arrays.cpp

C++ design pattern in finance. Must know for QF engineers

//
//
//                           Arrays.cpp
//
//

#include <Arrays.h>
#include<algorithm>
#include<numeric>

MJArray::MJArray(unsigned long size)
: Size(size), Capacity(size)
{
	if (Size >0)
	{
		ValuesPtr = new double[size];
		EndPtr = ValuesPtr;
		EndPtr += size;
	}
	else
	{
		ValuesPtr=0;
		EndPtr=0;
	}

}


MJArray::MJArray(const MJArray& original)
:
	Size(original.Size), Capacity(original.Size)
{
	if (Size > 0)
	{
		ValuesPtr = new double[Size];
		
		EndPtr = ValuesPtr;
	
		EndPtr += Size;

		std::copy(original.ValuesPtr, original.EndPtr, ValuesPtr);

	}
	else
	{
	
		ValuesPtr = EndPtr =0;
	}

}


MJArray::~MJArray()
{
	if (ValuesPtr >0)
		delete [] ValuesPtr;
}


MJArray& MJArray::operator=(const MJArray& original)
{
	if (&original == this)
		return *this;


	if (original.Size > Capacity)
	{
		if (Capacity > 0)
			delete [] ValuesPtr;

		ValuesPtr = new double[original.Size];

		Capacity = original.Size;

	}

	Size=original.Size;

	EndPtr = ValuesPtr;
	EndPtr += Size;
	
	std::copy(original.ValuesPtr, original.EndPtr, ValuesPtr);


	return *this;
}

void MJArray::resize(unsigned long newSize)
{
	if (newSize > Capacity)
	{
		if (Capacity > 0)
			delete [] ValuesPtr;

		ValuesPtr = new double[newSize];

		Capacity = newSize;

	}


	Size = newSize;

    EndPtr = ValuesPtr + Size;

}



MJArray& MJArray::operator+=(const MJArray& operand)
{

	
#ifdef RANGE_CHECKING
	if ( Size != operand.size())
	{
		throw("to apply += two arrays must be of same size");
	}
#endif 

	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]+=operand[i];

	return *this;
}


MJArray& MJArray::operator-=(const MJArray& operand)
{
		
#ifdef RANGE_CHECKING
	if ( Size != operand.size())
	{
		throw("to apply -= two arrays must be of same size");
	}
#endif 

	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]-=operand[i];

	
	return *this;
}


MJArray& MJArray::operator/=(const MJArray& operand)
{
	
#ifdef RANGE_CHECKING
	if ( Size != operand.size())
	{
		throw("to apply /= two arrays must be of same size");
	}
#endif


	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]/=operand[i];

	return *this;
}


MJArray& MJArray::operator*=(const MJArray& operand)
{
	
#ifdef RANGE_CHECKING
	if ( Size != operand.size())
	{
		throw("to apply *= two arrays must be of same size");
	}
#endif


	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]*=operand[i];

	return *this;
}


/////////////////////////////

MJArray& MJArray::operator+=(const double& operand)
{

	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]+=operand;

	return *this;
}


MJArray& MJArray::operator-=(const double& operand)
{
	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]-=operand;

	
	return *this;
}


MJArray& MJArray::operator/=(const double& operand)
{
	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]/=operand;

	return *this;
}


MJArray& MJArray::operator*=(const double& operand)
{
	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]*=operand;

	return *this;
}


MJArray& MJArray::operator=(const double& val)
{
	for (unsigned long i =0; i < Size; i++)
		ValuesPtr[i]=val;

	return *this;
}

double MJArray::sum() const
{
	return std::accumulate(ValuesPtr,EndPtr,0.0);

}


double MJArray::min() const
{
	
#ifdef RANGE_CHECKING
	if ( Size==0)
	{
		throw("cannot take min of empty array");
	}
#endif RANGE_CHECKING

	double* tmp = ValuesPtr;
	double* endTmp = EndPtr;

	return *std::min_element(tmp,endTmp);

}


double MJArray::max() const
{
	
#ifdef RANGE_CHECKING
	if ( Size==0)
	{
		throw("cannot take max of empty array");
	}
#endif RANGE_CHECKING
	double* tmp = ValuesPtr;
	double* endTmp = EndPtr;

	return *std::max_element(tmp,endTmp);
}

MJArray MJArray::apply(double f(double)) const
{
	MJArray result(size());

	std::transform(ValuesPtr,EndPtr,result.ValuesPtr,f);

	return result;

}

/*
 *
 * Copyright (c) 2002
 * Mark Joshi
 *
 * Permission to use, copy, modify, distribute and sell this
 * software for any purpose is hereby
 * granted without fee, provided that the above copyright notice
 * appear in all copies and that both that copyright notice and
 * this permission notice appear in supporting documentation.
 * Mark Joshi makes no representations about the
 * suitability of this software for any purpose. It is provided
 * "as is" without express or implied warranty.
*/