scaddins/source/pricing/pricing.hxx

   1 /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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  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 <vector>
  32 #include <memory>
  33 #include <com/sun/star/lang/XServiceName.hpp>
  34 #include <com/sun/star/lang/XServiceInfo.hpp>
  35 #include <com/sun/star/sheet/XAddIn.hpp>
  36 #include <com/sun/star/sheet/XCompatibilityNames.hpp>
  37 #include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
  38 #include <cppuhelper/implbase.hxx>
  39
  40 namespace com::sun::star::lang { class XMultiServiceFactory; }
  41
  42 #define RETURN_FINITE(d)    if( !::rtl::math::isFinite( d ) ) throw css::lang::IllegalArgumentException(); return d;
  43
  44
  45 namespace sca {
  46 namespace pricing {
  47
  48 enum class ScaCategory
  49 {
  50     DateTime,
  51     Text,
  52     Finance,
  53     Inf,
  54     Math,
  55     Tech
  56 };
  57
  58 struct ScaFuncDataBase
  59 {
  60     const sal_Char*             pIntName;           // internal name (get***)
  61     const char*                 pUINameID;          // resource ID to UI name
  62     const char**                pDescrID;           // resource ID to description, parameter names and ~ description
  63     // pCompName was originally meant to be able to load Excel documents that for
  64     // some time were stored with localized function names.
  65     // This is not relevant to this add-in, so we only supply the same
  66     // (English) function names again.
  67     // see also: GetExcelName() or GetCompNames() or getCompatibilityNames()
  68     const char*                 pCompName;
  69     sal_uInt16 const            nParamCount;        // number of named / described parameters
  70     ScaCategory const           eCat;               // function category
  71     bool const                  bDouble;            // name already exist in Calc
  72     bool const                  bWithOpt;           // first parameter is internal
  73 };
  74
  75 class ScaFuncData final
  76 {
  77 private:
  78     OUString const          aIntName;           // internal name (get***)
  79     const char*             pUINameID;          // resource ID to UI name
  80     const char**            pDescrID;           // leads also to parameter descriptions!
  81     sal_uInt16 const        nParamCount;        // num of parameters
  82     std::vector<OUString>   aCompList;          // list of all valid names
  83     ScaCategory const       eCat;               // function category
  84     bool const              bDouble;            // name already exist in Calc
  85     bool const              bWithOpt;           // first parameter is internal
  86
  87 public:
  88     ScaFuncData(const ScaFuncDataBase& rBaseData);
  89     ~ScaFuncData();
  90
  91     const char*          GetUINameID() const     { return pUINameID; }
  92     const char**         GetDescrID() const      { return pDescrID; }
  93     ScaCategory          GetCategory() const     { return eCat; }
  94     bool                 IsDouble() const        { return bDouble; }
  95
  96     sal_uInt16                  GetStrIndex( sal_uInt16 nParam ) const;
  97     bool                 Is( const OUString& rCompare ) const
  98                                                     { return aIntName == rCompare; }
  99
 100     const std::vector<OUString>& GetCompNameList() const { return aCompList; }
 101 };
 102
 103
 104 typedef std::vector<ScaFuncData> ScaFuncDataList;
 105
 106 void InitScaFuncDataList(ScaFuncDataList& rMap);
 107
 108 // Predicate for use with std::find_if
 109 struct FindScaFuncData
 110 {
 111     const OUString& m_rId;
 112     explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {}
 113     bool operator() ( ScaFuncData const & rCandidate ) const { return rCandidate.Is(m_rId); }
 114 };
 115
 116 } // namespace pricing
 117 } // namespace sca
 118
 119
 120 css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
 121     const css::uno::Reference< css::lang::XMultiServiceFactory >& );
 122
 123
 124 // AddIn class for pricing functions
 125
 126 class ScaPricingAddIn : public ::cppu::WeakImplHelper<
 127                                 css::sheet::XAddIn,
 128                                 css::sheet::XCompatibilityNames,
 129                                 css::sheet::addin::XPricingFunctions,
 130                                 css::lang::XServiceName,
 131                                 css::lang::XServiceInfo >
 132 {
 133 private:
 134     css::lang::Locale  aFuncLoc;
 135     std::unique_ptr<css::lang::Locale[]> pDefLocales;
 136     std::locale        aResLocale;
 137     std::unique_ptr<sca::pricing::ScaFuncDataList> pFuncDataList;
 138
 139
 140     void                        InitDefLocales();
 141     const css::lang::Locale& GetLocale( sal_uInt32 nIndex );
 142     void                        InitData();
 143
 144     /// @throws css::uno::RuntimeException
 145     OUString             GetFuncDescrStr(const char** pResId, sal_uInt16 nStrIndex);
 146
 147 public:
 148                                 ScaPricingAddIn();
 149     virtual                     ~ScaPricingAddIn() override;
 150
 151     OUString ScaResId(const char* pResId);
 152
 153     static OUString      getImplementationName_Static();
 154     static css::uno::Sequence< OUString > getSupportedServiceNames_Static();
 155
 156                                 // XAddIn
 157     virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) override;
 158     virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) override;
 159     virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) override;
 160     virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
 161     virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
 162     virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) override;
 163     virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) override;
 164
 165                                 // XCompatibilityNames
 166     virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) override;
 167
 168                                 // XLocalizable
 169     virtual void SAL_CALL       setLocale( const css::lang::Locale& eLocale ) override;
 170     virtual css::lang::Locale SAL_CALL getLocale() override;
 171
 172                                 // XServiceName
 173     virtual OUString SAL_CALL getServiceName() override;
 174
 175                                 // XServiceInfo
 176     virtual OUString SAL_CALL getImplementationName() override;
 177     virtual sal_Bool SAL_CALL   supportsService( const OUString& ServiceName ) override;
 178     virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() override;
 179
 180
 181     //  methods from own interfaces start here
 182
 183
 184     virtual double SAL_CALL getOptBarrier( double spot, double vol,
 185             double r, double rf, double T, double strike,
 186             double barrier_low, double barrier_up, double rebate,
 187             const OUString& put_call, const OUString& in_out,
 188             const OUString& continuous, const css::uno::Any& greek ) override;
 189
 190    virtual double SAL_CALL getOptTouch( double spot, double vol,
 191             double r, double rf, double T,
 192             double barrier_low, double barrier_up,
 193             const OUString& for_dom, const OUString& in_out,
 194             const OUString& barriercont, const css::uno::Any& greekstr ) override;
 195
 196    virtual double SAL_CALL getOptProbHit( double spot, double vol,
 197             double mu, double T,
 198             double barrier_low, double barrier_up ) override;
 199
 200    virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
 201             double mu, double T,
 202             double barrier_low, double barrier_up,
 203             const css::uno::Any& strikeval, const css::uno::Any& put_call ) override;
 204
 205 };
 206
 207
 208 #endif
 209
 210 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */