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166 lines (126 loc) · 2.29 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#ifndef randomsequencegenerator_h
#define randomsequencegenerator_h
#include <nan.h>
#include <string>
#include <queue>
#include <utility>
#include "../quantlibxl.hpp"
#include <oh/objecthandler.hpp>
using namespace node;
using namespace v8;
using namespace std;
class MersenneTwisterRsgWorker {
public:
string mObjectID;
long mDimension;
long mSeed;
string mReturnValue;
string mError;
MersenneTwisterRsgWorker(
string ObjectID
, long Dimension
, long Seed
)
{
mObjectID = ObjectID;
mDimension = Dimension;
mSeed = Seed;
};
void Execute();
};
class FaureRsgWorker {
public:
string mObjectID;
long mDimension;
string mReturnValue;
string mError;
FaureRsgWorker(
string ObjectID
, long Dimension
)
{
mObjectID = ObjectID;
mDimension = Dimension;
};
void Execute();
};
class HaltonRsgWorker {
public:
string mObjectID;
long mDimension;
long mSeed;
string mReturnValue;
string mError;
HaltonRsgWorker(
string ObjectID
, long Dimension
, long Seed
)
{
mObjectID = ObjectID;
mDimension = Dimension;
mSeed = Seed;
};
void Execute();
};
class SobolRsgWorker {
public:
string mObjectID;
long mDimension;
long mSeed;
string mReturnValue;
string mError;
SobolRsgWorker(
string ObjectID
, long Dimension
, long Seed
)
{
mObjectID = ObjectID;
mDimension = Dimension;
mSeed = Seed;
};
void Execute();
};
class VariatesWorker {
public:
string mObjectID;
long mSamples;
std::vector< std::vector<double> > mReturnValue;
string mError;
VariatesWorker(
string ObjectID
, long Samples
)
{
mObjectID = ObjectID;
mSamples = Samples;
};
void Execute();
};
class RandWorker {
public:
double mReturnValue;
string mError;
RandWorker(
)
{
};
void Execute();
};
class RandomizeWorker {
public:
long mSeed;
string mError;
RandomizeWorker(
long Seed
)
{
mSeed = Seed;
};
void Execute();
};
#endif