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author | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-07 09:06:44 +0000 |
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committer | Daniel Baumann <daniel.baumann@progress-linux.org> | 2024-04-07 09:06:44 +0000 |
commit | ed5640d8b587fbcfed7dd7967f3de04b37a76f26 (patch) | |
tree | 7a5f7c6c9d02226d7471cb3cc8fbbf631b415303 /scaddins/inc/pricing.hrc | |
parent | Initial commit. (diff) | |
download | libreoffice-cb75148ebd0135178ff46f89a30139c44f8d2040.tar.xz libreoffice-cb75148ebd0135178ff46f89a30139c44f8d2040.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')
-rw-r--r-- | scaddins/inc/pricing.hrc | 123 |
1 files changed, 123 insertions, 0 deletions
diff --git a/scaddins/inc/pricing.hrc b/scaddins/inc/pricing.hrc new file mode 100644 index 000000000..bb99748e6 --- /dev/null +++ b/scaddins/inc/pricing.hrc @@ -0,0 +1,123 @@ +/* -*- 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: */ |