//
// simu1.cc Asset Allocation Simulation
//
#include <math.h>
#include <stdlib.h>
#include <iostream.h>
#include "simu1.h"
#define unifrand() ((double) rand()/((double) RAND_MAX))

aa::aa(double ttm,int nper,double r,double mean,double stddev) {
  restart(ttm,nper,r,mean,stddev);}

int aa::restart(double ttm,int nper,double r,double mean,double stddev) {
  npers = nper;
  tinc = ttm/(double) nper;
  r1per = 1.0 + r*tinc;
  mean1per = 1.0 + mean*tinc;
  std1persqrt12 = sqrt((double) 12)*stddev*sqrt(tinc);
//  cout << " " << npers << " " << tinc << " " << r1per << " "
//    << mean1per << " " << std1persqrt12 << endl;
  return(0);}

termvals aa::fixprops(double inrisky,double initstock,double initcash) {
  int i;
  termvals x;
  stockpos = initstock;
  cash = initcash;
  stockP = 100.0;
//  cout << npers << endl;
  for(i=0;i<npers;i++) {
    wealth = stockpos + cash;
    stockpos = inrisky * wealth;
    cash = wealth - stockpos;
    stockret = stocktotret();
//cout << stockret << " " << tinc << " " << mean1per << " " << std1persqrt12 <<
//" " << unifrand() <<endl;
    stockP *= stockret;
    stockpos *= stockret;
    cash *= r1per;
//    cout << stockret << " " << stockP << " " << stockpos << " " << cash << endl;
    }
  x.termstock = stockP;
  x.termwealth = stockpos + cash;
  return(x);}

double aa::stocktotret() {
  return(mean1per + std1persqrt12 * (unifrand()-0.5));}