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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/inc/pricing.hrc
parentInitial commit. (diff)
downloadlibreoffice-ed5640d8b587fbcfed7dd7967f3de04b37a76f26.tar.xz
libreoffice-ed5640d8b587fbcfed7dd7967f3de04b37a76f26.zip
Adding upstream version 4:7.4.7.upstream/4%7.4.7upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
Diffstat (limited to 'scaddins/inc/pricing.hrc')
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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 .
+ */
+
+#pragma once
+
+#include <unotools/resmgr.hxx>
+
+#define NC_(Context, String) TranslateId(Context, reinterpret_cast<char const *>(u8##String))
+
+// function and parameter description
+const TranslateId PRICING_FUNCDESC_OptBarrier[] =
+{
+ NC_("PRICING_FUNCDESC_OptBarrier", "Pricing of a barrier option"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Spot"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Price/value of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Volatility"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Annual volatility of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Rate"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Interest rate (continuously compounded)"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Foreign rate"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Foreign interest rate (continuously compounded)"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Maturity"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Time to maturity of the option in years"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Strike"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Strike level of the option"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Lower barrier"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Lower barrier (set to 0 for no lower barrier)"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Upper barrier"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Upper barrier (set to 0 for no upper barrier)"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Rebate"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Amount of money paid at maturity if barrier was hit"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Put/Call"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "String to define if the option is a (p)ut or a (c)all"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Knock-In/Out"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "String to define if the option is of type knock-(i)n or knock-(o)ut"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Barrier type"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "Greek"),
+ NC_("PRICING_FUNCDESC_OptBarrier", "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)")
+};
+
+const TranslateId PRICING_FUNCDESC_OptTouch[] =
+{
+ NC_("PRICING_FUNCDESC_OptTouch", "Pricing of a touch/no-touch option"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Spot"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Price/value of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Volatility"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Annual volatility of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Rate"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Interest rate (continuously compounded)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Foreign rate"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Foreign interest rate (continuously compounded)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Maturity"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Time to maturity of the option in years"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Lower barrier"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Lower barrier (set to 0 for no lower barrier)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Upper barrier"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Upper barrier (set to 0 for no upper barrier)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Foreign/Domestic"),
+ NC_("PRICING_FUNCDESC_OptTouch", "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Knock-In/Out"),
+ NC_("PRICING_FUNCDESC_OptTouch", "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Barrier type"),
+ NC_("PRICING_FUNCDESC_OptTouch", "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"),
+ NC_("PRICING_FUNCDESC_OptTouch", "Greek"),
+ NC_("PRICING_FUNCDESC_OptTouch", "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)")
+};
+
+const TranslateId PRICING_FUNCDESC_OptProbHit[] =
+{
+ NC_("PRICING_FUNCDESC_OptProbHit", "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Spot"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Price/value S of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Volatility"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Annual volatility of the underlying asset"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Drift"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Parameter mu in dS/S = mu dt + vol dW"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Maturity"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Time to maturity"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Lower barrier"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Lower barrier (set to 0 for no lower barrier)"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Upper barrier"),
+ NC_("PRICING_FUNCDESC_OptProbHit", "Upper barrier (set to 0 for no upper barrier)")
+};
+
+const TranslateId PRICING_FUNCDESC_OptProbInMoney[] =
+{
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "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, PutCall) are specified, the probability of S_T in [Strike, UpperBarrier] for a Call and S_T in [LowerBarrier, Strike] for a Put will be returned)"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Spot"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Price/value of the asset"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Volatility"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Annual volatility of the asset"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Drift"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Parameter mu from dS/S = mu dt + vol dW"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Maturity"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Time to maturity in years"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Lower barrier"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Lower barrier (set to 0 for no lower barrier)"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Upper barrier"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Upper barrier (set to 0 for no upper barrier)"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Strike"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Optional strike level"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Put/Call"),
+ NC_("PRICING_FUNCDESC_OptProbInMoney", "Optional (p)ut/(c)all indicator")
+};
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */