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Diffstat (limited to 'scaddins/source/pricing/pricing.hxx')
| -rw-r--r-- | scaddins/source/pricing/pricing.hxx | 418 |
1 files changed, 418 insertions, 0 deletions
diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx new file mode 100644 index 000000000000..66d2d26618b0 --- /dev/null +++ b/scaddins/source/pricing/pricing.hxx @@ -0,0 +1,418 @@ +/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ +/* + * This file is part of the LibreOffice project. + * + * This Source Code Form is subject to the terms of the Mozilla Public + * License, v. 2.0. If a copy of the MPL was not distributed with this + * file, You can obtain one at http://mozilla.org/MPL/2.0/. + * + * This file incorporates work covered by the following license notice: + * + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed + * with this work for additional information regarding copyright + * ownership. The ASF licenses this file to you under the Apache + * License, Version 2.0 (the "License"); you may not use this file + * except in compliance with the License. You may obtain a copy of + * the License at http://www.apache.org/licenses/LICENSE-2.0 . + */ + +//------------------------------------------------------------------ +// +// option pricing functions add in +// +// most parts of this files are technical UNO details which are +// all copied from ../datefunc/datefunc.hxx +// to avoid having to rename all classes to do with UNO +// technicalities we use our own namespace +// +//------------------------------------------------------------------ + +#ifndef _SCA_PRICING_HXX +#define _SCA_PRICING_HXX + + +#include <string.h> +#include <com/sun/star/lang/XServiceName.hpp> +#include <com/sun/star/lang/XServiceInfo.hpp> +#include <com/sun/star/sheet/XAddIn.hpp> +#include <com/sun/star/sheet/XCompatibilityNames.hpp> +#include <com/sun/star/sheet/addin/XPricingFunctions.hpp> +#include <cppuhelper/implbase5.hxx> // helper for implementations +#include <tools/resid.hxx> +#include <tools/rc.hxx> +#include <tools/resary.hxx> + +#define ANY ::com::sun::star::uno::Any +#define STRING ::rtl::OUString +#define THROWDEF_RTE_IAE throw(::com::sun::star::uno::RuntimeException,::com::sun::star::lang::IllegalArgumentException) +#define THROW_IAE throw ::com::sun::star::lang::IllegalArgumentException() +#define RETURN_FINITE(d) if( ::rtl::math::isFinite( d ) ) return d; else THROW_IAE + + + +//------------------------------------------------------------------ + +namespace sca { +namespace pricing { + +class ScaList +{ +private: + static const sal_uInt32 nStartSize; + static const sal_uInt32 nIncrSize; + + void** pData; // pointer array + sal_uInt32 nSize; // array size + sal_uInt32 nCount; // next index to be inserted at + sal_uInt32 nCurr; // current pos for iterations + + void _Grow(); + inline void Grow(); + +public: + ScaList(); + virtual ~ScaList(); + + inline sal_uInt32 Count() const { return nCount; } + + inline const void* GetObject( sal_uInt32 nIndex ) const + { return (nIndex < nCount) ? pData[ nIndex ] : NULL; } + + inline void* First() { return nCount ? pData[ nCurr = 0 ] : NULL; } + inline void* Next() { return (nCurr + 1 < nCount) ? pData[ ++nCurr ] : NULL; } + + inline void Append( void* pNew ); +}; + + +inline void ScaList::Grow() +{ + if( nCount >= nSize ) + _Grow(); +} + +inline void ScaList::Append( void* pNew ) +{ + Grow(); + pData[ nCount++ ] = pNew; +} + + +//------------------------------------------------------------------ + +class ScaStringList : protected ScaList +{ +public: + inline ScaStringList() : ScaList() {}; + virtual ~ScaStringList(); + + using ScaList::Count; + + inline const ::rtl::OUString* Get( sal_uInt32 nIndex ) const; + + inline ::rtl::OUString* First(); + inline ::rtl::OUString* Next(); + + using ScaList::Append; + inline void Append( ::rtl::OUString* pNew ); + inline void Append( const ::rtl::OUString& rNew ); +}; + + +inline const ::rtl::OUString* ScaStringList::Get( sal_uInt32 nIndex ) const +{ + return static_cast< const ::rtl::OUString* >( ScaList::GetObject( nIndex ) ); +} + +inline ::rtl::OUString* ScaStringList::First() +{ + return static_cast< ::rtl::OUString* >( ScaList::First() ); +} + +inline ::rtl::OUString* ScaStringList::Next() +{ + return static_cast< ::rtl::OUString* >( ScaList::Next() ); +} + +inline void ScaStringList::Append( ::rtl::OUString* pNew ) +{ + ScaList::Append( pNew ); +} + +inline void ScaStringList::Append( const ::rtl::OUString& rNew ) +{ + ScaList::Append( new ::rtl::OUString( rNew ) ); +} + + +//------------------------------------------------------------------ + +class ScaResId : public ResId +{ +public: + ScaResId( sal_uInt16 nResId, ResMgr& rResMgr ); +}; + + +//------------------------------------------------------------------ + +class ScaResStringLoader : public Resource +{ +private: + String aStr; + +public: + inline ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr ); + + inline const String& GetString() const { return aStr; } + +}; + + +inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr ) : + Resource( ScaResId( nResId, rResMgr ) ), + aStr( ScaResId( nStrId, rResMgr ) ) +{ + FreeResource(); +} + + +//------------------------------------------------------------------ + +class ScaResStringArrLoader : public Resource +{ +private: + ResStringArray aStrArray; + +public: + inline ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ); + + inline const ResStringArray& GetStringArray() const { return aStrArray; } +}; + + + +inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ) : + Resource( ScaResId( nResId, rResMgr ) ), + aStrArray( ScaResId( nArrayId, rResMgr ) ) +{ + FreeResource(); +} + + +//------------------------------------------------------------------ + +class ScaResPublisher : public Resource +{ +public: + inline ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {} + + inline sal_Bool IsAvailableRes( const ResId& rResId ) const + { return Resource::IsAvailableRes( rResId ); } + inline void FreeResource() + { Resource::FreeResource(); } +}; + + +//------------------------------------------------------------------ + +class ScaFuncRes : public Resource +{ +public: + ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, ::rtl::OUString& rRet ); +}; + + +//------------------------------------------------------------------ + +enum ScaCategory +{ + ScaCat_AddIn, + ScaCat_DateTime, + ScaCat_Text, + ScaCat_Finance, + ScaCat_Inf, + ScaCat_Math, + ScaCat_Tech +}; + +struct ScaFuncDataBase +{ + const sal_Char* pIntName; // internal name (get***) + sal_uInt16 nUINameID; // resource ID to UI name + sal_uInt16 nDescrID; // resource ID to description, parameter names and ~ description + sal_uInt16 nCompListID; // resource ID to list of valid names + sal_uInt16 nParamCount; // number of named / described parameters + ScaCategory eCat; // function category + sal_Bool bDouble; // name already exist in Calc + sal_Bool bWithOpt; // first parameter is internal +}; + +class ScaFuncData +{ +private: + ::rtl::OUString aIntName; // internal name (get***) + sal_uInt16 nUINameID; // resource ID to UI name + sal_uInt16 nDescrID; // leads also to parameter descriptions! + sal_uInt16 nCompListID; // resource ID to list of valid names + sal_uInt16 nParamCount; // num of parameters + ScaStringList aCompList; // list of all valid names + ScaCategory eCat; // function category + sal_Bool bDouble; // name already exist in Calc + sal_Bool bWithOpt; // first parameter is internal + +public: + ScaFuncData( const ScaFuncDataBase& rBaseData, ResMgr& rRscMgr ); + virtual ~ScaFuncData(); + + inline sal_uInt16 GetUINameID() const { return nUINameID; } + inline sal_uInt16 GetDescrID() const { return nDescrID; } + inline ScaCategory GetCategory() const { return eCat; } + inline sal_Bool IsDouble() const { return bDouble; } + inline sal_Bool HasIntParam() const { return bWithOpt; } + + sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const; + inline sal_Bool Is( const ::rtl::OUString& rCompare ) const + { return aIntName == rCompare; } + + inline const ScaStringList& GetCompNameList() const { return aCompList; } +}; + + +//------------------------------------------------------------------ + +class ScaFuncDataList : private ScaList +{ + ::rtl::OUString aLastName; + sal_uInt32 nLast; + +public: + ScaFuncDataList( ResMgr& rResMgr ); + virtual ~ScaFuncDataList(); + + using ScaList::Count; + + inline const ScaFuncData* Get( sal_uInt32 nIndex ) const; + const ScaFuncData* Get( const ::rtl::OUString& rProgrammaticName ) const; + inline ScaFuncData* First(); + inline ScaFuncData* Next(); + + using ScaList::Append; + inline void Append( ScaFuncData* pNew ) { ScaList::Append( pNew ); } +}; + + +inline const ScaFuncData* ScaFuncDataList::Get( sal_uInt32 nIndex ) const +{ + return static_cast< const ScaFuncData* >( ScaList::GetObject( nIndex ) ); +} + +inline ScaFuncData* ScaFuncDataList::First() +{ + return static_cast< ScaFuncData* >( ScaList::First() ); +} + +inline ScaFuncData* ScaFuncDataList::Next() +{ + return static_cast< ScaFuncData* >( ScaList::Next() ); +} + +} // namespace pricing +} // namespace sca + + + +//------------------------------------------------------------------ +//------------------------------------------------------------------ + +::com::sun::star::uno::Reference< ::com::sun::star::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance( + const ::com::sun::star::uno::Reference< ::com::sun::star::lang::XMultiServiceFactory >& ); + + +// AddIn class for pricing functions + +class ScaPricingAddIn : public ::cppu::WeakImplHelper5< + ::com::sun::star::sheet::XAddIn, + ::com::sun::star::sheet::XCompatibilityNames, + ::com::sun::star::sheet::addin::XPricingFunctions, + ::com::sun::star::lang::XServiceName, + ::com::sun::star::lang::XServiceInfo > +{ +private: + ::com::sun::star::lang::Locale aFuncLoc; + ::com::sun::star::lang::Locale* pDefLocales; + ResMgr* pResMgr; + sca::pricing::ScaFuncDataList* pFuncDataList; + + + void InitDefLocales(); + const ::com::sun::star::lang::Locale& GetLocale( sal_uInt32 nIndex ); + ResMgr& GetResMgr() throw( ::com::sun::star::uno::RuntimeException ); + void InitData(); + + ::rtl::OUString GetDisplFuncStr( sal_uInt16 nResId ) throw( ::com::sun::star::uno::RuntimeException ); + ::rtl::OUString GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ) throw( ::com::sun::star::uno::RuntimeException ); + +public: + ScaPricingAddIn(); + virtual ~ScaPricingAddIn(); + + static ::rtl::OUString getImplementationName_Static(); + static ::com::sun::star::uno::Sequence< ::rtl::OUString > getSupportedServiceNames_Static(); + + // XAddIn + virtual ::rtl::OUString SAL_CALL getProgrammaticFuntionName( const ::rtl::OUString& aDisplayName ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getDisplayFunctionName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getFunctionDescription( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getDisplayArgumentName( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getArgumentDescription( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getProgrammaticCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::rtl::OUString SAL_CALL getDisplayCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException ); + + // XCompatibilityNames + virtual ::com::sun::star::uno::Sequence< ::com::sun::star::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException ); + + // XLocalizable + virtual void SAL_CALL setLocale( const ::com::sun::star::lang::Locale& eLocale ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::com::sun::star::lang::Locale SAL_CALL getLocale() throw( ::com::sun::star::uno::RuntimeException ); + + // XServiceName + virtual ::rtl::OUString SAL_CALL getServiceName() throw( ::com::sun::star::uno::RuntimeException ); + + // XServiceInfo + virtual ::rtl::OUString SAL_CALL getImplementationName() throw( ::com::sun::star::uno::RuntimeException ); + virtual sal_Bool SAL_CALL supportsService( const ::rtl::OUString& ServiceName ) throw( ::com::sun::star::uno::RuntimeException ); + virtual ::com::sun::star::uno::Sequence< ::rtl::OUString > SAL_CALL getSupportedServiceNames() throw( ::com::sun::star::uno::RuntimeException ); + + // ---------------------------------------- + // methods from own interfaces start here + // ---------------------------------------- + + virtual double SAL_CALL getOpt_barrier( 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, + const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE; + + virtual double SAL_CALL getOpt_touch( double spot, double vol, + double r, double rf, double T, + double barrier_low, double barrier_up, + const STRING& for_dom, const STRING& in_out, + const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE; + + virtual double SAL_CALL getOpt_prob_hit( double spot, double vol, + double mu, double T, + double barrier_low, double barrier_up ) THROWDEF_RTE_IAE; + + virtual double SAL_CALL getOpt_prob_inmoney( double spot, double vol, + double mu, double T, + double barrier_low, double barrier_up, + const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE; + +}; +//------------------------------------------------------------------ + +#endif + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |