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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: */
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