scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl

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  17  *   the License at http://www.apache.org/licenses/LICENSE-2.0 .
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  19
  20 #ifndef com_sun_star_sheet_addin_XPricingFunctions_idl
  21 #define com_sun_star_sheet_addin_XPricingFunctions_idl
  22
  23 #include <com/sun/star/uno/XInterface.idl>
  24 #include <com/sun/star/beans/XPropertySet.idl>
  25
  26 module com
  27 {
  28 module sun
  29 {
  30 module star
  31 {
  32 module sheet
  33 {
  34 module addin
  35 {
  36     /**
  37      * Interface with pricing functions.
  38      */
  39     interface XPricingFunctions : com::sun::star::uno::XInterface
  40     {
  41         /// OPT_BARRIER(), pricing of a barrier option.
  42         double getOptBarrier( [in] double spot, [in] double vol,
  43             [in] double rate, [in] double rateForeign,
  44             [in] double maturity, [in] double strike,
  45             [in] double barrierLow, [in] double barrierUp,
  46             [in] double rebate,
  47             [in] string putCall, [in] string inOut,
  48             [in] string continuous, [in] any greek  )
  49             raises( com::sun::star::lang::IllegalArgumentException );
  50
  51         /// OPT_TOUCH(), pricing of a touch/no-touch option.
  52         double getOptTouch( [in] double spot, [in] double vol,
  53             [in] double rate, [in] double rateForeign,
  54             [in] double maturity,
  55             [in] double barrierLow, [in] double barrierUp,
  56             [in] string foreignDomestic, [in] string inOut,
  57             [in] string continuous, [in] any greek  )
  58             raises( com::sun::star::lang::IllegalArgumentException );
  59
  60         /// OPT_PROB_HIT(), probability of hitting a barrier.
  61         double getOptProbHit( [in] double spot, [in] double vol,
  62             [in] double mu, [in] double maturity,
  63             [in] double barrierLow, [in] double barrierUp )
  64             raises( com::sun::star::lang::IllegalArgumentException );
  65
  66         /// OPT_PROB_INMONEY(), probability of ending up in-the-money.
  67         double getOptProbInMoney( [in] double spot, [in] double vol,
  68             [in] double mu, [in] double maturity,
  69             [in] double barrierLow, [in] double barrierUp,
  70             [in] any strike, [in] any putCall )
  71             raises( com::sun::star::lang::IllegalArgumentException );
  72
  73     };
  74 };
  75 };
  76 };
  77 };
  78 };
  79
  80 #endif
  81
  82 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */