blob: 99916216aee1e7b441b2f39fc19ab87d61ebb448 [file] [log] [blame]
/* { dg-do compile { target { powerpc*-*-* && ilp32 } } } */
/* { dg-options "-O2 -mpowerpc64" } */
/*
* (below is inlined and simplified from previously included headers)
*/
struct fltcom_st {
short fltbuf[950];
} fltcom_ __attribute__((common)) ;
#define CM_PLIBOR (*(((double *)&fltcom_ + 1)))
#define CM_QMRG (*(((double *)&fltcom_ + 2)))
struct fltcom2_st {
short fltbuf2[56];
} fltcom2_ __attribute__((common)) ;
#define CM_FLPRV ((short *)&fltcom2_ + 17)
#define CM_FLNXT ((short *)&fltcom2_ + 20)
#define CM_FLCPN (*(((double *)&fltcom2_)))
#define CM_FLCNT (*(((short *)&fltcom2_ + 12)))
struct aidatcm_st {
double cm_aid, cm_ext, cm_basis;
short cm_aiday, cm_exday, cm_dperd, cm_aiexf, cm_aidex, cm_aiok,
cm_aigdo, cm_aildo, cm_prev[3], cm_next[3], cm_aid_pad[2];
double cm_rvgfact, cm_ai1st, cm_ai2nd;
int cm_aieurok;
} aidatcm_ __attribute__((common)) ;
#define CM_EXDAY aidatcm_.cm_exday
#define CM_BASIS aidatcm_.cm_basis
#define CM_PREV aidatcm_.cm_prev
struct cshfcm_st {
short bufff[10862];
} cshfcm_ __attribute__((common)) ;
#define CM_FNUM (*(((short *)&cshfcm_ + 9038)))
#define CM_FIFLX ((double *)&cshfcm_ + 1)
#define CM_FEXTX ((double *)&cshfcm_ + 1201)
#define CM_FSHDT ((short *)&cshfcm_ + 7230)
struct calctsdb_st {
short calctsdbbuff[115];
} calctsdb_ __attribute__((common)) ;
#define CM_CTUP_GOOD_TO_GO (*(((short *)&calctsdb_ + 16)))
#define CM_PAYMENT_FREQUENCY (*(((short *)&calctsdb_ + 61)))
#define CM_DISCOUNTING_DAYTYP (*(((short *)&calctsdb_ + 59)))
struct cf600cm_st {
short bufcf[14404];
} cf600cm_ __attribute__((common)) ;
#define CM_FLT_RFIXRATES ((double *)&cf600cm_ + 600)
typedef struct { int id; int type; const char *name; } bregdb_bitinfo_t;
int
bregdb_eval_bbitcxt_bool_rv(const bregdb_bitinfo_t * const bbit,
const int bbit_default,
const void * const bregucxt);
static const bregdb_bitinfo_t bbit_calc_dr_d33 =
{ 160667, 5, "bbit_calc_dr_d33" };
#define bbit_calc_dr_d33__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d33, 0, 0)
static const bregdb_bitinfo_t bbit_calc_sx_b24 =
{ 158854, 5, "bbit_calc_sx_b24" };
#define bbit_calc_sx_b24__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_sx_b24, 0, 0)
static const bregdb_bitinfo_t bbit_calc_dr_d36 =
{ 161244, 5, "bbit_calc_dr_d36" };
#define bbit_calc_dr_d36__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d36, 0, 0)
static const bregdb_bitinfo_t bbit_calc_dr_d37 =
{ 161315, 5, "bbit_calc_dr_d37" };
#define bbit_calc_dr_d37__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d37, 0, 0)
static const bregdb_bitinfo_t bbit_calc_dr_d47 =
{ 163259, 5, "bbit_calc_dr_d47" };
#define bbit_calc_dr_d47__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d47, 0, 0)
static const bregdb_bitinfo_t bbit_calc_dr_d46 =
{ 163239, 5, "bbit_calc_dr_d46" };
#define bbit_calc_dr_d46__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d46, 0, 0)
static const bregdb_bitinfo_t bbit_calc_dr_d62 =
{ 166603, 5, "bbit_calc_dr_d62" };
#define bbit_calc_dr_d62__value() \
bregdb_eval_bbitcxt_bool_rv(&bbit_calc_dr_d62, 0, 0)
int dtyp_is_actact_(short *daytyp);
double rnd_trunc_numb(double in, short num_digits, short rnd_or_trunc);
void datetrn_(const short* dt, short* dt2);
short difday_(short* daytyp_in, short* srtdti, short* enddti, short* ercode);
double pow(double x, double y);
/*
* (above is inlined and simplified from previously included headers)
*/
void calc_1566(
short sCalcType,
short sDayType,
short sFreq,
short asSettleDt[3],
short asMtyDt[3],
short asIssueDt[3],
short asFCpnDt[3],
double dCpn,
short *psNoPer,
double *pdExt,
double *pdAI,
double *pdAI2,
double *pdFCpn,
short *psRcode)
{
short ercode = 0;
int isactact;
short days_to_next_cpn = 0;
const short discDaytype = CM_DISCOUNTING_DAYTYP;
int j;
if(bbit_calc_sx_b24__value())
isactact = (dtyp_is_actact_(&sDayType) != 0);
else
isactact = (sDayType == 1 || sDayType == 10);
short days_in_current_period = difday_(&sDayType,CM_FLPRV,CM_FLNXT,&ercode);
const short sfreq1 = (CM_CTUP_GOOD_TO_GO == 1 && CM_PAYMENT_FREQUENCY == 1);
for (j = 0; j < CM_FNUM; j++) {
if(j == 0) {
days_to_next_cpn = difday_(&sDayType,asSettleDt,CM_FLNXT,&ercode);
if(isactact) {
CM_FIFLX[j] = CM_FLCPN / sFreq;
CM_FEXTX[j] = (double)days_to_next_cpn / (double)days_in_current_period;
}
else {
CM_FIFLX[j] = CM_FLCPN * days_in_current_period;
CM_FEXTX[j] = (double)days_to_next_cpn / (double)(1/sfreq1);
}
if(CM_FNUM == 1) {
CM_FEXTX[j] = (double)days_to_next_cpn / ((double)1/sfreq1);
}
}
else {
short days_from_settle, days_in_period;
if(bbit_calc_dr_d46__value()){
days_from_settle = difday_(&sDayType,asSettleDt,
&CM_FSHDT[j*3],&ercode);
days_in_period = difday_(&sDayType,&CM_FSHDT[(j-1)*3],
&CM_FSHDT[j*3],&ercode);
}
double cpn_rate = CM_PLIBOR;
if(bbit_calc_dr_d62__value()) {
if(j < CM_FLCNT && CM_FLT_RFIXRATES[j] != 0) cpn_rate = CM_FLT_RFIXRATES[j];
}
else {
if(j < CM_FLCNT ) cpn_rate = CM_FLT_RFIXRATES[j];
}
if(bbit_calc_dr_d37__value()&& j >= CM_FLCNT && sCalcType == 1570) {
cpn_rate = CM_PLIBOR + CM_QMRG;
if(bbit_calc_dr_d36__value()){
double projected_rate = pow((1 + CM_PLIBOR/100.0),
(days_in_period)) - 1;
projected_rate = projected_rate + CM_QMRG/100.0 * days_in_period;
cpn_rate = 100 * projected_rate * (1/days_in_period);
}
}
if(isactact) {
CM_FIFLX[j] = cpn_rate / sFreq;
CM_FEXTX[j] = CM_FEXTX[j-1] + 1;
if(bbit_calc_dr_d46__value() && discDaytype != 0) {
CM_FEXTX[j] = (double)days_from_settle / (double)(1/sfreq1);
}
}
else {
if(!bbit_calc_dr_d46__value()){
days_from_settle = difday_(&sDayType,asSettleDt,
&CM_FSHDT[j*3],&ercode);
days_in_period = difday_(&sDayType,&CM_FSHDT[(j-1)*3],
&CM_FSHDT[j*3],&ercode);
}
CM_FIFLX[j] = cpn_rate * days_in_period;
CM_FEXTX[j] = (double)days_from_settle / (double)(1/sfreq1);
}
}
if(bbit_calc_dr_d33__value() && CM_CTUP_GOOD_TO_GO != 0) {
CM_FIFLX[j] = rnd_trunc_numb (CM_FIFLX[j], 0, 0);
}
}
short accrued_days = difday_(&sDayType,CM_FLPRV,asSettleDt,&ercode);
if(!bbit_calc_dr_d47__value()) {
if(isactact) {
*pdAI = (CM_FLCPN / sFreq)* accrued_days / ((double)days_in_current_period);
}
else{
*pdAI = (CM_FLCPN / sFreq)* accrued_days / ((double)1/sFreq);
}
}
CM_EXDAY = days_to_next_cpn;
CM_BASIS = days_in_current_period;
datetrn_(CM_FLPRV,CM_PREV);
}