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authortino <ttk448@gmail.com>2012-12-04 17:26:52 +0000
committerStephan Bergmann <sbergman@redhat.com>2012-12-05 10:01:53 +0100
commit8d0dbbdad4b06da7d90d39acf1870fb62543d6ea (patch)
treee7976eba93312e17066c0c2a0d6425a09cb1a048 /scaddins
parent4565afec9e87090aef6ced9ae582910e4c46d2d9 (diff)
changed function names and variables to conform with UNO style
Change-Id: I3de884b54083a6916a5baed4d475016aa9d4ddec
Diffstat (limited to 'scaddins')
-rw-r--r--scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl40
-rw-r--r--scaddins/source/pricing/pricing.cxx20
-rw-r--r--scaddins/source/pricing/pricing.hrc34
-rw-r--r--scaddins/source/pricing/pricing.hxx8
-rw-r--r--scaddins/source/pricing/pricing.src16
5 files changed, 60 insertions, 58 deletions
diff --git a/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
index 495891a6dd93..1b0dab5a3a76 100644
--- a/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
+++ b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
@@ -38,34 +38,36 @@ module addin
*/
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,
+ /// OPT_BARRIER(), pricing of a barrier option.
+ double getOptBarrier( [in] double spot, [in] double vol,
+ [in] double rate, [in] double rateForeign,
+ [in] double maturity, [in] double strike,
+ [in] double barrierLow, [in] double barrierUp,
[in] double rebate,
- [in] string put_call, [in] string in_out,
+ [in] string putCall, [in] string inOut,
[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,
+ /// OPT_TOUCH(), pricing of a touch/no-touch option.
+ double getOptTouch( [in] double spot, [in] double vol,
+ [in] double rate, [in] double rateForeign,
+ [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp,
+ [in] string foreignDomestic, [in] string inOut,
[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 )
+ /// OPT_PROB_HIT(), probability of hitting a barrier.
+ double getOptProbHit( [in] double spot, [in] double vol,
+ [in] double mu, [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp )
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 )
+ /// OPT_PROB_INMONEY(), probability of ending up in-the-money.
+ double getOptProbInMoney( [in] double spot, [in] double vol,
+ [in] double mu, [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp,
+ [in] any strike, [in] any putCall )
raises( com::sun::star::lang::IllegalArgumentException );
};
diff --git a/scaddins/source/pricing/pricing.cxx b/scaddins/source/pricing/pricing.cxx
index ba4cb31a9e4d..cf657874f8db 100644
--- a/scaddins/source/pricing/pricing.cxx
+++ b/scaddins/source/pricing/pricing.cxx
@@ -110,10 +110,10 @@ ScaResId::ScaResId( sal_uInt16 nId, ResMgr& rResMgr ) :
const ScaFuncDataBase pFuncDataArr[] =
{
- FUNCDATA( Opt_barrier, 13, ScaCat_Finance, UNIQUE, STDPAR),
- FUNCDATA( Opt_touch, 11, ScaCat_Finance, UNIQUE, STDPAR),
- FUNCDATA( Opt_prob_hit, 6, ScaCat_Finance, UNIQUE, STDPAR),
- FUNCDATA( Opt_prob_inmoney, 8, ScaCat_Finance, UNIQUE, STDPAR)
+ FUNCDATA( OptBarrier, 13, ScaCat_Finance, UNIQUE, STDPAR),
+ FUNCDATA( OptTouch, 11, ScaCat_Finance, UNIQUE, STDPAR),
+ FUNCDATA( OptProbHit, 6, ScaCat_Finance, UNIQUE, STDPAR),
+ FUNCDATA( OptProbInMoney, 8, ScaCat_Finance, UNIQUE, STDPAR)
};
#undef FUNCDATA
@@ -645,7 +645,7 @@ bool getinput_greek(bs::types::Greeks& greek, const ANY& anyval) {
// OPT_BARRIER(...)
-double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol,
+double SAL_CALL ScaPricingAddIn::getOptBarrier( 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,
@@ -671,7 +671,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol,
}
// OPT_TOUCH(...)
-double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol,
+double SAL_CALL ScaPricingAddIn::getOptTouch( double spot, double vol,
double r, double rf, double T,
double barrier_low, double barrier_up,
const STRING& for_dom, const STRING& in_out,
@@ -697,7 +697,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol,
}
// OPT_PRB_HIT(...)
-double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol,
+double SAL_CALL ScaPricingAddIn::getOptProbHit( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up ) THROWDEF_RTE_IAE
{
@@ -711,13 +711,13 @@ double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol,
RETURN_FINITE( fRet );
}
-// OPT_PRB_INMONEY(...)
-double SAL_CALL ScaPricingAddIn::getOpt_prob_inmoney( double spot, double vol,
+// OPT_PROB_INMONEY(...)
+double SAL_CALL ScaPricingAddIn::getOptProbInMoney( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE
{
- bs::types::PutCall pc;
+ bs::types::PutCall pc=bs::types::Call;
double K;
// read and check input values
diff --git a/scaddins/source/pricing/pricing.hrc b/scaddins/source/pricing/pricing.hrc
index bf4df2183847..1f7cf3cfda0b 100644
--- a/scaddins/source/pricing/pricing.hrc
+++ b/scaddins/source/pricing/pricing.hrc
@@ -22,33 +22,33 @@
#define PRICING_RESOURCE_START 1000
-#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START
-#define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000)
-#define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000)
+#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START
+#define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000)
+#define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000)
-#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
+#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
-#define PRICING_FUNCDESC_Opt_barrier (PRICING_FUNCDESC_START)
-#define PRICING_FUNCDESC_Opt_touch (PRICING_FUNCDESC_START+1)
-#define PRICING_FUNCDESC_Opt_prob_hit (PRICING_FUNCDESC_START+2)
-#define PRICING_FUNCDESC_Opt_prob_inmoney (PRICING_FUNCDESC_START+3)
+#define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START)
+#define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1)
+#define PRICING_FUNCDESC_OptProbHit (PRICING_FUNCDESC_START+2)
+#define PRICING_FUNCDESC_OptProbInMoney (PRICING_FUNCDESC_START+3)
-#define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1)
+#define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1)
-#define PRICING_FUNCNAME_Opt_barrier (PRICING_FUNCNAME_START)
-#define PRICING_FUNCNAME_Opt_touch (PRICING_FUNCNAME_START+1)
-#define PRICING_FUNCNAME_Opt_prob_hit (PRICING_FUNCNAME_START+2)
-#define PRICING_FUNCNAME_Opt_prob_inmoney (PRICING_FUNCNAME_START+3)
+#define PRICING_FUNCNAME_OptBarrier (PRICING_FUNCNAME_START)
+#define PRICING_FUNCNAME_OptTouch (PRICING_FUNCNAME_START+1)
+#define PRICING_FUNCNAME_OptProbHit (PRICING_FUNCNAME_START+2)
+#define PRICING_FUNCNAME_OptProbInMoney (PRICING_FUNCNAME_START+3)
#define PRICING_DEFFUNCNAME_START (RID_PRICING_DEFFUNCTION_NAMES+1)
-#define PRICING_DEFFUNCNAME_Opt_barrier (PRICING_DEFFUNCNAME_START)
-#define PRICING_DEFFUNCNAME_Opt_touch (PRICING_DEFFUNCNAME_START+1)
-#define PRICING_DEFFUNCNAME_Opt_prob_hit (PRICING_DEFFUNCNAME_START+2)
-#define PRICING_DEFFUNCNAME_Opt_prob_inmoney (PRICING_DEFFUNCNAME_START+3)
+#define PRICING_DEFFUNCNAME_OptBarrier (PRICING_DEFFUNCNAME_START)
+#define PRICING_DEFFUNCNAME_OptTouch (PRICING_DEFFUNCNAME_START+1)
+#define PRICING_DEFFUNCNAME_OptProbHit (PRICING_DEFFUNCNAME_START+2)
+#define PRICING_DEFFUNCNAME_OptProbInMoney (PRICING_DEFFUNCNAME_START+3)
#endif
diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx
index 66d2d26618b0..ca02f9c87bad 100644
--- a/scaddins/source/pricing/pricing.hxx
+++ b/scaddins/source/pricing/pricing.hxx
@@ -389,23 +389,23 @@ public:
// methods from own interfaces start here
// ----------------------------------------
- virtual double SAL_CALL getOpt_barrier( double spot, double vol,
+ 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 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,
+ virtual double SAL_CALL getOptTouch( 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,
+ virtual double SAL_CALL getOptProbHit( 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,
+ virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE;
diff --git a/scaddins/source/pricing/pricing.src b/scaddins/source/pricing/pricing.src
index c85a5d59aec5..6aa1675925b2 100644
--- a/scaddins/source/pricing/pricing.src
+++ b/scaddins/source/pricing/pricing.src
@@ -23,7 +23,7 @@
// function and parameter description
Resource RID_PRICING_FUNCTION_DESCRIPTIONS
{
- Resource PRICING_FUNCDESC_Opt_barrier
+ Resource PRICING_FUNCDESC_OptBarrier
{
String 1 // description
{
@@ -150,7 +150,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
- Resource PRICING_FUNCDESC_Opt_touch
+ Resource PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
@@ -258,7 +258,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
};
- Resource PRICING_FUNCDESC_Opt_prob_hit
+ Resource PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
@@ -321,7 +321,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
};
- Resource PRICING_FUNCDESC_Opt_prob_inmoney
+ Resource PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
@@ -410,19 +410,19 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
// function names as accessible from cells
Resource RID_PRICING_FUNCTION_NAMES
{
- String PRICING_FUNCNAME_Opt_barrier
+ String PRICING_FUNCNAME_OptBarrier
{
Text [ en-US ] = "OPT_BARRIER";
};
- String PRICING_FUNCNAME_Opt_touch
+ String PRICING_FUNCNAME_OptTouch
{
Text [ en-US ] = "OPT_TOUCH";
};
- String PRICING_FUNCNAME_Opt_prob_hit
+ String PRICING_FUNCNAME_OptProbHit
{
Text [ en-US ] = "OPT_PROB_HIT";
};
- String PRICING_FUNCNAME_Opt_prob_inmoney
+ String PRICING_FUNCNAME_OptProbInMoney
{
Text [ en-US ] = "OPT_PROB_INMONEY";
};