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