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1 : /* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 : /*
3 : * This file is part of the LibreOffice project.
4 : *
5 : * This Source Code Form is subject to the terms of the Mozilla Public
6 : * License, v. 2.0. If a copy of the MPL was not distributed with this
7 : * file, You can obtain one at http://mozilla.org/MPL/2.0/.
8 : *
9 : * This file incorporates work covered by the following license notice:
10 : *
11 : * Licensed to the Apache Software Foundation (ASF) under one or more
12 : * contributor license agreements. See the NOTICE file distributed
13 : * with this work for additional information regarding copyright
14 : * ownership. The ASF licenses this file to you under the Apache
15 : * License, Version 2.0 (the "License"); you may not use this file
16 : * except in compliance with the License. You may obtain a copy of
17 : * the License at http://www.apache.org/licenses/LICENSE-2.0 .
18 : */
19 :
20 : //------------------------------------------------------------------
21 : //
22 : // option pricing functions add in
23 : //
24 : // most parts of this files are technical UNO details which are
25 : // all copied from ../datefunc/datefunc.hxx
26 : // to avoid having to rename all classes to do with UNO
27 : // technicalities we use our own namespace
28 : //
29 : //------------------------------------------------------------------
30 :
31 : #ifndef _SCA_PRICING_HXX
32 : #define _SCA_PRICING_HXX
33 :
34 :
35 : #include <string.h>
36 : #include <com/sun/star/lang/XServiceName.hpp>
37 : #include <com/sun/star/lang/XServiceInfo.hpp>
38 : #include <com/sun/star/sheet/XAddIn.hpp>
39 : #include <com/sun/star/sheet/XCompatibilityNames.hpp>
40 : #include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
41 : #include <cppuhelper/implbase5.hxx> // helper for implementations
42 : #include <tools/resid.hxx>
43 : #include <tools/rc.hxx>
44 : #include <tools/resary.hxx>
45 :
46 : #define ANY ::com::sun::star::uno::Any
47 : #define STRING ::rtl::OUString
48 : #define THROWDEF_RTE_IAE throw(::com::sun::star::uno::RuntimeException,::com::sun::star::lang::IllegalArgumentException)
49 : #define THROW_IAE throw ::com::sun::star::lang::IllegalArgumentException()
50 : #define RETURN_FINITE(d) if( ::rtl::math::isFinite( d ) ) return d; else THROW_IAE
51 :
52 :
53 :
54 : //------------------------------------------------------------------
55 :
56 : namespace sca {
57 : namespace pricing {
58 :
59 : class ScaList
60 : {
61 : private:
62 : static const sal_uInt32 nStartSize;
63 : static const sal_uInt32 nIncrSize;
64 :
65 : void** pData; // pointer array
66 : sal_uInt32 nSize; // array size
67 : sal_uInt32 nCount; // next index to be inserted at
68 : sal_uInt32 nCurr; // current pos for iterations
69 :
70 : void _Grow();
71 : inline void Grow();
72 :
73 : public:
74 : ScaList();
75 : virtual ~ScaList();
76 :
77 0 : inline sal_uInt32 Count() const { return nCount; }
78 :
79 0 : inline const void* GetObject( sal_uInt32 nIndex ) const
80 0 : { return (nIndex < nCount) ? pData[ nIndex ] : NULL; }
81 :
82 0 : inline void* First() { return nCount ? pData[ nCurr = 0 ] : NULL; }
83 0 : inline void* Next() { return (nCurr + 1 < nCount) ? pData[ ++nCurr ] : NULL; }
84 :
85 : inline void Append( void* pNew );
86 : };
87 :
88 :
89 0 : inline void ScaList::Grow()
90 : {
91 0 : if( nCount >= nSize )
92 0 : _Grow();
93 0 : }
94 :
95 0 : inline void ScaList::Append( void* pNew )
96 : {
97 0 : Grow();
98 0 : pData[ nCount++ ] = pNew;
99 0 : }
100 :
101 :
102 : //------------------------------------------------------------------
103 :
104 : class ScaStringList : protected ScaList
105 : {
106 : public:
107 0 : inline ScaStringList() : ScaList() {};
108 : virtual ~ScaStringList();
109 :
110 : using ScaList::Count;
111 :
112 : inline const ::rtl::OUString* Get( sal_uInt32 nIndex ) const;
113 :
114 : inline ::rtl::OUString* First();
115 : inline ::rtl::OUString* Next();
116 :
117 : using ScaList::Append;
118 : inline void Append( ::rtl::OUString* pNew );
119 : inline void Append( const ::rtl::OUString& rNew );
120 : };
121 :
122 :
123 0 : inline const ::rtl::OUString* ScaStringList::Get( sal_uInt32 nIndex ) const
124 : {
125 0 : return static_cast< const ::rtl::OUString* >( ScaList::GetObject( nIndex ) );
126 : }
127 :
128 0 : inline ::rtl::OUString* ScaStringList::First()
129 : {
130 0 : return static_cast< ::rtl::OUString* >( ScaList::First() );
131 : }
132 :
133 0 : inline ::rtl::OUString* ScaStringList::Next()
134 : {
135 0 : return static_cast< ::rtl::OUString* >( ScaList::Next() );
136 : }
137 :
138 : inline void ScaStringList::Append( ::rtl::OUString* pNew )
139 : {
140 : ScaList::Append( pNew );
141 : }
142 :
143 0 : inline void ScaStringList::Append( const ::rtl::OUString& rNew )
144 : {
145 0 : ScaList::Append( new ::rtl::OUString( rNew ) );
146 0 : }
147 :
148 :
149 : //------------------------------------------------------------------
150 :
151 : class ScaResId : public ResId
152 : {
153 : public:
154 : ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
155 : };
156 :
157 :
158 : //------------------------------------------------------------------
159 :
160 0 : class ScaResStringLoader : public Resource
161 : {
162 : private:
163 : String aStr;
164 :
165 : public:
166 : inline ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr );
167 :
168 0 : inline const String& GetString() const { return aStr; }
169 :
170 : };
171 :
172 :
173 0 : inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr ) :
174 : Resource( ScaResId( nResId, rResMgr ) ),
175 0 : aStr( ScaResId( nStrId, rResMgr ) )
176 : {
177 0 : FreeResource();
178 0 : }
179 :
180 :
181 : //------------------------------------------------------------------
182 :
183 0 : class ScaResStringArrLoader : public Resource
184 : {
185 : private:
186 : ResStringArray aStrArray;
187 :
188 : public:
189 : inline ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr );
190 :
191 0 : inline const ResStringArray& GetStringArray() const { return aStrArray; }
192 : };
193 :
194 :
195 :
196 0 : inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ) :
197 : Resource( ScaResId( nResId, rResMgr ) ),
198 0 : aStrArray( ScaResId( nArrayId, rResMgr ) )
199 : {
200 0 : FreeResource();
201 0 : }
202 :
203 :
204 : //------------------------------------------------------------------
205 :
206 0 : class ScaResPublisher : public Resource
207 : {
208 : public:
209 0 : inline ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {}
210 :
211 0 : inline sal_Bool IsAvailableRes( const ResId& rResId ) const
212 0 : { return Resource::IsAvailableRes( rResId ); }
213 0 : inline void FreeResource()
214 0 : { Resource::FreeResource(); }
215 : };
216 :
217 :
218 : //------------------------------------------------------------------
219 :
220 0 : class ScaFuncRes : public Resource
221 : {
222 : public:
223 : ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, ::rtl::OUString& rRet );
224 : };
225 :
226 :
227 : //------------------------------------------------------------------
228 :
229 : enum ScaCategory
230 : {
231 : ScaCat_AddIn,
232 : ScaCat_DateTime,
233 : ScaCat_Text,
234 : ScaCat_Finance,
235 : ScaCat_Inf,
236 : ScaCat_Math,
237 : ScaCat_Tech
238 : };
239 :
240 : struct ScaFuncDataBase
241 : {
242 : const sal_Char* pIntName; // internal name (get***)
243 : sal_uInt16 nUINameID; // resource ID to UI name
244 : sal_uInt16 nDescrID; // resource ID to description, parameter names and ~ description
245 : sal_uInt16 nCompListID; // resource ID to list of valid names
246 : sal_uInt16 nParamCount; // number of named / described parameters
247 : ScaCategory eCat; // function category
248 : sal_Bool bDouble; // name already exist in Calc
249 : sal_Bool bWithOpt; // first parameter is internal
250 : };
251 :
252 : class ScaFuncData
253 : {
254 : private:
255 : ::rtl::OUString aIntName; // internal name (get***)
256 : sal_uInt16 nUINameID; // resource ID to UI name
257 : sal_uInt16 nDescrID; // leads also to parameter descriptions!
258 : sal_uInt16 nCompListID; // resource ID to list of valid names
259 : sal_uInt16 nParamCount; // num of parameters
260 : ScaStringList aCompList; // list of all valid names
261 : ScaCategory eCat; // function category
262 : sal_Bool bDouble; // name already exist in Calc
263 : sal_Bool bWithOpt; // first parameter is internal
264 :
265 : public:
266 : ScaFuncData( const ScaFuncDataBase& rBaseData, ResMgr& rRscMgr );
267 : virtual ~ScaFuncData();
268 :
269 0 : inline sal_uInt16 GetUINameID() const { return nUINameID; }
270 0 : inline sal_uInt16 GetDescrID() const { return nDescrID; }
271 0 : inline ScaCategory GetCategory() const { return eCat; }
272 0 : inline sal_Bool IsDouble() const { return bDouble; }
273 : inline sal_Bool HasIntParam() const { return bWithOpt; }
274 :
275 : sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const;
276 0 : inline sal_Bool Is( const ::rtl::OUString& rCompare ) const
277 0 : { return aIntName == rCompare; }
278 :
279 0 : inline const ScaStringList& GetCompNameList() const { return aCompList; }
280 : };
281 :
282 :
283 : //------------------------------------------------------------------
284 :
285 : class ScaFuncDataList : private ScaList
286 : {
287 : ::rtl::OUString aLastName;
288 : sal_uInt32 nLast;
289 :
290 : public:
291 : ScaFuncDataList( ResMgr& rResMgr );
292 : virtual ~ScaFuncDataList();
293 :
294 : using ScaList::Count;
295 :
296 : inline const ScaFuncData* Get( sal_uInt32 nIndex ) const;
297 : const ScaFuncData* Get( const ::rtl::OUString& rProgrammaticName ) const;
298 : inline ScaFuncData* First();
299 : inline ScaFuncData* Next();
300 :
301 : using ScaList::Append;
302 0 : inline void Append( ScaFuncData* pNew ) { ScaList::Append( pNew ); }
303 : };
304 :
305 :
306 0 : inline const ScaFuncData* ScaFuncDataList::Get( sal_uInt32 nIndex ) const
307 : {
308 0 : return static_cast< const ScaFuncData* >( ScaList::GetObject( nIndex ) );
309 : }
310 :
311 0 : inline ScaFuncData* ScaFuncDataList::First()
312 : {
313 0 : return static_cast< ScaFuncData* >( ScaList::First() );
314 : }
315 :
316 0 : inline ScaFuncData* ScaFuncDataList::Next()
317 : {
318 0 : return static_cast< ScaFuncData* >( ScaList::Next() );
319 : }
320 :
321 : } // namespace pricing
322 : } // namespace sca
323 :
324 :
325 :
326 : //------------------------------------------------------------------
327 : //------------------------------------------------------------------
328 :
329 : ::com::sun::star::uno::Reference< ::com::sun::star::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
330 : const ::com::sun::star::uno::Reference< ::com::sun::star::lang::XMultiServiceFactory >& );
331 :
332 :
333 : // AddIn class for pricing functions
334 :
335 : class ScaPricingAddIn : public ::cppu::WeakImplHelper5<
336 : ::com::sun::star::sheet::XAddIn,
337 : ::com::sun::star::sheet::XCompatibilityNames,
338 : ::com::sun::star::sheet::addin::XPricingFunctions,
339 : ::com::sun::star::lang::XServiceName,
340 : ::com::sun::star::lang::XServiceInfo >
341 : {
342 : private:
343 : ::com::sun::star::lang::Locale aFuncLoc;
344 : ::com::sun::star::lang::Locale* pDefLocales;
345 : ResMgr* pResMgr;
346 : sca::pricing::ScaFuncDataList* pFuncDataList;
347 :
348 :
349 : void InitDefLocales();
350 : const ::com::sun::star::lang::Locale& GetLocale( sal_uInt32 nIndex );
351 : ResMgr& GetResMgr() throw( ::com::sun::star::uno::RuntimeException );
352 : void InitData();
353 :
354 : ::rtl::OUString GetDisplFuncStr( sal_uInt16 nResId ) throw( ::com::sun::star::uno::RuntimeException );
355 : ::rtl::OUString GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ) throw( ::com::sun::star::uno::RuntimeException );
356 :
357 : public:
358 : ScaPricingAddIn();
359 : virtual ~ScaPricingAddIn();
360 :
361 : static ::rtl::OUString getImplementationName_Static();
362 : static ::com::sun::star::uno::Sequence< ::rtl::OUString > getSupportedServiceNames_Static();
363 :
364 : // XAddIn
365 : virtual ::rtl::OUString SAL_CALL getProgrammaticFuntionName( const ::rtl::OUString& aDisplayName ) throw( ::com::sun::star::uno::RuntimeException );
366 : virtual ::rtl::OUString SAL_CALL getDisplayFunctionName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
367 : virtual ::rtl::OUString SAL_CALL getFunctionDescription( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
368 : virtual ::rtl::OUString SAL_CALL getDisplayArgumentName( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException );
369 : virtual ::rtl::OUString SAL_CALL getArgumentDescription( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException );
370 : virtual ::rtl::OUString SAL_CALL getProgrammaticCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
371 : virtual ::rtl::OUString SAL_CALL getDisplayCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
372 :
373 : // XCompatibilityNames
374 : virtual ::com::sun::star::uno::Sequence< ::com::sun::star::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
375 :
376 : // XLocalizable
377 : virtual void SAL_CALL setLocale( const ::com::sun::star::lang::Locale& eLocale ) throw( ::com::sun::star::uno::RuntimeException );
378 : virtual ::com::sun::star::lang::Locale SAL_CALL getLocale() throw( ::com::sun::star::uno::RuntimeException );
379 :
380 : // XServiceName
381 : virtual ::rtl::OUString SAL_CALL getServiceName() throw( ::com::sun::star::uno::RuntimeException );
382 :
383 : // XServiceInfo
384 : virtual ::rtl::OUString SAL_CALL getImplementationName() throw( ::com::sun::star::uno::RuntimeException );
385 : virtual sal_Bool SAL_CALL supportsService( const ::rtl::OUString& ServiceName ) throw( ::com::sun::star::uno::RuntimeException );
386 : virtual ::com::sun::star::uno::Sequence< ::rtl::OUString > SAL_CALL getSupportedServiceNames() throw( ::com::sun::star::uno::RuntimeException );
387 :
388 : // ----------------------------------------
389 : // methods from own interfaces start here
390 : // ----------------------------------------
391 :
392 : virtual double SAL_CALL getOptBarrier( double spot, double vol,
393 : double r, double rf, double T, double strike,
394 : double barrier_low, double barrier_up, double rebate,
395 : const STRING& put_call, const STRING& in_out,
396 : const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE;
397 :
398 : virtual double SAL_CALL getOptTouch( double spot, double vol,
399 : double r, double rf, double T,
400 : double barrier_low, double barrier_up,
401 : const STRING& for_dom, const STRING& in_out,
402 : const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE;
403 :
404 : virtual double SAL_CALL getOptProbHit( double spot, double vol,
405 : double mu, double T,
406 : double barrier_low, double barrier_up ) THROWDEF_RTE_IAE;
407 :
408 : virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
409 : double mu, double T,
410 : double barrier_low, double barrier_up,
411 : const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE;
412 :
413 : };
414 : //------------------------------------------------------------------
415 :
416 : #endif
417 :
418 : /* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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