/*
* 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 .
*/
#include "pricing.hrc"
// function and parameter description
Resource RID_PRICING_FUNCTION_DESCRIPTIONS
{
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";
};
};
};
// function names as accessible from cells
Resource RID_PRICING_FUNCTION_NAMES
{
String PRICING_FUNCNAME_OptBarrier
{
Text [ en-US ] = "OPT_BARRIER";
};
String PRICING_FUNCNAME_OptTouch
{
Text [ en-US ] = "OPT_TOUCH";
};
String PRICING_FUNCNAME_OptProbHit
{
Text [ en-US ] = "OPT_PROB_HIT";
};
String PRICING_FUNCNAME_OptProbInMoney
{
Text [ en-US ] = "OPT_PROB_INMONEY";
};
};
// for translating function names
Resource RID_PRICING_DEFFUNCTION_NAMES
{
};