/* -*- 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 INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX #define INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX #include #include #include #include #include #include #include #include #include #include #include #include #define RETURN_FINITE(d) if( ::rtl::math::isFinite( d ) ) return d; else throw css::lang::IllegalArgumentException() namespace sca { namespace pricing { class ScaResId : public ResId { public: ScaResId( sal_uInt16 nResId, ResMgr& rResMgr ); }; enum class ScaCategory { DateTime, Text, Finance, Inf, Math, 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 bool bDouble; // name already exist in Calc bool bWithOpt; // first parameter is internal }; class ScaFuncData final { private: OUString aIntName; // internal name (get***) sal_uInt16 nUINameID; // resource ID to UI name sal_uInt16 nDescrID; // leads also to parameter descriptions! sal_uInt16 nParamCount; // num of parameters std::vector aCompList; // list of all valid names ScaCategory eCat; // function category bool bDouble; // name already exist in Calc bool bWithOpt; // first parameter is internal public: ScaFuncData( const ScaFuncDataBase& rBaseData, ResMgr& rRscMgr ); ~ScaFuncData(); sal_uInt16 GetUINameID() const { return nUINameID; } sal_uInt16 GetDescrID() const { return nDescrID; } ScaCategory GetCategory() const { return eCat; } bool IsDouble() const { return bDouble; } sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const; bool Is( const OUString& rCompare ) const { return aIntName == rCompare; } const std::vector& GetCompNameList() const { return aCompList; } }; typedef std::vector ScaFuncDataList; void InitScaFuncDataList ( ScaFuncDataList& rMap, ResMgr& rResMgr ); // Predicate for use with std::find_if struct FindScaFuncData { const OUString& m_rId; explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {} bool operator() ( ScaFuncData& rCandidate ) const { return rCandidate.Is(m_rId); } }; } // namespace pricing } // namespace sca css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance( const css::uno::Reference< css::lang::XMultiServiceFactory >& ); // AddIn class for pricing functions class ScaPricingAddIn : public ::cppu::WeakImplHelper< css::sheet::XAddIn, css::sheet::XCompatibilityNames, css::sheet::addin::XPricingFunctions, css::lang::XServiceName, css::lang::XServiceInfo > { private: css::lang::Locale aFuncLoc; css::lang::Locale* pDefLocales; ResMgr* pResMgr; sca::pricing::ScaFuncDataList* pFuncDataList; void InitDefLocales(); const css::lang::Locale& GetLocale( sal_uInt32 nIndex ); /// @throws css::uno::RuntimeException ResMgr& GetResMgr(); void InitData(); /// @throws css::uno::RuntimeException OUString GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ); public: ScaPricingAddIn(); virtual ~ScaPricingAddIn() override; static OUString getImplementationName_Static(); static css::uno::Sequence< OUString > getSupportedServiceNames_Static(); // XAddIn virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) override; virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) override; virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) override; virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) override; virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) override; virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) override; virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) override; // XCompatibilityNames virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) override; // XLocalizable virtual void SAL_CALL setLocale( const css::lang::Locale& eLocale ) override; virtual css::lang::Locale SAL_CALL getLocale() override; // XServiceName virtual OUString SAL_CALL getServiceName() override; // XServiceInfo virtual OUString SAL_CALL getImplementationName() override; virtual sal_Bool SAL_CALL supportsService( const OUString& ServiceName ) override; virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() override; // methods from own interfaces start here virtual double SAL_CALL getOptBarrier( double spot, double vol, double r, double rf, double T, double strike, double barrier_low, double barrier_up, double rebate, const OUString& put_call, const OUString& in_out, const OUString& continuous, const css::uno::Any& greek ) override; virtual double SAL_CALL getOptTouch( double spot, double vol, double r, double rf, double T, double barrier_low, double barrier_up, const OUString& for_dom, const OUString& in_out, const OUString& barriercont, const css::uno::Any& greekstr ) override; virtual double SAL_CALL getOptProbHit( double spot, double vol, double mu, double T, double barrier_low, double barrier_up ) override; virtual double SAL_CALL getOptProbInMoney( double spot, double vol, double mu, double T, double barrier_low, double barrier_up, const css::uno::Any& strikeval, const css::uno::Any& put_call ) override; }; #endif /* vim:set shiftwidth=4 softtabstop=4 expandtab: */