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#define __2D_WORK_GROUP
#define __2D_GRID
#include <opencl.h>


//__axiom(get_global_size(0) == 256);
//__axiom(get_global_size(1) == 512);

__axiom(get_local_size(0) == 256);
__axiom(get_local_size(1) == 1);

__axiom(get_num_groups(0) == 1);
__axiom(get_num_groups(1) == 512);


/*
 * For a description of the algorithm and the terms used, please see the
 * documentation for this sample.
 *
 * One invocation of calPriceVega kernel, i.e one work thread caluculates the
 * price value and path derivative from given initial price, strike price, 
 * interest rate and maturity 
 */
 
 typedef struct _MonteCalroAttrib
 {
     float4 strikePrice;
     float4 c1;
     float4 c2;
     float4 c3;
     float4 initPrice;
     float4 sigma;
     float4 timeStep;
 }MonteCarloAttrib;
 


/**
 * @brief Left shift
 * @param input input to be shifted
 * @param shift shifting count
 * @param output result after shifting input
 */
__attribute__((always_inline))
void 
lshift128(uint4 input, uint shift, uint4* output)
{
    unsigned int invshift = 32u - shift;

    uint4 temp;
    temp.x = input.x << shift;
    temp.y = (input.y << shift) | (input.x >> invshift);
    temp.z = (input.z << shift) | (input.y >> invshift);
    temp.w = (input.w << shift) | (input.z >> invshift);
    
    *output = temp;
}

/**
 * @brief Right shift
 * @param input input to be shifted
 * @param shift shifting count
 * @param output result after shifting input
 */
__attribute__((always_inline))
void
rshift128(uint4 input, uint shift, uint4* output)
{
    unsigned int invshift = 32u - shift;

    uint4 temp;

    temp.w = input.w >> shift;
    temp.z = (input.z >> shift) | (input.w << invshift);
    temp.y = (input.y >> shift) | (input.z << invshift);
    temp.x = (input.x >> shift) | (input.y << invshift);

    *output = temp;
}

/**
 * @brief Generates gaussian random numbers by using 
 *        Mersenenne Twister algo and box muller transformation
 * @param seedArray  seed
 * @param gaussianRand1 gaussian random number generatred
 * @param gaussianRand2 gaussian random number generarted 
 * @param nextRand  generated seed for next usage
 */
__attribute__((always_inline))
void generateRand(uint4 seed,
                  float4 *gaussianRand1,
                  float4 *gaussianRand2,
                  uint4 *nextRand)
{

    uint mulFactor = 4;
    uint4 temp[8];
    
    uint4 state1 = seed;
    uint4 state2 = (uint4)(0); 
    uint4 state3 = (uint4)(0); 
    uint4 state4 = (uint4)(0); 
    uint4 state5 = (uint4)(0);
    
    uint stateMask = 1812433253u;
    uint thirty = 30u;
    uint4 mask4 = (uint4)(stateMask);
    uint4 thirty4 = (uint4)(thirty); 
    uint4 one4 = (uint4)(1u);
    uint4 two4 = (uint4)(2u);
    uint4 three4 = (uint4)(3u);
    uint4 four4 = (uint4)(4u);

    uint4 r1 = (uint4)(0);
    uint4 r2 = (uint4)(0);

    uint4 a = (uint4)(0);
    uint4 b = (uint4)(0); 

    uint4 e = (uint4)(0); 
    uint4 f = (uint4)(0); 
    
    unsigned int thirteen  = 13u;
    unsigned int fifteen = 15u;
    unsigned int shift = 8u * 3u;

    unsigned int mask11 = 0xfdff37ffu;
    unsigned int mask12 = 0xef7f3f7du;
    unsigned int mask13 = 0xff777b7du;
    unsigned int mask14 = 0x7ff7fb2fu;
    
    
    const float one = 1.0f;
    const float intMax = 4294967296.0f;
    const float PI = 3.14159265358979f;
    const float two = 2.0f;

    float4 r; 
    float4 phi;

    float4 temp1;
    float4 temp2;
    
    //Initializing states.
    state2 = mask4 * (state1 ^ (state1 >> thirty4)) + one4;
    state3 = mask4 * (state2 ^ (state2 >> thirty4)) + two4;
    state4 = mask4 * (state3 ^ (state3 >> thirty4)) + three4;
    state5 = mask4 * (state4 ^ (state4 >> thirty4)) + four4;
    
    uint i = 0;
    for(i = 0; i < mulFactor; ++i)
    {
#ifdef PERFECT_FRONTEND
        switch(i)
        {
            case 0:
                r1 = state4;
                r2 = state5;
                a = state1;
                b = state3;
                break;
            case 1:
                r1 = r2;
                r2 = temp[0];
                a = state2;
                b = state4;
                break;
            case 2:
                r1 = r2;
                r2 = temp[1];
                a = state3;
                b = state5;
                break;
            case 3:
                r1 = r2;
                r2 = temp[2];
                a = state4;
                b = state1;
                break;
            default:
                break;            
                
        }
#else
            if(i == 0)
			{
                r1 = state4;
                r2 = state5;
                a = state1;
                b = state3;
            }
            else if(i == 1)
			{
                r1 = r2;
                r2 = temp[0];
                a = state2;
                b = state4;
            }
            else if(i == 2)
			{
                r1 = r2;
                r2 = temp[1];
                a = state3;
                b = state5;
            }
            else if(i == 3)
			{
                r1 = r2;
                r2 = temp[2];
                a = state4;
                b = state1;
            }
#endif
        
        lshift128(a, shift, &e);
        rshift128(r1, shift, &f);

        temp[i].x = a.x ^ e.x ^ ((b.x >> thirteen) & mask11) ^ f.x ^ (r2.x << fifteen);
        temp[i].y = a.y ^ e.y ^ ((b.y >> thirteen) & mask12) ^ f.y ^ (r2.y << fifteen);
        temp[i].z = a.z ^ e.z ^ ((b.z >> thirteen) & mask13) ^ f.z ^ (r2.z << fifteen);
        temp[i].w = a.w ^ e.w ^ ((b.w >> thirteen) & mask14) ^ f.w ^ (r2.w << fifteen);
    }        

    temp1 = convert_float4(temp[0]) * one / intMax;
    temp2 = convert_float4(temp[1]) * one / intMax;
        
    // Applying Box Mullar Transformations.
    r = sqrt((-two) * log(temp1));
    phi  = two * PI * temp2;
    *gaussianRand1 = r * cos(phi);
    *gaussianRand2 = r * sin(phi);
    *nextRand = temp[2];

}

/**
 * @brief   calculates the  price and vega for all trajectories
 */
__attribute__((always_inline))
void 
calOutputs(float4 strikePrice,
                float4 meanDeriv1,
                float4  meanDeriv2, 
                float4 meanPrice1,
                float4 meanPrice2,
                float4 *pathDeriv1,
                float4 *pathDeriv2, 
                float4 *priceVec1,
                float4 *priceVec2)
{
    float4 temp1 = (float4)0.0f;
    float4 temp2 = (float4)0.0f;
    float4 temp3 = (float4)0.0f;
    float4 temp4 = (float4)0.0f;
    
    float4 tempDiff1 = meanPrice1 - strikePrice;
    float4 tempDiff2 = meanPrice2 - strikePrice;
    if(tempDiff1.x > 0.0f)
    {
        temp1.x = 1.0f;
        temp3.x = tempDiff1.x;
    }
    if(tempDiff1.y > 0.0f)
    {
        temp1.y = 1.0f;
        temp3.y = tempDiff1.y ;
    }
    if(tempDiff1.z > 0.0f)
    {
        temp1.z = 1.0f;
        temp3.z = tempDiff1.z;
    }
    if(tempDiff1.w > 0.0f)
    {
        temp1.w = 1.0f;
        temp3.w = tempDiff1.w;
    }

    if(tempDiff2.x > 0.0f)
    {
        temp2.x = 1.0f;
        temp4.x = tempDiff2.x;
    }
    if(tempDiff2.y > 0.0f)
    {
        temp2.y = 1.0f;
        temp4.y = tempDiff2.y;
    }
    if(tempDiff2.z > 0.0f)
    {
        temp2.z = 1.0f;
        temp4.z = tempDiff2.z;
    }
    if(tempDiff2.w > 0.0f)
    {
        temp2.w = 1.0f;
        temp4.w = tempDiff2.w;
    }
    
    *pathDeriv1 = meanDeriv1 * temp1; 
    *pathDeriv2 = meanDeriv2 * temp2; 
    *priceVec1 = temp3; 
    *priceVec2 = temp4;	
}

/**
 * @brief   Calculates the  price and vega for all trajectories for given random numbers
 * @param   attrib  structure of inputs for simulation
 * @param   width   width of random array
 * @param   priceSamples    array of calculated price samples
 * @param   pathDeriv   array calculated path derivatives 
 */
__kernel 
void
calPriceVega(
#ifdef PERFECT_FRONTEND
            MonteCarloAttrib attrib,
#endif
            int noOfSum,
            int width,
            __global uint4 *randArray,
            __global float4 *priceSamples,
            __global float4 *pathDeriv)
{
        
#ifdef PERFECT_FRONTEND
        float4 strikePrice = attrib.strikePrice;
        float4 c1 = attrib.c1;
        float4 c2 = attrib.c2;
        float4 c3 = attrib.c3;
        float4 initPrice = attrib.initPrice;
        float4 sigma = attrib.sigma;
        float4 timeStep = attrib.timeStep;
#else
        float4 strikePrice;
        float4 c1;
        float4 c2;
        float4 c3;
        float4 initPrice;
        float4 sigma;
        float4 timeStep;
#endif
        
        size_t xPos = get_global_id(0);
        size_t yPos = get_global_id(1);
        
        float4 temp = (float4)0.0f;
        
        float4 price1 = (float4)0.0f;
        float4 price2 = (float4)0.0f;
        float4 pathDeriv1 = (float4)0.0f;
        float4 pathDeriv2 = (float4)0.0f;
        
        float4 trajPrice1 = initPrice;
        float4 trajPrice2 = initPrice;
        
        float4 sumPrice1 = initPrice;
        float4 sumPrice2 = initPrice;
        
        float4 meanPrice1 = temp;
        float4 meanPrice2 = temp;
        
        float4 sumDeriv1 = temp;
        float4 sumDeriv2 = temp;
        
        float4 meanDeriv1 = temp;
        float4 meanDeriv2 = temp;
        
        float4 finalRandf1 = temp;
        float4 finalRandf2 = temp;
        
        uint4 nextRand = randArray[yPos * width + xPos];
        
        //Run the Monte Carlo simulation a total of Num_Sum - 1 times
        for(int i = 1; i < noOfSum; i++)
        {
            uint4 tempRand = nextRand;
            generateRand(tempRand, &finalRandf1, &finalRandf2, &nextRand);
            
            //Calculate the trajectory price and sum price for all trajectories
            trajPrice1 = trajPrice1 * exp(c1 + c2 * finalRandf1);
            trajPrice2 = trajPrice2 * exp(c1 + c2 * finalRandf2);
            
            sumPrice1 = sumPrice1 + trajPrice1;
            sumPrice2 = sumPrice2 + trajPrice2;
#ifdef KERNEL_BUG
            temp = c3 * timeStep * i;
#else
            temp = c3 * timeStep * (float)i;
#endif
            
            // Calculate the derivative price for all trajectories
            sumDeriv1 = sumDeriv1 + trajPrice1 
                        * ((log(trajPrice1 / initPrice) - temp) / sigma);
                        
            sumDeriv2 = sumDeriv2 + trajPrice2 
                        * ((log(trajPrice2 / initPrice) - temp) / sigma);
                        
        }
    
        //Calculate the average price and “average derivative” of each simulated path
#ifdef KERNEL_BUG
        meanPrice1 = sumPrice1 / noOfSum;
        meanPrice2 = sumPrice2 / noOfSum;
        meanDeriv1 = sumDeriv1 / noOfSum;
        meanDeriv2 = sumDeriv2 / noOfSum;
#else
        meanPrice1 = sumPrice1 / (float)noOfSum;
        meanPrice2 = sumPrice2 / (float)noOfSum;
        meanDeriv1 = sumDeriv1 / (float)noOfSum;
        meanDeriv2 = sumDeriv2 / (float)noOfSum;
#endif
        
        calOutputs(strikePrice, meanDeriv1, meanDeriv2, meanPrice1,
                    meanPrice2, &pathDeriv1, &pathDeriv2, &price1, &price2);

        priceSamples[(yPos * width + xPos) * 2] = price1;
        priceSamples[(yPos * width + xPos) * 2 + 1] = price2;
        pathDeriv[(yPos * width + xPos) * 2] = pathDeriv1; 
        pathDeriv[(yPos * width + xPos) * 2 + 1] = pathDeriv2;
        
}

