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Diffstat (limited to 'scaddins/source/pricing/pricing.hxx')
| -rw-r--r-- | scaddins/source/pricing/pricing.hxx | 198 |
1 files changed, 198 insertions, 0 deletions
diff --git a/scaddins/source/pricing/pricing.hxx b/scaddins/source/pricing/pricing.hxx new file mode 100644 index 000000000..6c6ad7d1d --- /dev/null +++ b/scaddins/source/pricing/pricing.hxx @@ -0,0 +1,198 @@ +/* -*- 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 + +#pragma once + + +#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> +#include <unotools/resmgr.hxx> + +namespace com::sun::star::lang { class XMultiServiceFactory; } + +#define RETURN_FINITE(d) if( !std::isfinite( d ) ) throw css::lang::IllegalArgumentException(); return d; + + +namespace sca::pricing { + +enum class ScaCategory +{ + DateTime, + Text, + Finance, + Inf, + Math, + Tech +}; + +struct ScaFuncDataBase +{ + const char* pIntName; // internal name (get***) + TranslateId pUINameID; // resource ID to UI name + const TranslateId* 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 + // English function name. + // 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***) + TranslateId pUINameID; // resource ID to UI name + const TranslateId* 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 TranslateId& GetUINameID() const { return pUINameID; } + const TranslateId* GetDescrID() const { return pDescrID; } + ScaCategory GetCategory() const { return eCat; } + bool IsDouble() const { return bDouble; } + + sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const; + bool Is( std::u16string_view 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 sca::pricing + + +// 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 TranslateId* pResId, sal_uInt16 nStrIndex); + +public: + ScaPricingAddIn(); + virtual ~ScaPricingAddIn() override; + + OUString ScaResId(TranslateId aResId); + + // 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; + +}; + + +/* vim:set shiftwidth=4 softtabstop=4 expandtab: */ |