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Diffstat (limited to 'scaddins/inc/pricing.hrc')
| -rw-r--r-- | scaddins/inc/pricing.hrc | 124 |
1 files changed, 124 insertions, 0 deletions
diff --git a/scaddins/inc/pricing.hrc b/scaddins/inc/pricing.hrc new file mode 100644 index 000000000000..c54a387a86fc --- /dev/null +++ b/scaddins/inc/pricing.hrc @@ -0,0 +1,124 @@ +/* -*- 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 INCLUDED_SCADDINS_INC_PRICING_HRC +#define INCLUDED_SCADDINS_INC_PRICING_HRC + +#define NC_(Context, String) (Context "\004" u8##String) + +// function and parameter description +const char* PRICING_FUNCDESC_OptBarrier[] = +{ + NC_("PRICING_FUNCDESC_OptBarrier", "Pricing of a barrier option"), + NC_("PRICING_FUNCDESC_OptBarrier", "spot"), + NC_("PRICING_FUNCDESC_OptBarrier", "Price/value of the underlying asset"), + NC_("PRICING_FUNCDESC_OptBarrier", "vol"), + NC_("PRICING_FUNCDESC_OptBarrier", "Annual volatility of the underlying asset"), + NC_("PRICING_FUNCDESC_OptBarrier", "r"), + NC_("PRICING_FUNCDESC_OptBarrier", "Interest rate (continuously compounded)"), + NC_("PRICING_FUNCDESC_OptBarrier", "rf"), + NC_("PRICING_FUNCDESC_OptBarrier", "Foreign interest rate (continuously compounded)"), + NC_("PRICING_FUNCDESC_OptBarrier", "T"), + NC_("PRICING_FUNCDESC_OptBarrier", "Time to maturity of the option in years"), + NC_("PRICING_FUNCDESC_OptBarrier", "strike"), + NC_("PRICING_FUNCDESC_OptBarrier", "Strike level of the option"), + NC_("PRICING_FUNCDESC_OptBarrier", "barrier_low"), + NC_("PRICING_FUNCDESC_OptBarrier", "Lower barrier (set to 0 for no lower barrier)"), + NC_("PRICING_FUNCDESC_OptBarrier", "barrier_up"), + NC_("PRICING_FUNCDESC_OptBarrier", "Upper barrier (set to 0 for no upper barrier)"), + NC_("PRICING_FUNCDESC_OptBarrier", "rebate"), + NC_("PRICING_FUNCDESC_OptBarrier", "Amount of money paid at maturity if barrier was hit"), + NC_("PRICING_FUNCDESC_OptBarrier", "put/call"), + NC_("PRICING_FUNCDESC_OptBarrier", "String to define if the option is a (p)ut or a (c)all"), + NC_("PRICING_FUNCDESC_OptBarrier", "knock in/out"), + NC_("PRICING_FUNCDESC_OptBarrier", "String to define if the option is of type knock-(i)n or knock-(o)ut"), + NC_("PRICING_FUNCDESC_OptBarrier", "barrier_type"), + NC_("PRICING_FUNCDESC_OptBarrier", "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"), + NC_("PRICING_FUNCDESC_OptBarrier", "greek"), + NC_("PRICING_FUNCDESC_OptBarrier", "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)") +}; + +const char* PRICING_FUNCDESC_OptTouch[] = +{ + NC_("PRICING_FUNCDESC_OptTouch", "Pricing of a touch/no-touch option"), + NC_("PRICING_FUNCDESC_OptTouch", "spot"), + NC_("PRICING_FUNCDESC_OptTouch", "Price/value of the underlying asset"), + NC_("PRICING_FUNCDESC_OptTouch", "vol"), + NC_("PRICING_FUNCDESC_OptTouch", "Annual volatility of the underlying asset"), + NC_("PRICING_FUNCDESC_OptTouch", "r"), + NC_("PRICING_FUNCDESC_OptTouch", "Interest rate (continuously compounded)"), + NC_("PRICING_FUNCDESC_OptTouch", "rf"), + NC_("PRICING_FUNCDESC_OptTouch", "Foreign interest rate (continuously compounded)"), + NC_("PRICING_FUNCDESC_OptTouch", "T"), + NC_("PRICING_FUNCDESC_OptTouch", "Time to maturity of the option in years"), + NC_("PRICING_FUNCDESC_OptTouch", "barrier_low"), + NC_("PRICING_FUNCDESC_OptTouch", "Lower barrier (set to 0 for no lower barrier)"), + NC_("PRICING_FUNCDESC_OptTouch", "barrier_up"), + NC_("PRICING_FUNCDESC_OptTouch", "Upper barrier (set to 0 for no upper barrier)"), + NC_("PRICING_FUNCDESC_OptTouch", "foreign/domestic"), + NC_("PRICING_FUNCDESC_OptTouch", "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)"), + NC_("PRICING_FUNCDESC_OptTouch", "knock in/out"), + NC_("PRICING_FUNCDESC_OptTouch", "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)"), + NC_("PRICING_FUNCDESC_OptTouch", "barrier_type"), + NC_("PRICING_FUNCDESC_OptTouch", "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"), + NC_("PRICING_FUNCDESC_OptTouch", "greek"), + NC_("PRICING_FUNCDESC_OptTouch", "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)") +}; + +const char* PRICING_FUNCDESC_OptProbHit[] = +{ + NC_("PRICING_FUNCDESC_OptProbHit", "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW"), + NC_("PRICING_FUNCDESC_OptProbHit", "spot"), + NC_("PRICING_FUNCDESC_OptProbHit", "Price/value S of the underlying asset"), + NC_("PRICING_FUNCDESC_OptProbHit", "vol"), + NC_("PRICING_FUNCDESC_OptProbHit", "Annual volatility of the underlying asset"), + NC_("PRICING_FUNCDESC_OptProbHit", "drift"), + NC_("PRICING_FUNCDESC_OptProbHit", "Parameter mu in dS/S = mu dt + vol dW"), + NC_("PRICING_FUNCDESC_OptProbHit", "T"), + NC_("PRICING_FUNCDESC_OptProbHit", "Time to maturity"), + NC_("PRICING_FUNCDESC_OptProbHit", "barrier_low"), + NC_("PRICING_FUNCDESC_OptProbHit", "Lower barrier (set to 0 for no lower barrier)"), + NC_("PRICING_FUNCDESC_OptProbHit", "barrier_up"), + NC_("PRICING_FUNCDESC_OptProbHit", "Upper barrier (set to 0 for no upper barrier)") +}; + +const char* PRICING_FUNCDESC_OptProbInMoney[] = +{ + NC_("PRICING_FUNCDESC_OptProbInMoney", "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)"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "spot"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Price/value of the asset"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "vol"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Annual volatility of the asset"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "drift"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Parameter mu from dS/S = mu dt + vol dW"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "T"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Time to maturity in years"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "barrier_low"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Lower barrier (set to 0 for no lower barrier)"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "barrier_up"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Upper barrier (set to 0 for no upper barrier)"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "put/call"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Optional (p)ut/(c)all indicator"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "strike"), + NC_("PRICING_FUNCDESC_OptProbInMoney", "Optional strike level") +}; + +#endif + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |