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Kaydet (Commit) a906102e authored tarafından Caolán McNamara's avatar Caolán McNamara
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unwind RID_PRICING_FUNCTION_DESCRIPTIONS local resource 

Change-Id: Ib171e111c330241fb93edf1f2f39933eadc4adea
üst b1f7c093
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scaddins/source/pricing/pricing.cxx
Dosyayı görüntüle @ a906102e
...@@ -215,14 +215,11 @@ OUString ScaPricingAddIn::GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrInd ...@@ -215,14 +215,11 @@ OUString ScaPricingAddIn::GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrInd
{ {
OUString aRet; OUString aRet;
ScaResPublisher aResPubl( ScaResId( RID_PRICING_FUNCTION_DESCRIPTIONS, GetResMgr() ) );
ScaResId aResId( nResId, GetResMgr() ); ScaResId aResId( nResId, GetResMgr() );
aResId.SetRT( RSC_RESOURCE ); aResId.SetRT( RSC_RESOURCE );
if( aResPubl.IsAvailableRes( aResId ) ) ScaFuncRes aSubRes( aResId, GetResMgr(), nStrIndex, aRet );
ScaFuncRes aSubRes( aResId, GetResMgr(), nStrIndex, aRet );
aResPubl.FreeResource();
return aRet; return aRet;
} }
......
scaddins/source/pricing/pricing.hrc
Dosyayı görüntüle @ a906102e
...@@ -22,9 +22,7 @@ ...@@ -22,9 +22,7 @@
#define PRICING_RESOURCE_START 1000 #define PRICING_RESOURCE_START 1000
#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START #define PRICING_FUNCDESC_START PRICING_RESOURCE_START
#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
#define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START) #define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START)
#define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1) #define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1)
......
scaddins/source/pricing/pricing.hxx
Dosyayı görüntüle @ a906102e
...@@ -53,15 +53,6 @@ public: ...@@ -53,15 +53,6 @@ public:
ScaResId( sal_uInt16 nResId, ResMgr& rResMgr ); ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
}; };
class ScaResPublisher : public Resource
{
public:
explicit ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {}
using Resource::IsAvailableRes;
using Resource::FreeResource;
};
class ScaFuncRes : public Resource class ScaFuncRes : public Resource
{ {
public: public:
......
scaddins/source/pricing/pricing.src
Dosyayı görüntüle @ a906102e
...@@ -20,382 +20,378 @@ ...@@ -20,382 +20,378 @@
#include "pricing.hrc" #include "pricing.hrc"
// function and parameter description // function and parameter description
Resource RID_PRICING_FUNCTION_DESCRIPTIONS Resource PRICING_FUNCDESC_OptBarrier
{ {
Resource PRICING_FUNCDESC_OptBarrier String 1 // description
{ {
String 1 // description Text [ en-US ] = "Pricing of a barrier option";
{ };
Text [ en-US ] = "Pricing of a barrier option";
}; String 2 // name of parameter 1
{
String 2 // name of parameter 1 Text [ en-US ] = "spot";
{ };
Text [ en-US ] = "spot"; String 3 // description of parameter 1
}; {
String 3 // description of parameter 1 Text [ en-US ] = "Price/value of the underlying asset";
{ };
Text [ en-US ] = "Price/value of the underlying asset";
}; String 4 // name of parameter 2
{
String 4 // name of parameter 2 Text [ en-US ] = "vol";
{ };
Text [ en-US ] = "vol"; String 5 // description of parameter 2
}; {
String 5 // description of parameter 2 Text [ en-US ] = "Annual volatility of the underlying asset";
{ };
Text [ en-US ] = "Annual volatility of the underlying asset";
}; String 6 // name of parameter 3
{
String 6 // name of parameter 3 Text [ en-US ] = "r";
{ };
Text [ en-US ] = "r"; String 7 // description of parameter 3
}; {
String 7 // description of parameter 3 Text [ en-US ] = "Interest rate (continuously compounded)";
{ };
Text [ en-US ] = "Interest rate (continuously compounded)";
}; String 8 // name of parameter 4
{
String 8 // name of parameter 4 Text [ en-US ] = "rf";
{ };
Text [ en-US ] = "rf"; String 9 // description of parameter 4
}; {
String 9 // description of parameter 4 Text [ en-US ] = "Foreign interest rate (continuously compounded)";
{ };
Text [ en-US ] = "Foreign interest rate (continuously compounded)";
}; String 10 // name of parameter 5
{
String 10 // name of parameter 5 Text [ en-US ] = "T";
{ };
Text [ en-US ] = "T"; String 11 // description of parameter 5
}; {
String 11 // description of parameter 5 Text [ en-US ] = "Time to maturity of the option in years";
{
Text [ en-US ] = "Time to maturity of the option in years";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "strike";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Strike level of the option";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_low";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "barrier_up";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 18 // name of parameter 8
{
Text [ en-US ] = "rebate";
};
String 19 // description of parameter 8
{
Text [ en-US ] = "Amount of money paid at maturity if barrier was hit";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "put/call";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define if the option is a (p)ut or a (c)all";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "knock in/out";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n or knock-(o)ut";
};
String 24 // name of parameter 12
{
Text [ en-US ] = "barrier_type";
};
String 25 // description of parameter 12
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 26 // name of parameter 13
{
Text [ en-US ] = "greek";
};
String 27 // description of parameter 13
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
Resource PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
Text [ en-US ] = "Pricing of a touch/no-touch option";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "r";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Interest rate (continuously compounded)";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "rf";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Foreign interest rate (continuously compounded)";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "T";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Time to maturity of the option in years";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_low";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_up";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "foreign/domestic";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)";
};
String 18 // name of parameter 9
{
Text [ en-US ] = "knock in/out";
};
String 19 // description of parameter 9
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "barrier_type";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "greek";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
Resource PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value S of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu in dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
};
Resource PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu from dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity in years";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "put/call";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Optional (p)ut/(c)all indicator";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "strike";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Optional strike level";
};
}; };
String 12 // name of parameter 6
{
Text [ en-US ] = "strike";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Strike level of the option";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_low";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "barrier_up";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 18 // name of parameter 8
{
Text [ en-US ] = "rebate";
};
String 19 // description of parameter 8
{
Text [ en-US ] = "Amount of money paid at maturity if barrier was hit";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "put/call";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define if the option is a (p)ut or a (c)all";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "knock in/out";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n or knock-(o)ut";
};
String 24 // name of parameter 12
{
Text [ en-US ] = "barrier_type";
};
String 25 // description of parameter 12
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 26 // name of parameter 13
{
Text [ en-US ] = "greek";
};
String 27 // description of parameter 13
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
Resource PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
Text [ en-US ] = "Pricing of a touch/no-touch option";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "r";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Interest rate (continuously compounded)";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "rf";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Foreign interest rate (continuously compounded)";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "T";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Time to maturity of the option in years";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_low";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_up";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "foreign/domestic";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)";
};
String 18 // name of parameter 9
{
Text [ en-US ] = "knock in/out";
};
String 19 // description of parameter 9
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "barrier_type";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "greek";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
Resource PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value S of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu in dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
};
Resource PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu from dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity in years";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "put/call";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Optional (p)ut/(c)all indicator";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "strike";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Optional strike level";
};
}; };
// function names as accessible from cells // function names as accessible from cells
......
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