureCellsColumns) % TextureCellsRows); // int column = (int)(i % TextureCellsRows); // // var translationUV = new Vector3(1 / TextureCellsColumns * column, 1 / TextureCellsRows * row, 0); // var rotationUV = new Quaternion(); // var scaleUV = new Vector3(1 / TextureCellsColumns, 1 / TextureCellsRows, 0); // var pivotUV = new Vector3(0, 0, 0); // // var transformUV = Matrix.Transformation(pivotUV, new Quaternion(), scaleUV, pivotUV, rotationUV, translationUV); // var prevTransformUV = context.TextureMatrix; // context.TextureMatrix = transformUV * prevTransformUV; spriteColor.W *= brightness; _tempList.Add(new Sprite { PosInClipSpace = objectScreenPos, Size = sizeWithRandom * stretch * hideFactor, Color = spriteColor, RotationDeg = spriteRotation + f * rotationSpread * 180, UvMin = Vector2.Zero, UvMax = Vector2.One, }); } } } // Copy to structured array if (_tempList.Count != _sprites.NumElements) { _sprites = new StructuredList <Sprite>(_tempList.Count); } for (var spriteIndex = 0; spriteIndex < _tempList.Count; spriteIndex++) { _sprites.TypedElements[spriteIndex] = _tempList[spriteIndex]; } OutBuffer.Value = _sprites; }