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Kaydet (Commit) 8d0dbbda authored tarafından tino's avatar tino Kaydeden (comit) Stephan Bergmann
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changed function names and variables to conform with UNO style 

Change-Id: I3de884b54083a6916a5baed4d475016aa9d4ddec
üst 4565afec
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scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
Dosyayı görüntüle @ 8d0dbbda
...@@ -38,34 +38,36 @@ module addin ...@@ -38,34 +38,36 @@ module addin
*/ */
interface XPricingFunctions : com::sun::star::uno::XInterface interface XPricingFunctions : com::sun::star::uno::XInterface
{ {
/// opt_barrier() /// OPT_BARRIER(), pricing of a barrier option.
double getOpt_barrier( [in] double spot, [in] double vol, double getOptBarrier( [in] double spot, [in] double vol,
[in] double r, [in] double rf, [in] double T, [in] double strike, [in] double rate, [in] double rateForeign,
[in] double barrier_low, [in] double barrier_up, [in] double maturity, [in] double strike,
[in] double barrierLow, [in] double barrierUp,
[in] double rebate, [in] double rebate,
[in] string put_call, [in] string in_out, [in] string putCall, [in] string inOut,
[in] string continuous, [in] any greek ) [in] string continuous, [in] any greek )
raises( com::sun::star::lang::IllegalArgumentException ); raises( com::sun::star::lang::IllegalArgumentException );
/// opt_touch() /// OPT_TOUCH(), pricing of a touch/no-touch option.
double getOpt_touch( [in] double spot, [in] double vol, double getOptTouch( [in] double spot, [in] double vol,
[in] double r, [in] double rf, [in] double T, [in] double rate, [in] double rateForeign,
[in] double barrier_low, [in] double barrier_up, [in] double maturity,
[in] string for_dom, [in] string in_out, [in] double barrierLow, [in] double barrierUp,
[in] string foreignDomestic, [in] string inOut,
[in] string continuous, [in] any greek ) [in] string continuous, [in] any greek )
raises( com::sun::star::lang::IllegalArgumentException ); raises( com::sun::star::lang::IllegalArgumentException );
/// opt_prob_hit() /// OPT_PROB_HIT(), probability of hitting a barrier.
double getOpt_prob_hit( [in] double spot, [in] double vol, double getOptProbHit( [in] double spot, [in] double vol,
[in] double mu, [in] double T, [in] double mu, [in] double maturity,
[in] double barrier_low, [in] double barrier_up ) [in] double barrierLow, [in] double barrierUp )
raises( com::sun::star::lang::IllegalArgumentException ); raises( com::sun::star::lang::IllegalArgumentException );
/// opt_prob_inmoney() /// OPT_PROB_INMONEY(), probability of ending up in-the-money.
double getOpt_prob_inmoney( [in] double spot, [in] double vol, double getOptProbInMoney( [in] double spot, [in] double vol,
[in] double mu, [in] double T, [in] double mu, [in] double maturity,
[in] double barrier_low, [in] double barrier_up, [in] double barrierLow, [in] double barrierUp,
[in] any strike, [in] any put_call ) [in] any strike, [in] any putCall )
raises( com::sun::star::lang::IllegalArgumentException ); raises( com::sun::star::lang::IllegalArgumentException );
}; };
......
scaddins/source/pricing/pricing.cxx
Dosyayı görüntüle @ 8d0dbbda
...@@ -110,10 +110,10 @@ ScaResId::ScaResId( sal_uInt16 nId, ResMgr& rResMgr ) : ...@@ -110,10 +110,10 @@ ScaResId::ScaResId( sal_uInt16 nId, ResMgr& rResMgr ) :
const ScaFuncDataBase pFuncDataArr[] = const ScaFuncDataBase pFuncDataArr[] =
{ {
FUNCDATA( Opt_barrier, 13, ScaCat_Finance, UNIQUE, STDPAR), FUNCDATA( OptBarrier, 13, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_touch, 11, ScaCat_Finance, UNIQUE, STDPAR), FUNCDATA( OptTouch, 11, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_prob_hit, 6, ScaCat_Finance, UNIQUE, STDPAR), FUNCDATA( OptProbHit, 6, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_prob_inmoney, 8, ScaCat_Finance, UNIQUE, STDPAR) FUNCDATA( OptProbInMoney, 8, ScaCat_Finance, UNIQUE, STDPAR)
}; };
#undef FUNCDATA #undef FUNCDATA
...@@ -645,7 +645,7 @@ bool getinput_greek(bs::types::Greeks& greek, const ANY& anyval) { ...@@ -645,7 +645,7 @@ bool getinput_greek(bs::types::Greeks& greek, const ANY& anyval) {
// OPT_BARRIER(...) // OPT_BARRIER(...)
double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol, double SAL_CALL ScaPricingAddIn::getOptBarrier( double spot, double vol,
double r, double rf, double T, double strike, double r, double rf, double T, double strike,
double barrier_low, double barrier_up, double rebate, double barrier_low, double barrier_up, double rebate,
const STRING& put_call, const STRING& in_out, const STRING& put_call, const STRING& in_out,
...@@ -671,7 +671,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol, ...@@ -671,7 +671,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol,
} }
// OPT_TOUCH(...) // OPT_TOUCH(...)
double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol, double SAL_CALL ScaPricingAddIn::getOptTouch( double spot, double vol,
double r, double rf, double T, double r, double rf, double T,
double barrier_low, double barrier_up, double barrier_low, double barrier_up,
const STRING& for_dom, const STRING& in_out, const STRING& for_dom, const STRING& in_out,
...@@ -697,7 +697,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol, ...@@ -697,7 +697,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol,
} }
// OPT_PRB_HIT(...) // OPT_PRB_HIT(...)
double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol, double SAL_CALL ScaPricingAddIn::getOptProbHit( double spot, double vol,
double mu, double T, double mu, double T,
double barrier_low, double barrier_up ) THROWDEF_RTE_IAE double barrier_low, double barrier_up ) THROWDEF_RTE_IAE
{ {
...@@ -711,13 +711,13 @@ double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol, ...@@ -711,13 +711,13 @@ double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol,
RETURN_FINITE( fRet ); RETURN_FINITE( fRet );
} }
// OPT_PRB_INMONEY(...) // OPT_PROB_INMONEY(...)
double SAL_CALL ScaPricingAddIn::getOpt_prob_inmoney( double spot, double vol, double SAL_CALL ScaPricingAddIn::getOptProbInMoney( double spot, double vol,
double mu, double T, double mu, double T,
double barrier_low, double barrier_up, double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE
{ {
bs::types::PutCall pc; bs::types::PutCall pc=bs::types::Call;
double K; double K;
// read and check input values // read and check input values
......
scaddins/source/pricing/pricing.hrc
Dosyayı görüntüle @ 8d0dbbda
...@@ -22,33 +22,33 @@ ...@@ -22,33 +22,33 @@
#define PRICING_RESOURCE_START 1000 #define PRICING_RESOURCE_START 1000
#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START #define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START
#define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000) #define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000)
#define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000) #define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000)
#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1) #define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
#define PRICING_FUNCDESC_Opt_barrier (PRICING_FUNCDESC_START) #define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START)
#define PRICING_FUNCDESC_Opt_touch (PRICING_FUNCDESC_START+1) #define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1)
#define PRICING_FUNCDESC_Opt_prob_hit (PRICING_FUNCDESC_START+2) #define PRICING_FUNCDESC_OptProbHit (PRICING_FUNCDESC_START+2)
#define PRICING_FUNCDESC_Opt_prob_inmoney (PRICING_FUNCDESC_START+3) #define PRICING_FUNCDESC_OptProbInMoney (PRICING_FUNCDESC_START+3)
#define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1) #define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1)
#define PRICING_FUNCNAME_Opt_barrier (PRICING_FUNCNAME_START) #define PRICING_FUNCNAME_OptBarrier (PRICING_FUNCNAME_START)
#define PRICING_FUNCNAME_Opt_touch (PRICING_FUNCNAME_START+1) #define PRICING_FUNCNAME_OptTouch (PRICING_FUNCNAME_START+1)
#define PRICING_FUNCNAME_Opt_prob_hit (PRICING_FUNCNAME_START+2) #define PRICING_FUNCNAME_OptProbHit (PRICING_FUNCNAME_START+2)
#define PRICING_FUNCNAME_Opt_prob_inmoney (PRICING_FUNCNAME_START+3) #define PRICING_FUNCNAME_OptProbInMoney (PRICING_FUNCNAME_START+3)
#define PRICING_DEFFUNCNAME_START (RID_PRICING_DEFFUNCTION_NAMES+1) #define PRICING_DEFFUNCNAME_START (RID_PRICING_DEFFUNCTION_NAMES+1)
#define PRICING_DEFFUNCNAME_Opt_barrier (PRICING_DEFFUNCNAME_START) #define PRICING_DEFFUNCNAME_OptBarrier (PRICING_DEFFUNCNAME_START)
#define PRICING_DEFFUNCNAME_Opt_touch (PRICING_DEFFUNCNAME_START+1) #define PRICING_DEFFUNCNAME_OptTouch (PRICING_DEFFUNCNAME_START+1)
#define PRICING_DEFFUNCNAME_Opt_prob_hit (PRICING_DEFFUNCNAME_START+2) #define PRICING_DEFFUNCNAME_OptProbHit (PRICING_DEFFUNCNAME_START+2)
#define PRICING_DEFFUNCNAME_Opt_prob_inmoney (PRICING_DEFFUNCNAME_START+3) #define PRICING_DEFFUNCNAME_OptProbInMoney (PRICING_DEFFUNCNAME_START+3)
#endif #endif
scaddins/source/pricing/pricing.hxx
Dosyayı görüntüle @ 8d0dbbda
...@@ -389,23 +389,23 @@ public: ...@@ -389,23 +389,23 @@ public:
// methods from own interfaces start here // methods from own interfaces start here
// ---------------------------------------- // ----------------------------------------
virtual double SAL_CALL getOpt_barrier( double spot, double vol, virtual double SAL_CALL getOptBarrier( double spot, double vol,
double r, double rf, double T, double strike, double r, double rf, double T, double strike,
double barrier_low, double barrier_up, double rebate, double barrier_low, double barrier_up, double rebate,
const STRING& put_call, const STRING& in_out, const STRING& put_call, const STRING& in_out,
const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE; const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_touch( double spot, double vol, virtual double SAL_CALL getOptTouch( double spot, double vol,
double r, double rf, double T, double r, double rf, double T,
double barrier_low, double barrier_up, double barrier_low, double barrier_up,
const STRING& for_dom, const STRING& in_out, const STRING& for_dom, const STRING& in_out,
const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE; const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_prob_hit( double spot, double vol, virtual double SAL_CALL getOptProbHit( double spot, double vol,
double mu, double T, double mu, double T,
double barrier_low, double barrier_up ) THROWDEF_RTE_IAE; double barrier_low, double barrier_up ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_prob_inmoney( double spot, double vol, virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
double mu, double T, double mu, double T,
double barrier_low, double barrier_up, double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE; const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE;
......
scaddins/source/pricing/pricing.src
Dosyayı görüntüle @ 8d0dbbda
...@@ -23,7 +23,7 @@ ...@@ -23,7 +23,7 @@
// function and parameter description // function and parameter description
Resource RID_PRICING_FUNCTION_DESCRIPTIONS Resource RID_PRICING_FUNCTION_DESCRIPTIONS
{ {
Resource PRICING_FUNCDESC_Opt_barrier Resource PRICING_FUNCDESC_OptBarrier
{ {
String 1 // description String 1 // description
{ {
...@@ -150,7 +150,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS ...@@ -150,7 +150,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
Resource PRICING_FUNCDESC_Opt_touch Resource PRICING_FUNCDESC_OptTouch
{ {
String 1 // description String 1 // description
{ {
...@@ -258,7 +258,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS ...@@ -258,7 +258,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
}; };
Resource PRICING_FUNCDESC_Opt_prob_hit Resource PRICING_FUNCDESC_OptProbHit
{ {
String 1 // description String 1 // description
{ {
...@@ -321,7 +321,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS ...@@ -321,7 +321,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
}; };
Resource PRICING_FUNCDESC_Opt_prob_inmoney Resource PRICING_FUNCDESC_OptProbInMoney
{ {
String 1 // description String 1 // description
{ {
...@@ -410,19 +410,19 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS ...@@ -410,19 +410,19 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
// function names as accessible from cells // function names as accessible from cells
Resource RID_PRICING_FUNCTION_NAMES Resource RID_PRICING_FUNCTION_NAMES
{ {
String PRICING_FUNCNAME_Opt_barrier String PRICING_FUNCNAME_OptBarrier
{ {
Text [ en-US ] = "OPT_BARRIER"; Text [ en-US ] = "OPT_BARRIER";
}; };
String PRICING_FUNCNAME_Opt_touch String PRICING_FUNCNAME_OptTouch
{ {
Text [ en-US ] = "OPT_TOUCH"; Text [ en-US ] = "OPT_TOUCH";
}; };
String PRICING_FUNCNAME_Opt_prob_hit String PRICING_FUNCNAME_OptProbHit
{ {
Text [ en-US ] = "OPT_PROB_HIT"; Text [ en-US ] = "OPT_PROB_HIT";
}; };
String PRICING_FUNCNAME_Opt_prob_inmoney String PRICING_FUNCNAME_OptProbInMoney
{ {
Text [ en-US ] = "OPT_PROB_INMONEY"; Text [ en-US ] = "OPT_PROB_INMONEY";
}; };
......
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