scaddins/source/pricing/pricing.hxx

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