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/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it under the
terms of the QuantLib license. You should have received a copy of the
license along with this program; if not, please email ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file expressiontemplates.hpp
\brief expression template implementation
\fullpath
ql/%expressiontemplates.hpp
*/
// $Id: expressiontemplates.hpp,v 1.5 2002/01/16 14:43:47 nando Exp $
#ifndef quantlib_expression_templates_h
#define quantlib_expression_templates_h
#include <ql/qldefines.hpp>
/* The concepts implemented here are from
T. L. Veldhuizen, "Expression templates", C++ Report, 7(5):26-31, June 1995
http://extreme.indiana.edu/~tveldhui/papers/
*/
namespace QuantLib {
// iterator on generic vectorial expression
template <class Iter>
class VectorialExpression {
public:
VectorialExpression(const Iter& i, int size) : i(i), n(size) {}
double operator*() const { return *i; }
const VectorialExpression& operator++() const { ++i; return *this; }
// pre-increment operator not defined - inefficient
int size() const { return n; }
private:
mutable Iter i;
int n;
};
// dummy iterator on scalar
class Scalar {
public:
Scalar(double x) : x(x) {}
double operator*() const { return x; }
const Scalar& operator++() const { return *this; }
// pre-increment operator not defined - inefficient
private:
double x;
};
// iterator on unary vectorial expression
template <class Iter1, class Operation>
class UnaryVectorialExpression {
public:
UnaryVectorialExpression(const Iter1& i, int size) : i(i), n(size) {}
double operator*() const { return Operation::apply(*i); }
const UnaryVectorialExpression& operator++() const { ++i; return *this; }
// pre-increment operator not defined - inefficient
int size() const { return n; }
private:
mutable Iter1 i;
int n;
};
// iterator on binary vectorial expression
template <class Iter1, class Iter2, class Operation>
class BinaryVectorialExpression {
public:
BinaryVectorialExpression(const Iter1& i, const Iter2& j, int size)
: i(i), j(j), n(size) {}
double operator*() const { return Operation::apply(*i,*j); }
const BinaryVectorialExpression& operator++() const {
++i; ++j; return *this; }
// pre-increment operator not defined - inefficient
int size() const { return n; }
private:
mutable Iter1 i;
mutable Iter2 j;
int n;
};
// unary operations
class Plus {
public:
static inline double apply(double a) { return +a; }
};
class Minus {
public:
static inline double apply(double a) { return -a; }
};
// binary operations
class Add {
public:
static inline double apply(double a, double b) { return a+b; }
};
class Subtract {
public:
static inline double apply(double a, double b) { return a-b; }
};
class Multiply {
public:
static inline double apply(double a, double b) { return a*b; }
};
class Divide {
public:
static inline double apply(double a, double b) { return a/b; }
};
// functions
class AbsoluteValue {
public:
static inline double apply(double a) { return QL_FABS(a); }
};
class SquareRoot {
public:
static inline double apply(double a) { return QL_SQRT(a); }
};
class Sine {
public:
static inline double apply(double a) { return QL_SIN(a); }
};
class Cosine {
public:
static inline double apply(double a) { return QL_COS(a); }
};
class Logarithm {
public:
static inline double apply(double a) { return QL_LOG(a); }
};
class Exponential {
public:
static inline double apply(double a) { return QL_EXP(a); }
};
}
#endif
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