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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 09:06:44 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-04-07 09:06:44 +0000
commited5640d8b587fbcfed7dd7967f3de04b37a76f26 (patch)
tree7a5f7c6c9d02226d7471cb3cc8fbbf631b415303 /scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
parentInitial commit. (diff)
downloadlibreoffice-upstream/4%7.4.7.tar.xz
libreoffice-upstream/4%7.4.7.zip
Adding upstream version 4:7.4.7.upstream/4%7.4.7upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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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 .
+ */
+
+#ifndef com_sun_star_sheet_addin_XPricingFunctions_idl
+#define com_sun_star_sheet_addin_XPricingFunctions_idl
+
+#include <com/sun/star/uno/XInterface.idl>
+#include <com/sun/star/beans/XPropertySet.idl>
+
+module com
+{
+module sun
+{
+module star
+{
+module sheet
+{
+module addin
+{
+ /**
+ * Interface with pricing functions.
+ */
+ interface XPricingFunctions : com::sun::star::uno::XInterface
+ {
+ /// OPT_BARRIER(), pricing of a barrier option.
+ double getOptBarrier( [in] double spot, [in] double vol,
+ [in] double rate, [in] double rateForeign,
+ [in] double maturity, [in] double strike,
+ [in] double barrierLow, [in] double barrierUp,
+ [in] double rebate,
+ [in] string putCall, [in] string inOut,
+ [in] string continuous, [in] any greek )
+ raises( com::sun::star::lang::IllegalArgumentException );
+
+ /// OPT_TOUCH(), pricing of a touch/no-touch option.
+ double getOptTouch( [in] double spot, [in] double vol,
+ [in] double rate, [in] double rateForeign,
+ [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp,
+ [in] string foreignDomestic, [in] string inOut,
+ [in] string continuous, [in] any greek )
+ raises( com::sun::star::lang::IllegalArgumentException );
+
+ /// OPT_PROB_HIT(), probability of hitting a barrier.
+ double getOptProbHit( [in] double spot, [in] double vol,
+ [in] double mu, [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp )
+ raises( com::sun::star::lang::IllegalArgumentException );
+
+ /// OPT_PROB_INMONEY(), probability of ending up in-the-money.
+ double getOptProbInMoney( [in] double spot, [in] double vol,
+ [in] double mu, [in] double maturity,
+ [in] double barrierLow, [in] double barrierUp,
+ [in] any strike, [in] any putCall )
+ raises( com::sun::star::lang::IllegalArgumentException );
+
+ };
+};
+};
+};
+};
+};
+
+#endif
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */