summaryrefslogtreecommitdiff
path: root/scaddins/source/pricing/pricing.hxx
blob: 874a842a740edb018210db60bdb54ece9bbc3105 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
/* -*- 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 <vector>
#include <memory>
#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/implbase.hxx>

namespace com::sun::star::lang { class XMultiServiceFactory; }

#define RETURN_FINITE(d)    if( !::rtl::math::isFinite( d ) ) throw css::lang::IllegalArgumentException(); return d;


namespace sca {
namespace pricing {

enum class ScaCategory
{
    DateTime,
    Text,
    Finance,
    Inf,
    Math,
    Tech
};

struct ScaFuncDataBase
{
    const sal_Char*             pIntName;           // internal name (get***)
    const char*                 pUINameID;          // resource ID to UI name
    const char**                pDescrID;           // resource ID to description, parameter names and ~ description
    // pCompName was originally meant to be able to load Excel documents that for
    // some time were stored with localized function names.
    // This is not relevant to this add-in, so we only supply the same
    // (English) function names again.
    // see also: GetExcelName() or GetCompNames() or getCompatibilityNames()
    const char*                 pCompName;
    sal_uInt16 const            nParamCount;        // number of named / described parameters
    ScaCategory const           eCat;               // function category
    bool const                  bDouble;            // name already exist in Calc
    bool const                  bWithOpt;           // first parameter is internal
};

class ScaFuncData final
{
private:
    OUString const          aIntName;           // internal name (get***)
    const char*             pUINameID;          // resource ID to UI name
    const char**            pDescrID;           // leads also to parameter descriptions!
    sal_uInt16 const        nParamCount;        // num of parameters
    std::vector<OUString>   aCompList;          // list of all valid names
    ScaCategory const       eCat;               // function category
    bool const              bDouble;            // name already exist in Calc
    bool const              bWithOpt;           // first parameter is internal

public:
    ScaFuncData(const ScaFuncDataBase& rBaseData);

    const char*          GetUINameID() const     { return pUINameID; }
    const char**         GetDescrID() const      { return pDescrID; }
    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<OUString>& GetCompNameList() const { return aCompList; }
};


typedef std::vector<ScaFuncData> ScaFuncDataList;

void InitScaFuncDataList(ScaFuncDataList& rMap);

// Predicate for use with std::find_if
struct FindScaFuncData
{
    const OUString& m_rId;
    explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {}
    bool operator() ( ScaFuncData const & 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;
    std::unique_ptr<css::lang::Locale[]> pDefLocales;
    std::locale        aResLocale;
    std::unique_ptr<sca::pricing::ScaFuncDataList> pFuncDataList;


    void                        InitDefLocales();
    const css::lang::Locale& GetLocale( sal_uInt32 nIndex );
    void                        InitData();

    /// @throws css::uno::RuntimeException
    OUString             GetFuncDescrStr(const char** pResId, sal_uInt16 nStrIndex);

public:
                                ScaPricingAddIn();
    virtual                     ~ScaPricingAddIn() override;

    OUString ScaResId(const char* pResId);

    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: */