-
Notifications
You must be signed in to change notification settings - Fork 7
Expand file tree
/
Copy pathmarketmodelevolvers.hpp
More file actions
244 lines (168 loc) · 4.24 KB
/
marketmodelevolvers.hpp
File metadata and controls
244 lines (168 loc) · 4.24 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#ifndef marketmodelevolvers_h
#define marketmodelevolvers_h
#include <nan.h>
#include <string>
#include <queue>
#include <utility>
#include "../quantlibnode.hpp"
#include <oh/objecthandler.hpp>
using namespace node;
using namespace v8;
using namespace std;
class ForwardRatePcWorker : public Nan::AsyncWorker {
public:
string mObjectID;
string mMarketModel;
string mBrownianGeneratorFactory;
std::vector<long> mNumeraires;
string mReturnValue;
string mError;
ForwardRatePcWorker(
Nan::Callback *callback
,string ObjectID
,string MarketModel
,string BrownianGeneratorFactory
,std::vector<long> Numeraires
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mMarketModel(MarketModel)
,mBrownianGeneratorFactory(BrownianGeneratorFactory)
,mNumeraires(Numeraires)
{
};
//~ForwardRatePcWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class ForwardRateIpcWorker : public Nan::AsyncWorker {
public:
string mObjectID;
string mMarketModel;
string mBrownianGeneratorFactory;
std::vector<long> mNumeraires;
string mReturnValue;
string mError;
ForwardRateIpcWorker(
Nan::Callback *callback
,string ObjectID
,string MarketModel
,string BrownianGeneratorFactory
,std::vector<long> Numeraires
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mMarketModel(MarketModel)
,mBrownianGeneratorFactory(BrownianGeneratorFactory)
,mNumeraires(Numeraires)
{
};
//~ForwardRateIpcWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class ForwardRateNormalPcWorker : public Nan::AsyncWorker {
public:
string mObjectID;
string mMarketModel;
string mBrownianGeneratorFactory;
std::vector<long> mNumeraires;
string mReturnValue;
string mError;
ForwardRateNormalPcWorker(
Nan::Callback *callback
,string ObjectID
,string MarketModel
,string BrownianGeneratorFactory
,std::vector<long> Numeraires
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mMarketModel(MarketModel)
,mBrownianGeneratorFactory(BrownianGeneratorFactory)
,mNumeraires(Numeraires)
{
};
//~ForwardRateNormalPcWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class MarketModelEvolverStartNewPathWorker : public Nan::AsyncWorker {
public:
string mObjectID;
double mReturnValue;
string mError;
MarketModelEvolverStartNewPathWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~MarketModelEvolverStartNewPathWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class MarketModelEvolverAdvanceStepWorker : public Nan::AsyncWorker {
public:
string mObjectID;
double mReturnValue;
string mError;
MarketModelEvolverAdvanceStepWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~MarketModelEvolverAdvanceStepWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class MarketModelEvolverCurrentStepWorker : public Nan::AsyncWorker {
public:
string mObjectID;
long mReturnValue;
string mError;
MarketModelEvolverCurrentStepWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~MarketModelEvolverCurrentStepWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class MarketModelEvolverNumerairesWorker : public Nan::AsyncWorker {
public:
string mObjectID;
std::vector<long> mReturnValue;
string mError;
MarketModelEvolverNumerairesWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~MarketModelEvolverNumerairesWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
#endif