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

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