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/* -*- 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>
#include <tools/resid.hxx>
#include <tools/rc.hxx>
#include <tools/resary.hxx>
#define RETURN_FINITE(d) if( ::rtl::math::isFinite( d ) ) return d; else throw css::lang::IllegalArgumentException()
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 OUString* Get( sal_uInt32 nIndex ) const;
inline OUString* First();
inline OUString* Next();
using ScaList::Append;
inline void Append( OUString* pNew );
inline void Append( const OUString& rNew );
};
inline const OUString* ScaStringList::Get( sal_uInt32 nIndex ) const
{
return static_cast< const OUString* >( ScaList::GetObject( nIndex ) );
}
inline OUString* ScaStringList::First()
{
return static_cast< OUString* >( ScaList::First() );
}
inline OUString* ScaStringList::Next()
{
return static_cast< OUString* >( ScaList::Next() );
}
inline void ScaStringList::Append( OUString* pNew )
{
ScaList::Append( pNew );
}
inline void ScaStringList::Append( const OUString& rNew )
{
ScaList::Append( new OUString( rNew ) );
}
class ScaResId : public ResId
{
public:
ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
};
class ScaResStringLoader : public Resource
{
private:
OUString aStr;
public:
inline ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr );
inline const OUString& 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, 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:
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 OUString& rCompare ) const
{ return aIntName == rCompare; }
inline const ScaStringList& GetCompNameList() const { return aCompList; }
};
class ScaFuncDataList : private ScaList
{
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 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
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::WeakImplHelper5<
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 );
ResMgr& GetResMgr() throw( css::uno::RuntimeException );
void InitData();
OUString GetDisplFuncStr( sal_uInt16 nResId ) throw( css::uno::RuntimeException );
OUString GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ) throw( css::uno::RuntimeException );
public:
ScaPricingAddIn();
virtual ~ScaPricingAddIn();
static OUString getImplementationName_Static();
static css::uno::Sequence< OUString > getSupportedServiceNames_Static();
// XAddIn
virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception );
virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception );
// XCompatibilityNames
virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception );
// XLocalizable
virtual void SAL_CALL setLocale( const css::lang::Locale& eLocale ) throw( css::uno::RuntimeException, std::exception );
virtual css::lang::Locale SAL_CALL getLocale() throw( css::uno::RuntimeException, std::exception );
// XServiceName
virtual OUString SAL_CALL getServiceName() throw( css::uno::RuntimeException, std::exception );
// XServiceInfo
virtual OUString SAL_CALL getImplementationName() throw( css::uno::RuntimeException, std::exception );
virtual sal_Bool SAL_CALL supportsService( const OUString& ServiceName ) throw( css::uno::RuntimeException, std::exception );
virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() throw( css::uno::RuntimeException, std::exception );
// 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 ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception );
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 ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception );
virtual double SAL_CALL getOptProbHit( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception );
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 ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception );
};
#endif
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