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-rw-r--r-- | scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl | 82 |
1 files changed, 82 insertions, 0 deletions
diff --git a/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl new file mode 100644 index 000000000..1b0dab5a3 --- /dev/null +++ b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl @@ -0,0 +1,82 @@ +/* -*- 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: */ |