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/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
* This file is part of the LibreOffice project.
*
* This Source Code Form is subject to the terms of the Mozilla Public
* License, v. 2.0. If a copy of the MPL was not distributed with this
* file, You can obtain one at http://mozilla.org/MPL/2.0/.
*
* This file incorporates work covered by the following license notice:
*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed
* with this work for additional information regarding copyright
* ownership. The ASF licenses this file to you under the Apache
* License, Version 2.0 (the "License"); you may not use this file
* except in compliance with the License. You may obtain a copy of
* the License at http://www.apache.org/licenses/LICENSE-2.0 .
*/
// option pricing functions add in
// most parts of this files are technical UNO details which are
// all copied from ../datefunc/datefunc.hxx
// to avoid having to rename all classes to do with UNO
// technicalities we use our own namespace
#ifndef INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX
#define INCLUDED_SCADDINS_SOURCE_PRICING_PRICING_HXX
#include <vector>
#include <memory>
#include <com/sun/star/lang/XServiceName.hpp>
#include <com/sun/star/lang/XServiceInfo.hpp>
#include <com/sun/star/sheet/XAddIn.hpp>
#include <com/sun/star/sheet/XCompatibilityNames.hpp>
#include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
#include <cppuhelper/implbase.hxx>
namespace com::sun::star::lang { class XMultiServiceFactory; }
#define RETURN_FINITE(d) if( !std::isfinite( d ) ) throw css::lang::IllegalArgumentException(); return d;
namespace sca {
namespace pricing {
enum class ScaCategory
{
DateTime,
Text,
Finance,
Inf,
Math,
Tech
};
struct ScaFuncDataBase
{
const char* pIntName; // internal name (get***)
const char* pUINameID; // resource ID to UI name
const char** pDescrID; // resource ID to description, parameter names and ~ description
// pCompName was originally meant to be able to load Excel documents that for
// some time were stored with localized function names.
// This is not relevant to this add-in, so we only supply the same
// (English) function names again.
// see also: GetExcelName() or GetCompNames() or getCompatibilityNames()
const char* pCompName;
sal_uInt16 nParamCount; // number of named / described parameters
ScaCategory eCat; // function category
bool bDouble; // name already exist in Calc
bool bWithOpt; // first parameter is internal
};
class ScaFuncData final
{
private:
OUString aIntName; // internal name (get***)
const char* pUINameID; // resource ID to UI name
const char** pDescrID; // leads also to parameter descriptions!
sal_uInt16 nParamCount; // num of parameters
std::vector<OUString> aCompList; // list of all valid names
ScaCategory eCat; // function category
bool bDouble; // name already exist in Calc
bool bWithOpt; // first parameter is internal
public:
ScaFuncData(const ScaFuncDataBase& rBaseData);
const char* GetUINameID() const { return pUINameID; }
const char** GetDescrID() const { return pDescrID; }
ScaCategory GetCategory() const { return eCat; }
bool IsDouble() const { return bDouble; }
sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const;
bool Is( const OUString& rCompare ) const
{ return aIntName == rCompare; }
const std::vector<OUString>& GetCompNameList() const { return aCompList; }
};
typedef std::vector<ScaFuncData> ScaFuncDataList;
void InitScaFuncDataList(ScaFuncDataList& rMap);
// Predicate for use with std::find_if
struct FindScaFuncData
{
const OUString& m_rId;
explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {}
bool operator() ( ScaFuncData const & rCandidate ) const { return rCandidate.Is(m_rId); }
};
} // namespace pricing
} // namespace sca
css::uno::Reference< css::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
const css::uno::Reference< css::lang::XMultiServiceFactory >& );
// AddIn class for pricing functions
class ScaPricingAddIn : public ::cppu::WeakImplHelper<
css::sheet::XAddIn,
css::sheet::XCompatibilityNames,
css::sheet::addin::XPricingFunctions,
css::lang::XServiceName,
css::lang::XServiceInfo >
{
private:
css::lang::Locale aFuncLoc;
std::unique_ptr<css::lang::Locale[]> pDefLocales;
std::locale aResLocale;
std::unique_ptr<sca::pricing::ScaFuncDataList> pFuncDataList;
void InitDefLocales();
const css::lang::Locale& GetLocale( sal_uInt32 nIndex );
void InitData();
/// @throws css::uno::RuntimeException
OUString GetFuncDescrStr(const char** pResId, sal_uInt16 nStrIndex);
public:
ScaPricingAddIn();
virtual ~ScaPricingAddIn() override;
OUString ScaResId(const char* pResId);
static OUString getImplementationName_Static();
static css::uno::Sequence< OUString > getSupportedServiceNames_Static();
// XAddIn
virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) override;
virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) override;
virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) override;
virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) override;
virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) override;
// XCompatibilityNames
virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) override;
// XLocalizable
virtual void SAL_CALL setLocale( const css::lang::Locale& eLocale ) override;
virtual css::lang::Locale SAL_CALL getLocale() override;
// XServiceName
virtual OUString SAL_CALL getServiceName() override;
// XServiceInfo
virtual OUString SAL_CALL getImplementationName() override;
virtual sal_Bool SAL_CALL supportsService( const OUString& ServiceName ) override;
virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() override;
// methods from own interfaces start here
virtual double SAL_CALL getOptBarrier( double spot, double vol,
double r, double rf, double T, double strike,
double barrier_low, double barrier_up, double rebate,
const OUString& put_call, const OUString& in_out,
const OUString& continuous, const css::uno::Any& greek ) override;
virtual double SAL_CALL getOptTouch( double spot, double vol,
double r, double rf, double T,
double barrier_low, double barrier_up,
const OUString& for_dom, const OUString& in_out,
const OUString& barriercont, const css::uno::Any& greekstr ) override;
virtual double SAL_CALL getOptProbHit( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up ) override;
virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up,
const css::uno::Any& strikeval, const css::uno::Any& put_call ) override;
};
#endif
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