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-rw-r--r--scaddins/source/pricing/pricing.cxx5
-rw-r--r--scaddins/source/pricing/pricing.hrc4
-rw-r--r--scaddins/source/pricing/pricing.hxx9
-rw-r--r--scaddins/source/pricing/pricing.src742
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
generated by cgit (git 2.34.1) at 2024-12-26 01:42:30 +0000