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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,207 +1,192 @@ | ||
| pub mod c_interface { | ||
| pub mod noises { | ||
| #[no_mangle] | ||
| pub extern "C" fn gn(n: usize, t: f64) -> *mut f64 { | ||
| let gn = crate::noises::gn::gn(n, Some(t)); | ||
| let gn = gn.into_boxed_slice(); | ||
| let gn = Box::into_raw(gn); | ||
| gn as *mut f64 | ||
| } | ||
| pub mod noises { | ||
| #[no_mangle] | ||
| pub extern "C" fn gn(n: usize, t: f64) -> *mut f64 { | ||
| let gn = crate::noises::gn::gn(n, Some(t)); | ||
| let gn = gn.into_boxed_slice(); | ||
| let gn = Box::into_raw(gn); | ||
| gn as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fgn_fft(hurst: f64, n: usize, t: f64) -> *mut f64 { | ||
| let fgn = crate::noises::fgn_fft::fgn(hurst, n, Some(t)); | ||
| let fgn = fgn.into_boxed_slice(); | ||
| let fgn = Box::into_raw(fgn); | ||
| fgn as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fgn_fft(hurst: f64, n: usize, t: f64) -> *mut f64 { | ||
| let fgn = crate::noises::fgn_fft::fgn(hurst, n, Some(t)); | ||
| let fgn = fgn.into_boxed_slice(); | ||
| let fgn = Box::into_raw(fgn); | ||
| fgn as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fgn_cholesky(hurst: f64, n: usize, t: f64) -> *mut f64 { | ||
| let fgn = crate::noises::fgn_cholesky::fgn(hurst, n, Some(t)); | ||
| let fgn = fgn.into_boxed_slice(); | ||
| let fgn = Box::into_raw(fgn); | ||
| fgn as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fgn_cholesky(hurst: f64, n: usize, t: f64) -> *mut f64 { | ||
| let fgn = crate::noises::fgn_cholesky::fgn(hurst, n, Some(t)); | ||
| let fgn = fgn.into_boxed_slice(); | ||
| let fgn = Box::into_raw(fgn); | ||
| fgn as *mut f64 | ||
| } | ||
| } | ||
|
|
||
| pub mod processes { | ||
| use crate::utils::NoiseGenerationMethod; | ||
| pub mod processes { | ||
| use crate::utils::NoiseGenerationMethod; | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn bm(n: isize, t: f64) -> *mut f64 { | ||
| let bm = crate::processes::bm::bm(n as usize, Some(t)); | ||
| let bm = bm.into_boxed_slice(); | ||
| let bm = Box::into_raw(bm); | ||
| bm as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn bm(n: isize, t: f64) -> *mut f64 { | ||
| let bm = crate::processes::bm::bm(n as usize, Some(t)); | ||
| let bm = bm.into_boxed_slice(); | ||
| let bm = Box::into_raw(bm); | ||
| bm as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fbm( | ||
| hurst: f64, | ||
| n: usize, | ||
| t: f64, | ||
| method: NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fbm = crate::processes::fbm::fbm(hurst, n, Some(t), Some(method)); | ||
| let fbm = fbm.into_boxed_slice(); | ||
| let fbm = Box::into_raw(fbm); | ||
| fbm as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fbm(hurst: f64, n: usize, t: f64, method: NoiseGenerationMethod) -> *mut f64 { | ||
| let fbm = crate::processes::fbm::fbm(hurst, n, Some(t), Some(method)); | ||
| let fbm = fbm.into_boxed_slice(); | ||
| let fbm = Box::into_raw(fbm); | ||
| fbm as *mut f64 | ||
| } | ||
| } | ||
|
|
||
| pub mod diffusions { | ||
| #[no_mangle] | ||
| pub extern "C" fn ou( | ||
| n: isize, | ||
| mu: f64, | ||
| sigma: f64, | ||
| theta: f64, | ||
| x0: f64, | ||
| t: f64, | ||
| ) -> *mut f64 { | ||
| let ou = crate::diffusions::ou::ou(mu, sigma, theta, n as usize, Some(x0), Some(t)); | ||
| let ou = ou.into_boxed_slice(); | ||
| let ou = Box::into_raw(ou); | ||
| ou as *mut f64 | ||
| } | ||
| pub mod diffusions { | ||
| #[no_mangle] | ||
| pub extern "C" fn ou(n: isize, mu: f64, sigma: f64, theta: f64, x0: f64, t: f64) -> *mut f64 { | ||
| let ou = crate::diffusions::ou::ou(mu, sigma, theta, n as usize, Some(x0), Some(t)); | ||
| let ou = ou.into_boxed_slice(); | ||
| let ou = Box::into_raw(ou); | ||
| ou as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fou( | ||
| hurst: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| theta: f64, | ||
| n: isize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fou = crate::diffusions::ou::fou( | ||
| hurst, | ||
| mu, | ||
| sigma, | ||
| theta, | ||
| n as usize, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| ); | ||
| let fou = fou.into_boxed_slice(); | ||
| let fou = Box::into_raw(fou); | ||
| fou as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fou( | ||
| hurst: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| theta: f64, | ||
| n: isize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fou = crate::diffusions::ou::fou( | ||
| hurst, | ||
| mu, | ||
| sigma, | ||
| theta, | ||
| n as usize, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| ); | ||
| let fou = fou.into_boxed_slice(); | ||
| let fou = Box::into_raw(fou); | ||
| fou as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn cir( | ||
| theta: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| use_sym: bool, | ||
| ) -> *mut f64 { | ||
| let cir = | ||
| crate::diffusions::cir::cir(theta, mu, sigma, n, Some(x0), Some(t), Some(use_sym)); | ||
| let cir = cir.into_boxed_slice(); | ||
| let cir = Box::into_raw(cir); | ||
| cir as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn cir( | ||
| theta: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| use_sym: bool, | ||
| ) -> *mut f64 { | ||
| let cir = crate::diffusions::cir::cir(theta, mu, sigma, n, Some(x0), Some(t), Some(use_sym)); | ||
| let cir = cir.into_boxed_slice(); | ||
| let cir = Box::into_raw(cir); | ||
| cir as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fcir( | ||
| hurst: f64, | ||
| theta: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| use_sym: bool, | ||
| ) -> *mut f64 { | ||
| let fcir = crate::diffusions::cir::fcir( | ||
| hurst, | ||
| theta, | ||
| mu, | ||
| sigma, | ||
| n, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| Some(use_sym), | ||
| ); | ||
| let fcir = fcir.into_boxed_slice(); | ||
| let fcir = Box::into_raw(fcir); | ||
| fcir as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fcir( | ||
| hurst: f64, | ||
| theta: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| use_sym: bool, | ||
| ) -> *mut f64 { | ||
| let fcir = crate::diffusions::cir::fcir( | ||
| hurst, | ||
| theta, | ||
| mu, | ||
| sigma, | ||
| n, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| Some(use_sym), | ||
| ); | ||
| let fcir = fcir.into_boxed_slice(); | ||
| let fcir = Box::into_raw(fcir); | ||
| fcir as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn gbm(mu: f64, sigma: f64, n: usize, x0: f64, t: f64) -> *mut f64 { | ||
| let gbm = crate::diffusions::gbm::gbm(mu, sigma, n, Some(x0), Some(t)); | ||
| let gbm = gbm.into_boxed_slice(); | ||
| let gbm = Box::into_raw(gbm); | ||
| gbm as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn gbm(mu: f64, sigma: f64, n: usize, x0: f64, t: f64) -> *mut f64 { | ||
| let gbm = crate::diffusions::gbm::gbm(mu, sigma, n, Some(x0), Some(t)); | ||
| let gbm = gbm.into_boxed_slice(); | ||
| let gbm = Box::into_raw(gbm); | ||
| gbm as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fgbm( | ||
| hurst: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| x0: f64, | ||
| n: usize, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fgbm = | ||
| crate::diffusions::gbm::fgbm(hurst, mu, sigma, n, Some(x0), Some(t), Some(method)); | ||
| let fgbm = fgbm.into_boxed_slice(); | ||
| let fgbm = Box::into_raw(fgbm); | ||
| fgbm as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fgbm( | ||
| hurst: f64, | ||
| mu: f64, | ||
| sigma: f64, | ||
| x0: f64, | ||
| n: usize, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fgbm = crate::diffusions::gbm::fgbm(hurst, mu, sigma, n, Some(x0), Some(t), Some(method)); | ||
| let fgbm = fgbm.into_boxed_slice(); | ||
| let fgbm = Box::into_raw(fgbm); | ||
| fgbm as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn jacobi( | ||
| alpha: f64, | ||
| beta: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| ) -> *mut f64 { | ||
| let jacobi = | ||
| crate::diffusions::jacobi::jacobi(alpha, beta, sigma, n, Some(x0), Some(t)); | ||
| let jacobi = jacobi.into_boxed_slice(); | ||
| let jacobi = Box::into_raw(jacobi); | ||
| jacobi as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn jacobi( | ||
| alpha: f64, | ||
| beta: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| ) -> *mut f64 { | ||
| let jacobi = crate::diffusions::jacobi::jacobi(alpha, beta, sigma, n, Some(x0), Some(t)); | ||
| let jacobi = jacobi.into_boxed_slice(); | ||
| let jacobi = Box::into_raw(jacobi); | ||
| jacobi as *mut f64 | ||
| } | ||
|
|
||
| #[no_mangle] | ||
| pub extern "C" fn fjacobi( | ||
| hurst: f64, | ||
| alpha: f64, | ||
| beta: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fjacobi = crate::diffusions::jacobi::fjacobi( | ||
| hurst, | ||
| alpha, | ||
| beta, | ||
| sigma, | ||
| n, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| ); | ||
| let fjacobi = fjacobi.into_boxed_slice(); | ||
| let fjacobi = Box::into_raw(fjacobi); | ||
| fjacobi as *mut f64 | ||
| } | ||
| #[no_mangle] | ||
| pub extern "C" fn fjacobi( | ||
| hurst: f64, | ||
| alpha: f64, | ||
| beta: f64, | ||
| sigma: f64, | ||
| n: usize, | ||
| x0: f64, | ||
| t: f64, | ||
| method: crate::utils::NoiseGenerationMethod, | ||
| ) -> *mut f64 { | ||
| let fjacobi = crate::diffusions::jacobi::fjacobi( | ||
| hurst, | ||
| alpha, | ||
| beta, | ||
| sigma, | ||
| n, | ||
| Some(x0), | ||
| Some(t), | ||
| Some(method), | ||
| ); | ||
| let fjacobi = fjacobi.into_boxed_slice(); | ||
| let fjacobi = Box::into_raw(fjacobi); | ||
| fjacobi as *mut f64 | ||
| } | ||
| } | ||
| } |
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