diff options
Diffstat (limited to 'scaddins/source/pricing/pricing.cxx')
| -rw-r--r-- | scaddins/source/pricing/pricing.cxx | 20 |
1 files changed, 10 insertions, 10 deletions
diff --git a/scaddins/source/pricing/pricing.cxx b/scaddins/source/pricing/pricing.cxx index ba4cb31a9e4d..cf657874f8db 100644 --- a/scaddins/source/pricing/pricing.cxx +++ b/scaddins/source/pricing/pricing.cxx @@ -110,10 +110,10 @@ ScaResId::ScaResId( sal_uInt16 nId, ResMgr& rResMgr ) : const ScaFuncDataBase pFuncDataArr[] = { - FUNCDATA( Opt_barrier, 13, ScaCat_Finance, UNIQUE, STDPAR), - FUNCDATA( Opt_touch, 11, ScaCat_Finance, UNIQUE, STDPAR), - FUNCDATA( Opt_prob_hit, 6, ScaCat_Finance, UNIQUE, STDPAR), - FUNCDATA( Opt_prob_inmoney, 8, ScaCat_Finance, UNIQUE, STDPAR) + FUNCDATA( OptBarrier, 13, ScaCat_Finance, UNIQUE, STDPAR), + FUNCDATA( OptTouch, 11, ScaCat_Finance, UNIQUE, STDPAR), + FUNCDATA( OptProbHit, 6, ScaCat_Finance, UNIQUE, STDPAR), + FUNCDATA( OptProbInMoney, 8, ScaCat_Finance, UNIQUE, STDPAR) }; #undef FUNCDATA @@ -645,7 +645,7 @@ bool getinput_greek(bs::types::Greeks& greek, const ANY& anyval) { // OPT_BARRIER(...) -double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol, +double SAL_CALL ScaPricingAddIn::getOptBarrier( double spot, double vol, double r, double rf, double T, double strike, double barrier_low, double barrier_up, double rebate, const STRING& put_call, const STRING& in_out, @@ -671,7 +671,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol, } // OPT_TOUCH(...) -double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol, +double SAL_CALL ScaPricingAddIn::getOptTouch( double spot, double vol, double r, double rf, double T, double barrier_low, double barrier_up, const STRING& for_dom, const STRING& in_out, @@ -697,7 +697,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol, } // OPT_PRB_HIT(...) -double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol, +double SAL_CALL ScaPricingAddIn::getOptProbHit( double spot, double vol, double mu, double T, double barrier_low, double barrier_up ) THROWDEF_RTE_IAE { @@ -711,13 +711,13 @@ double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol, RETURN_FINITE( fRet ); } -// OPT_PRB_INMONEY(...) -double SAL_CALL ScaPricingAddIn::getOpt_prob_inmoney( double spot, double vol, +// OPT_PROB_INMONEY(...) +double SAL_CALL ScaPricingAddIn::getOptProbInMoney( double spot, double vol, double mu, double T, double barrier_low, double barrier_up, const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE { - bs::types::PutCall pc; + bs::types::PutCall pc=bs::types::Call; double K; // read and check input values |