From e9f31eaa49f9494113e72deaf0fe079701844ea4 Mon Sep 17 00:00:00 2001 From: tino Date: Mon, 3 Dec 2012 21:49:04 +0000 Subject: adding calc add-in for option pricing Change-Id: Ica4b621a7ae7e5ab447192ae3fe7b8911295bef2 Reviewed-on: https://gerrit.libreoffice.org/1232 Reviewed-by: Fridrich Strba Tested-by: Fridrich Strba --- .../com/sun/star/sheet/addin/PricingFunctions.idl | 49 +++++++++++++ .../com/sun/star/sheet/addin/XPricingFunctions.idl | 80 ++++++++++++++++++++++ 2 files changed, 129 insertions(+) create mode 100644 scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl create mode 100644 scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl (limited to 'scaddins/idl') diff --git a/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl new file mode 100644 index 000000000000..b002ee6ef0c9 --- /dev/null +++ b/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl @@ -0,0 +1,49 @@ +/* -*- 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 . + */ + +#ifndef com_sun_star_sheet_addin_PricingFunctions_idl +#define com_sun_star_sheet_addin_PricingFunctions_idl + +#include + +module com +{ +module sun +{ +module star +{ +module sheet +{ +module addin +{ + service PricingFunctions + { + // exported interfaces: + interface XPricingFunctions; + + }; +}; +}; +}; +}; +}; + +#endif + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ diff --git a/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl new file mode 100644 index 000000000000..495891a6dd93 --- /dev/null +++ b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl @@ -0,0 +1,80 @@ +/* -*- 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 . + */ + +#ifndef com_sun_star_sheet_addin_XPricingFunctions_idl +#define com_sun_star_sheet_addin_XPricingFunctions_idl + +#include +#include + +module com +{ +module sun +{ +module star +{ +module sheet +{ +module addin +{ + /** + * Interface with pricing functions. + */ + interface XPricingFunctions : com::sun::star::uno::XInterface + { + /// opt_barrier() + double getOpt_barrier( [in] double spot, [in] double vol, + [in] double r, [in] double rf, [in] double T, [in] double strike, + [in] double barrier_low, [in] double barrier_up, + [in] double rebate, + [in] string put_call, [in] string in_out, + [in] string continuous, [in] any greek ) + raises( com::sun::star::lang::IllegalArgumentException ); + + /// opt_touch() + double getOpt_touch( [in] double spot, [in] double vol, + [in] double r, [in] double rf, [in] double T, + [in] double barrier_low, [in] double barrier_up, + [in] string for_dom, [in] string in_out, + [in] string continuous, [in] any greek ) + raises( com::sun::star::lang::IllegalArgumentException ); + + /// opt_prob_hit() + double getOpt_prob_hit( [in] double spot, [in] double vol, + [in] double mu, [in] double T, + [in] double barrier_low, [in] double barrier_up ) + raises( com::sun::star::lang::IllegalArgumentException ); + + /// opt_prob_inmoney() + double getOpt_prob_inmoney( [in] double spot, [in] double vol, + [in] double mu, [in] double T, + [in] double barrier_low, [in] double barrier_up, + [in] any strike, [in] any put_call ) + raises( com::sun::star::lang::IllegalArgumentException ); + + }; +}; +}; +}; +}; +}; + +#endif + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ -- cgit