scaddins/source/pricing/pricing.hxx

   1 /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
   2 /*
   3  * This file is part of the LibreOffice project.
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   5  * This Source Code Form is subject to the terms of the Mozilla Public
   6  * License, v. 2.0. If a copy of the MPL was not distributed with this
   7  * file, You can obtain one at http://mozilla.org/MPL/2.0/.
   8  *
   9  * This file incorporates work covered by the following license notice:
  10  *
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  12  *   contributor license agreements. See the NOTICE file distributed
  13  *   with this work for additional information regarding copyright
  14  *   ownership. The ASF licenses this file to you under the Apache
  15  *   License, Version 2.0 (the "License"); you may not use this file
  16  *   except in compliance with the License. You may obtain a copy of
  17  *   the License at http://www.apache.org/licenses/LICENSE-2.0 .
  18  */
  19
  20 // option pricing functions add in
  21
  22 // most parts of this files are technical UNO details which are
  23 // all copied from ../datefunc/datefunc.hxx
  24 // to avoid having to rename all classes to do with UNO
  25 // technicalities we use our own namespace
  26
  27 #ifndef INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX
  28 #define INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX
  29
  30
  31 #include <string.h>
  32 #include <com/sun/star/lang/XServiceName.hpp>
  33 #include <com/sun/star/lang/XServiceInfo.hpp>
  34 #include <com/sun/star/sheet/XAddIn.hpp>
  35 #include <com/sun/star/sheet/XCompatibilityNames.hpp>
  36 #include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
  37 #include <cppuhelper/implbase5.hxx>
  38 #include <tools/resid.hxx>
  39 #include <tools/rc.hxx>
  40 #include <tools/resary.hxx>
  41
  42 #define RETURN_FINITE(d)    if( ::rtl::math::isFinite( d ) ) return d; else throw css::lang::IllegalArgumentException()
  43
  44
  45
  46 namespace sca {
  47 namespace pricing {
  48
  49 class ScaList
  50 {
  51 private:
  52     static const sal_uInt32     nStartSize;
  53     static const sal_uInt32     nIncrSize;
  54
  55     void**                      pData;          // pointer array
  56     sal_uInt32                  nSize;          // array size
  57     sal_uInt32                  nCount;         // next index to be inserted at
  58     sal_uInt32                  nCurr;          // current pos for iterations
  59
  60     void                        _Grow();
  61     inline void                 Grow();
  62
  63 public:
  64                                 ScaList();
  65     virtual                     ~ScaList();
  66
  67     inline sal_uInt32           Count() const       { return nCount; }
  68
  69     inline const void*          GetObject( sal_uInt32 nIndex ) const
  70                                     { return (nIndex < nCount) ? pData[ nIndex ] : NULL; }
  71
  72     inline void*                First() { return nCount ? pData[ nCurr = 0 ] : NULL; }
  73     inline void*                Next()  { return (nCurr + 1 < nCount) ? pData[ ++nCurr ] : NULL; }
  74
  75     inline void                 Append( void* pNew );
  76 };
  77
  78
  79 inline void ScaList::Grow()
  80 {
  81     if( nCount >= nSize )
  82         _Grow();
  83 }
  84
  85 inline void ScaList::Append( void* pNew )
  86 {
  87     Grow();
  88     pData[ nCount++ ] = pNew;
  89 }
  90
  91
  92 class ScaStringList : protected ScaList
  93 {
  94 public:
  95     inline                      ScaStringList() : ScaList() {};
  96     virtual                     ~ScaStringList();
  97
  98                                 using ScaList::Count;
  99
 100     inline const OUString* Get( sal_uInt32 nIndex ) const;
 101
 102     inline OUString*     First();
 103     inline OUString*     Next();
 104
 105     using ScaList::Append;
 106     inline void                 Append( OUString* pNew );
 107     inline void                 Append( const OUString& rNew );
 108 };
 109
 110
 111 inline const OUString* ScaStringList::Get( sal_uInt32 nIndex ) const
 112 {
 113     return static_cast< const OUString* >( ScaList::GetObject( nIndex ) );
 114 }
 115
 116 inline OUString* ScaStringList::First()
 117 {
 118     return static_cast< OUString* >( ScaList::First() );
 119 }
 120
 121 inline OUString* ScaStringList::Next()
 122 {
 123     return static_cast< OUString* >( ScaList::Next() );
 124 }
 125
 126 inline void ScaStringList::Append( OUString* pNew )
 127 {
 128     ScaList::Append( pNew );
 129 }
 130
 131 inline void ScaStringList::Append( const OUString& rNew )
 132 {
 133     ScaList::Append( new OUString( rNew ) );
 134 }
 135
 136
 137 class ScaResId : public ResId
 138 {
 139 public:
 140                                 ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
 141 };
 142
 143
 144 class ScaResStringLoader : public Resource
 145 {
 146 private:
 147     OUString                    aStr;
 148
 149 public:
 150     inline                      ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr );
 151
 152     inline const OUString&      GetString() const   { return aStr; }
 153
 154 };
 155
 156
 157 inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr ) :
 158     Resource( ScaResId( nResId, rResMgr ) ),
 159     aStr( ScaResId( nStrId, rResMgr ) )
 160 {
 161     FreeResource();
 162 }
 163
 164
 165 class ScaResStringArrLoader : public Resource
 166 {
 167 private:
 168     ResStringArray              aStrArray;
 169
 170 public:
 171     inline                      ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr );
 172
 173     inline const ResStringArray& GetStringArray() const { return aStrArray; }
 174 };
 175
 176 inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ) :
 177     Resource( ScaResId( nResId, rResMgr ) ),
 178     aStrArray( ScaResId( nArrayId, rResMgr ) )
 179 {
 180     FreeResource();
 181 }
 182
 183
 184 class ScaResPublisher : public Resource
 185 {
 186 public:
 187     inline                      ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {}
 188
 189     inline bool             IsAvailableRes( const ResId& rResId ) const
 190                                     { return Resource::IsAvailableRes( rResId ); }
 191     inline void                 FreeResource()
 192                                     { Resource::FreeResource(); }
 193 };
 194
 195
 196 class ScaFuncRes : public Resource
 197 {
 198 public:
 199                                 ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, OUString& rRet );
 200 };
 201
 202
 203 enum ScaCategory
 204 {
 205     ScaCat_AddIn,
 206     ScaCat_DateTime,
 207     ScaCat_Text,
 208     ScaCat_Finance,
 209     ScaCat_Inf,
 210     ScaCat_Math,
 211     ScaCat_Tech
 212 };
 213
 214 struct ScaFuncDataBase
 215 {
 216     const sal_Char*             pIntName;           // internal name (get***)
 217     sal_uInt16                  nUINameID;          // resource ID to UI name
 218     sal_uInt16                  nDescrID;           // resource ID to description, parameter names and ~ description
 219     sal_uInt16                  nCompListID;        // resource ID to list of valid names
 220     sal_uInt16                  nParamCount;        // number of named / described parameters
 221     ScaCategory                 eCat;               // function category
 222     bool                    bDouble;            // name already exist in Calc
 223     bool                    bWithOpt;           // first parameter is internal
 224 };
 225
 226 class ScaFuncData
 227 {
 228 private:
 229     OUString             aIntName;           // internal name (get***)
 230     sal_uInt16                  nUINameID;          // resource ID to UI name
 231     sal_uInt16                  nDescrID;           // leads also to parameter descriptions!
 232     sal_uInt16                  nCompListID;        // resource ID to list of valid names
 233     sal_uInt16                  nParamCount;        // num of parameters
 234     ScaStringList               aCompList;          // list of all valid names
 235     ScaCategory                 eCat;               // function category
 236     bool                    bDouble;            // name already exist in Calc
 237     bool                    bWithOpt;           // first parameter is internal
 238
 239 public:
 240                                 ScaFuncData( const ScaFuncDataBase& rBaseData, ResMgr& rRscMgr );
 241     virtual                     ~ScaFuncData();
 242
 243     inline sal_uInt16           GetUINameID() const     { return nUINameID; }
 244     inline sal_uInt16           GetDescrID() const      { return nDescrID; }
 245     inline ScaCategory          GetCategory() const     { return eCat; }
 246     inline bool             IsDouble() const        { return bDouble; }
 247     inline bool             HasIntParam() const     { return bWithOpt; }
 248
 249     sal_uInt16                  GetStrIndex( sal_uInt16 nParam ) const;
 250     inline bool             Is( const OUString& rCompare ) const
 251                                                     { return aIntName == rCompare; }
 252
 253     inline const ScaStringList& GetCompNameList() const { return aCompList; }
 254 };
 255
 256
 257 class ScaFuncDataList : private ScaList
 258 {
 259     OUString             aLastName;
 260     sal_uInt32                  nLast;
 261
 262 public:
 263                                 ScaFuncDataList( ResMgr& rResMgr );
 264     virtual                     ~ScaFuncDataList();
 265
 266                                 using ScaList::Count;
 267
 268     inline const ScaFuncData*   Get( sal_uInt32 nIndex ) const;
 269     const ScaFuncData*          Get( const OUString& rProgrammaticName ) const;
 270     inline ScaFuncData*         First();
 271     inline ScaFuncData*         Next();
 272
 273     using ScaList::Append;
 274     inline void                 Append( ScaFuncData* pNew ) { ScaList::Append( pNew ); }
 275 };
 276
 277
 278 inline const ScaFuncData* ScaFuncDataList::Get( sal_uInt32 nIndex ) const
 279 {
 280     return static_cast< const ScaFuncData* >( ScaList::GetObject( nIndex ) );
 281 }
 282
 283 inline ScaFuncData* ScaFuncDataList::First()
 284 {
 285     return static_cast< ScaFuncData* >( ScaList::First() );
 286 }
 287
 288 inline ScaFuncData* ScaFuncDataList::Next()
 289 {
 290     return static_cast< ScaFuncData* >( ScaList::Next() );
 291 }
 292
 293 } // namespace pricing
 294 } // namespace sca
 295
 296
 297
 298
 299 css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
 300     const css::uno::Reference< css::lang::XMultiServiceFactory >& );
 301
 302
 303 // AddIn class for pricing functions
 304
 305 class ScaPricingAddIn : public ::cppu::WeakImplHelper5<
 306                                 css::sheet::XAddIn,
 307                                 css::sheet::XCompatibilityNames,
 308                                 css::sheet::addin::XPricingFunctions,
 309                                 css::lang::XServiceName,
 310                                 css::lang::XServiceInfo >
 311 {
 312 private:
 313     css::lang::Locale  aFuncLoc;
 314     css::lang::Locale* pDefLocales;
 315     ResMgr*                     pResMgr;
 316     sca::pricing::ScaFuncDataList*            pFuncDataList;
 317
 318
 319     void                        InitDefLocales();
 320     const css::lang::Locale& GetLocale( sal_uInt32 nIndex );
 321     ResMgr&                     GetResMgr() throw( css::uno::RuntimeException );
 322     void                        InitData();
 323
 324     OUString             GetDisplFuncStr( sal_uInt16 nResId ) throw( css::uno::RuntimeException );
 325     OUString             GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ) throw( css::uno::RuntimeException );
 326
 327 public:
 328                                 ScaPricingAddIn();
 329     virtual                     ~ScaPricingAddIn();
 330
 331     static OUString      getImplementationName_Static();
 332     static css::uno::Sequence< OUString > getSupportedServiceNames_Static();
 333
 334                                 // XAddIn
 335     virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 336     virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 337     virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 338     virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 339     virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 340     virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 341     virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 342
 343                                 // XCompatibilityNames
 344     virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 345
 346                                 // XLocalizable
 347     virtual void SAL_CALL       setLocale( const css::lang::Locale& eLocale ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 348     virtual css::lang::Locale SAL_CALL getLocale() throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 349
 350                                 // XServiceName
 351     virtual OUString SAL_CALL getServiceName() throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 352
 353                                 // XServiceInfo
 354     virtual OUString SAL_CALL getImplementationName() throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 355     virtual sal_Bool SAL_CALL   supportsService( const OUString& ServiceName ) throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 356     virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() throw( css::uno::RuntimeException, std::exception ) SAL_OVERRIDE;
 357
 358
 359     //  methods from own interfaces start here
 360
 361
 362     virtual double SAL_CALL getOptBarrier( double spot, double vol,
 363             double r, double rf, double T, double strike,
 364             double barrier_low, double barrier_up, double rebate,
 365             const OUString& put_call, const OUString& in_out,
 366             const OUString& continuous, const css::uno::Any& greek ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception ) SAL_OVERRIDE;
 367
 368    virtual double SAL_CALL getOptTouch( double spot, double vol,
 369             double r, double rf, double T,
 370             double barrier_low, double barrier_up,
 371             const OUString& for_dom, const OUString& in_out,
 372             const OUString& barriercont, const css::uno::Any& greekstr ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception ) SAL_OVERRIDE;
 373
 374    virtual double SAL_CALL getOptProbHit( double spot, double vol,
 375             double mu, double T,
 376             double barrier_low, double barrier_up ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception ) SAL_OVERRIDE;
 377
 378    virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
 379             double mu, double T,
 380             double barrier_low, double barrier_up,
 381             const css::uno::Any& strikeval, const css::uno::Any& put_call ) throw( css::uno::RuntimeException, css::lang::IllegalArgumentException, std::exception ) SAL_OVERRIDE;
 382
 383 };
 384
 385
 386 #endif
 387
 388 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */