diff options
author | Caolán McNamara <caolanm@redhat.com> | 2017-02-14 14:05:11 +0000 |
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committer | Caolán McNamara <caolanm@redhat.com> | 2017-02-14 16:46:38 +0000 |
commit | a906102e4cdd454453093f2ab0a0ff87b8028dc8 (patch) | |
tree | ad601bb2153f0efaaa45d6968c9daa65224a94bc /scaddins | |
parent | b1f7c093a26cc66425bb234d24256012df0d03fd (diff) |
unwind RID_PRICING_FUNCTION_DESCRIPTIONS local resource
Change-Id: Ib171e111c330241fb93edf1f2f39933eadc4adea
Diffstat (limited to 'scaddins')
-rw-r--r-- | scaddins/source/pricing/pricing.cxx | 5 | ||||
-rw-r--r-- | scaddins/source/pricing/pricing.hrc | 4 | ||||
-rw-r--r-- | scaddins/source/pricing/pricing.hxx | 9 | ||||
-rw-r--r-- | scaddins/source/pricing/pricing.src | 742 |
4 files changed, 371 insertions, 389 deletions
diff --git a/scaddins/source/pricing/pricing.cxx b/scaddins/source/pricing/pricing.cxx index 38c391039d98..89e2d5255911 100644 --- a/scaddins/source/pricing/pricing.cxx +++ b/scaddins/source/pricing/pricing.cxx @@ -215,14 +215,11 @@ OUString ScaPricingAddIn::GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrInd { OUString aRet; - ScaResPublisher aResPubl( ScaResId( RID_PRICING_FUNCTION_DESCRIPTIONS, GetResMgr() ) ); ScaResId aResId( nResId, GetResMgr() ); aResId.SetRT( RSC_RESOURCE ); - if( aResPubl.IsAvailableRes( aResId ) ) - ScaFuncRes aSubRes( aResId, GetResMgr(), nStrIndex, aRet ); + ScaFuncRes aSubRes( aResId, GetResMgr(), nStrIndex, aRet ); - aResPubl.FreeResource(); return aRet; } diff --git a/scaddins/source/pricing/pricing.hrc b/scaddins/source/pricing/pricing.hrc index adcfe7521b4f..89a015fba093 100644 --- a/scaddins/source/pricing/pricing.hrc +++ b/scaddins/source/pricing/pricing.hrc @@ -22,9 +22,7 @@ #define PRICING_RESOURCE_START 1000 -#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START - -#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1) +#define PRICING_FUNCDESC_START PRICING_RESOURCE_START #define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START) #define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1) diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx index fb38115b9b0f..472e5b2a4cfa 100644 --- a/scaddins/source/pricing/pricing.hxx +++ b/scaddins/source/pricing/pricing.hxx @@ -53,15 +53,6 @@ public: ScaResId( sal_uInt16 nResId, ResMgr& rResMgr ); }; -class ScaResPublisher : public Resource -{ -public: - explicit ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {} - - using Resource::IsAvailableRes; - using Resource::FreeResource; -}; - class ScaFuncRes : public Resource { public: diff --git a/scaddins/source/pricing/pricing.src b/scaddins/source/pricing/pricing.src index 8fd4e68d07a2..e1cf77c17184 100644 --- a/scaddins/source/pricing/pricing.src +++ b/scaddins/source/pricing/pricing.src @@ -20,382 +20,378 @@ #include "pricing.hrc" // function and parameter description -Resource RID_PRICING_FUNCTION_DESCRIPTIONS +Resource PRICING_FUNCDESC_OptBarrier { - Resource PRICING_FUNCDESC_OptBarrier - { - String 1 // description - { - Text [ en-US ] = "Pricing of a barrier option"; - }; - - String 2 // name of parameter 1 - { - Text [ en-US ] = "spot"; - }; - String 3 // description of parameter 1 - { - Text [ en-US ] = "Price/value of the underlying asset"; - }; - - String 4 // name of parameter 2 - { - Text [ en-US ] = "vol"; - }; - String 5 // description of parameter 2 - { - Text [ en-US ] = "Annual volatility of the underlying asset"; - }; - - String 6 // name of parameter 3 - { - Text [ en-US ] = "r"; - }; - String 7 // description of parameter 3 - { - Text [ en-US ] = "Interest rate (continuously compounded)"; - }; - - String 8 // name of parameter 4 - { - Text [ en-US ] = "rf"; - }; - String 9 // description of parameter 4 - { - Text [ en-US ] = "Foreign interest rate (continuously compounded)"; - }; - - String 10 // name of parameter 5 - { - Text [ en-US ] = "T"; - }; - String 11 // description of parameter 5 - { - Text [ en-US ] = "Time to maturity of the option in years"; - }; - - String 12 // name of parameter 6 - { - Text [ en-US ] = "strike"; - }; - String 13 // description of parameter 6 - { - Text [ en-US ] = "Strike level of the option"; - }; - - String 14 // name of parameter 7 - { - Text [ en-US ] = "barrier_low"; - }; - String 15 // description of parameter 7 - { - Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; - }; - - String 16 // name of parameter 8 - { - Text [ en-US ] = "barrier_up"; - }; - String 17 // description of parameter 8 - { - Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; - }; - - String 18 // name of parameter 8 - { - Text [ en-US ] = "rebate"; - }; - String 19 // description of parameter 8 - { - Text [ en-US ] = "Amount of money paid at maturity if barrier was hit"; - }; - - String 20 // name of parameter 10 - { - Text [ en-US ] = "put/call"; - }; - String 21 // description of parameter 10 - { - Text [ en-US ] = "String to define if the option is a (p)ut or a (c)all"; - }; - - String 22 // name of parameter 11 - { - Text [ en-US ] = "knock in/out"; - }; - String 23 // description of parameter 11 - { - Text [ en-US ] = "String to define if the option is of type knock-(i)n or knock-(o)ut"; - }; - - String 24 // name of parameter 12 - { - Text [ en-US ] = "barrier_type"; - }; - String 25 // description of parameter 12 - { - Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; - }; - - String 26 // name of parameter 13 - { - Text [ en-US ] = "greek"; - }; - String 27 // description of parameter 13 - { - Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; - }; - }; - - Resource PRICING_FUNCDESC_OptTouch - { - String 1 // description - { - Text [ en-US ] = "Pricing of a touch/no-touch option"; - }; - - String 2 // name of parameter 1 - { - Text [ en-US ] = "spot"; - }; - String 3 // description of parameter 1 - { - Text [ en-US ] = "Price/value of the underlying asset"; - }; - - String 4 // name of parameter 2 - { - Text [ en-US ] = "vol"; - }; - String 5 // description of parameter 2 - { - Text [ en-US ] = "Annual volatility of the underlying asset"; - }; - - String 6 // name of parameter 3 - { - Text [ en-US ] = "r"; - }; - String 7 // description of parameter 3 - { - Text [ en-US ] = "Interest rate (continuously compounded)"; - }; - - String 8 // name of parameter 4 - { - Text [ en-US ] = "rf"; - }; - String 9 // description of parameter 4 - { - Text [ en-US ] = "Foreign interest rate (continuously compounded)"; - }; - - String 10 // name of parameter 5 - { - Text [ en-US ] = "T"; - }; - String 11 // description of parameter 5 - { - Text [ en-US ] = "Time to maturity of the option in years"; - }; - - String 12 // name of parameter 6 - { - Text [ en-US ] = "barrier_low"; - }; - String 13 // description of parameter 6 - { - Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; - }; - - String 14 // name of parameter 7 - { - Text [ en-US ] = "barrier_up"; - }; - String 15 // description of parameter 7 - { - Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; - }; - - String 16 // name of parameter 8 - { - Text [ en-US ] = "foreign/domestic"; - }; - String 17 // description of parameter 8 - { - Text [ en-US ] = "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)"; - }; - - String 18 // name of parameter 9 - { - Text [ en-US ] = "knock in/out"; - }; - String 19 // description of parameter 9 - { - Text [ en-US ] = "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)"; - }; - - String 20 // name of parameter 10 - { - Text [ en-US ] = "barrier_type"; - }; - String 21 // description of parameter 10 - { - Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; - }; - - String 22 // name of parameter 11 - { - Text [ en-US ] = "greek"; - }; - String 23 // description of parameter 11 - { - Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; - }; - }; - - Resource PRICING_FUNCDESC_OptProbHit - { - String 1 // description - { - Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW"; - }; - - String 2 // name of parameter 1 - { - Text [ en-US ] = "spot"; - }; - String 3 // description of parameter 1 - { - Text [ en-US ] = "Price/value S of the underlying asset"; - }; - - String 4 // name of parameter 2 - { - Text [ en-US ] = "vol"; - }; - String 5 // description of parameter 2 - { - Text [ en-US ] = "Annual volatility of the underlying asset"; - }; - - String 6 // name of parameter 3 - { - Text [ en-US ] = "drift"; - }; - String 7 // description of parameter 3 - { - Text [ en-US ] = "Parameter mu in dS/S = mu dt + vol dW"; - }; - - String 8 // name of parameter 4 - { - Text [ en-US ] = "T"; - }; - String 9 // description of parameter 4 - { - Text [ en-US ] = "Time to maturity"; - }; - - String 10 // name of parameter 5 - { - Text [ en-US ] = "barrier_low"; - }; - String 11 // description of parameter 5 - { - Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; - }; - - String 12 // name of parameter 6 - { - Text [ en-US ] = "barrier_up"; - }; - String 13 // description of parameter 6 - { - Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; - }; - }; - - Resource PRICING_FUNCDESC_OptProbInMoney - { - String 1 // description - { - Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)"; - }; - - String 2 // name of parameter 1 - { - Text [ en-US ] = "spot"; - }; - String 3 // description of parameter 1 - { - Text [ en-US ] = "Price/value of the asset"; - }; - - String 4 // name of parameter 2 - { - Text [ en-US ] = "vol"; - }; - String 5 // description of parameter 2 - { - Text [ en-US ] = "Annual volatility of the asset"; - }; - - String 6 // name of parameter 3 - { - Text [ en-US ] = "drift"; - }; - String 7 // description of parameter 3 - { - Text [ en-US ] = "Parameter mu from dS/S = mu dt + vol dW"; - }; - - String 8 // name of parameter 4 - { - Text [ en-US ] = "T"; - }; - String 9 // description of parameter 4 - { - Text [ en-US ] = "Time to maturity in years"; - }; - - String 10 // name of parameter 5 - { - Text [ en-US ] = "barrier_low"; - }; - String 11 // description of parameter 5 - { - Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; - }; - - String 12 // name of parameter 6 - { - Text [ en-US ] = "barrier_up"; - }; - String 13 // description of parameter 6 - { - Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; - }; - - String 14 // name of parameter 7 - { - Text [ en-US ] = "put/call"; - }; - String 15 // description of parameter 7 - { - Text [ en-US ] = "Optional (p)ut/(c)all indicator"; - }; - - String 16 // name of parameter 8 - { - Text [ en-US ] = "strike"; - }; - String 17 // description of parameter 8 - { - Text [ en-US ] = "Optional strike level"; - }; + String 1 // description + { + Text [ en-US ] = "Pricing of a barrier option"; + }; + + String 2 // name of parameter 1 + { + Text [ en-US ] = "spot"; + }; + String 3 // description of parameter 1 + { + Text [ en-US ] = "Price/value of the underlying asset"; + }; + + String 4 // name of parameter 2 + { + Text [ en-US ] = "vol"; + }; + String 5 // description of parameter 2 + { + Text [ en-US ] = "Annual volatility of the underlying asset"; + }; + + String 6 // name of parameter 3 + { + Text [ en-US ] = "r"; + }; + String 7 // description of parameter 3 + { + Text [ en-US ] = "Interest rate (continuously compounded)"; + }; + + String 8 // name of parameter 4 + { + Text [ en-US ] = "rf"; + }; + String 9 // description of parameter 4 + { + Text [ en-US ] = "Foreign interest rate (continuously compounded)"; + }; + + String 10 // name of parameter 5 + { + Text [ en-US ] = "T"; + }; + String 11 // description of parameter 5 + { + Text [ en-US ] = "Time to maturity of the option in years"; }; + String 12 // name of parameter 6 + { + Text [ en-US ] = "strike"; + }; + String 13 // description of parameter 6 + { + Text [ en-US ] = "Strike level of the option"; + }; + + String 14 // name of parameter 7 + { + Text [ en-US ] = "barrier_low"; + }; + String 15 // description of parameter 7 + { + Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; + }; + + String 16 // name of parameter 8 + { + Text [ en-US ] = "barrier_up"; + }; + String 17 // description of parameter 8 + { + Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; + }; + + String 18 // name of parameter 8 + { + Text [ en-US ] = "rebate"; + }; + String 19 // description of parameter 8 + { + Text [ en-US ] = "Amount of money paid at maturity if barrier was hit"; + }; + + String 20 // name of parameter 10 + { + Text [ en-US ] = "put/call"; + }; + String 21 // description of parameter 10 + { + Text [ en-US ] = "String to define if the option is a (p)ut or a (c)all"; + }; + + String 22 // name of parameter 11 + { + Text [ en-US ] = "knock in/out"; + }; + String 23 // description of parameter 11 + { + Text [ en-US ] = "String to define if the option is of type knock-(i)n or knock-(o)ut"; + }; + + String 24 // name of parameter 12 + { + Text [ en-US ] = "barrier_type"; + }; + String 25 // description of parameter 12 + { + Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; + }; + + String 26 // name of parameter 13 + { + Text [ en-US ] = "greek"; + }; + String 27 // description of parameter 13 + { + Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; + }; +}; + +Resource PRICING_FUNCDESC_OptTouch +{ + String 1 // description + { + Text [ en-US ] = "Pricing of a touch/no-touch option"; + }; + + String 2 // name of parameter 1 + { + Text [ en-US ] = "spot"; + }; + String 3 // description of parameter 1 + { + Text [ en-US ] = "Price/value of the underlying asset"; + }; + + String 4 // name of parameter 2 + { + Text [ en-US ] = "vol"; + }; + String 5 // description of parameter 2 + { + Text [ en-US ] = "Annual volatility of the underlying asset"; + }; + + String 6 // name of parameter 3 + { + Text [ en-US ] = "r"; + }; + String 7 // description of parameter 3 + { + Text [ en-US ] = "Interest rate (continuously compounded)"; + }; + + String 8 // name of parameter 4 + { + Text [ en-US ] = "rf"; + }; + String 9 // description of parameter 4 + { + Text [ en-US ] = "Foreign interest rate (continuously compounded)"; + }; + + String 10 // name of parameter 5 + { + Text [ en-US ] = "T"; + }; + String 11 // description of parameter 5 + { + Text [ en-US ] = "Time to maturity of the option in years"; + }; + + String 12 // name of parameter 6 + { + Text [ en-US ] = "barrier_low"; + }; + String 13 // description of parameter 6 + { + Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; + }; + + String 14 // name of parameter 7 + { + Text [ en-US ] = "barrier_up"; + }; + String 15 // description of parameter 7 + { + Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; + }; + + String 16 // name of parameter 8 + { + Text [ en-US ] = "foreign/domestic"; + }; + String 17 // description of parameter 8 + { + Text [ en-US ] = "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)"; + }; + + String 18 // name of parameter 9 + { + Text [ en-US ] = "knock in/out"; + }; + String 19 // description of parameter 9 + { + Text [ en-US ] = "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)"; + }; + + String 20 // name of parameter 10 + { + Text [ en-US ] = "barrier_type"; + }; + String 21 // description of parameter 10 + { + Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; + }; + + String 22 // name of parameter 11 + { + Text [ en-US ] = "greek"; + }; + String 23 // description of parameter 11 + { + Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; + }; +}; + +Resource PRICING_FUNCDESC_OptProbHit +{ + String 1 // description + { + Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW"; + }; + + String 2 // name of parameter 1 + { + Text [ en-US ] = "spot"; + }; + String 3 // description of parameter 1 + { + Text [ en-US ] = "Price/value S of the underlying asset"; + }; + + String 4 // name of parameter 2 + { + Text [ en-US ] = "vol"; + }; + String 5 // description of parameter 2 + { + Text [ en-US ] = "Annual volatility of the underlying asset"; + }; + + String 6 // name of parameter 3 + { + Text [ en-US ] = "drift"; + }; + String 7 // description of parameter 3 + { + Text [ en-US ] = "Parameter mu in dS/S = mu dt + vol dW"; + }; + + String 8 // name of parameter 4 + { + Text [ en-US ] = "T"; + }; + String 9 // description of parameter 4 + { + Text [ en-US ] = "Time to maturity"; + }; + + String 10 // name of parameter 5 + { + Text [ en-US ] = "barrier_low"; + }; + String 11 // description of parameter 5 + { + Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; + }; + + String 12 // name of parameter 6 + { + Text [ en-US ] = "barrier_up"; + }; + String 13 // description of parameter 6 + { + Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; + }; +}; + +Resource PRICING_FUNCDESC_OptProbInMoney +{ + String 1 // description + { + Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)"; + }; + + String 2 // name of parameter 1 + { + Text [ en-US ] = "spot"; + }; + String 3 // description of parameter 1 + { + Text [ en-US ] = "Price/value of the asset"; + }; + + String 4 // name of parameter 2 + { + Text [ en-US ] = "vol"; + }; + String 5 // description of parameter 2 + { + Text [ en-US ] = "Annual volatility of the asset"; + }; + + String 6 // name of parameter 3 + { + Text [ en-US ] = "drift"; + }; + String 7 // description of parameter 3 + { + Text [ en-US ] = "Parameter mu from dS/S = mu dt + vol dW"; + }; + + String 8 // name of parameter 4 + { + Text [ en-US ] = "T"; + }; + String 9 // description of parameter 4 + { + Text [ en-US ] = "Time to maturity in years"; + }; + + String 10 // name of parameter 5 + { + Text [ en-US ] = "barrier_low"; + }; + String 11 // description of parameter 5 + { + Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)"; + }; + + String 12 // name of parameter 6 + { + Text [ en-US ] = "barrier_up"; + }; + String 13 // description of parameter 6 + { + Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)"; + }; + + String 14 // name of parameter 7 + { + Text [ en-US ] = "put/call"; + }; + String 15 // description of parameter 7 + { + Text [ en-US ] = "Optional (p)ut/(c)all indicator"; + }; + + String 16 // name of parameter 8 + { + Text [ en-US ] = "strike"; + }; + String 17 // description of parameter 8 + { + Text [ en-US ] = "Optional strike level"; + }; }; // function names as accessible from cells |