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changed function names and variables to conform with UNO style

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Change-Id: I3de884b54083a6916a5baed4d475016aa9d4ddec
This commit is contained in:
tino 2012-12-04 17:26:52 +00:00 committed by Stephan Bergmann
parent 4565afec9e
commit 8d0dbbdad4
5 changed files with 60 additions and 58 deletions
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40
scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
View file

@ -38,34 +38,36 @@ module addin
*/
interface XPricingFunctions : com::sun::star::uno::XInterface
{
/// opt_barrier()
double getOpt_barrier( [in] double spot, [in] double vol,
[in] double r, [in] double rf, [in] double T, [in] double strike,
[in] double barrier_low, [in] double barrier_up,
/// 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 put_call, [in] string in_out,
[in] string putCall, [in] string inOut,
[in] string continuous, [in] any greek )
raises( com::sun::star::lang::IllegalArgumentException );
/// opt_touch()
double getOpt_touch( [in] double spot, [in] double vol,
[in] double r, [in] double rf, [in] double T,
[in] double barrier_low, [in] double barrier_up,
[in] string for_dom, [in] string in_out,
/// 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()
double getOpt_prob_hit( [in] double spot, [in] double vol,
[in] double mu, [in] double T,
[in] double barrier_low, [in] double barrier_up )
/// 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()
double getOpt_prob_inmoney( [in] double spot, [in] double vol,
[in] double mu, [in] double T,
[in] double barrier_low, [in] double barrier_up,
[in] any strike, [in] any put_call )
/// 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 );
};

20
scaddins/source/pricing/pricing.cxx
View file

@ -110,10 +110,10 @@ ScaResId::ScaResId( sal_uInt16 nId, ResMgr& rResMgr ) :
const ScaFuncDataBase pFuncDataArr[] =
{
FUNCDATA( Opt_barrier, 13, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_touch, 11, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_prob_hit, 6, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( Opt_prob_inmoney, 8, ScaCat_Finance, UNIQUE, STDPAR)
FUNCDATA( OptBarrier, 13, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( OptTouch, 11, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( OptProbHit, 6, ScaCat_Finance, UNIQUE, STDPAR),
FUNCDATA( OptProbInMoney, 8, ScaCat_Finance, UNIQUE, STDPAR)
};
#undef FUNCDATA
@ -645,7 +645,7 @@ bool getinput_greek(bs::types::Greeks& greek, const ANY& anyval) {
// OPT_BARRIER(...)
double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol,
double SAL_CALL ScaPricingAddIn::getOptBarrier( double spot, double vol,
double r, double rf, double T, double strike,
double barrier_low, double barrier_up, double rebate,
const STRING& put_call, const STRING& in_out,
@ -671,7 +671,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_barrier( double spot, double vol,
}
// OPT_TOUCH(...)
double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol,
double SAL_CALL ScaPricingAddIn::getOptTouch( double spot, double vol,
double r, double rf, double T,
double barrier_low, double barrier_up,
const STRING& for_dom, const STRING& in_out,
@ -697,7 +697,7 @@ double SAL_CALL ScaPricingAddIn::getOpt_touch( double spot, double vol,
}
// OPT_PRB_HIT(...)
double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol,
double SAL_CALL ScaPricingAddIn::getOptProbHit( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up ) THROWDEF_RTE_IAE
{
@ -711,13 +711,13 @@ double SAL_CALL ScaPricingAddIn::getOpt_prob_hit( double spot, double vol,
RETURN_FINITE( fRet );
}
// OPT_PRB_INMONEY(...)
double SAL_CALL ScaPricingAddIn::getOpt_prob_inmoney( double spot, double vol,
// OPT_PROB_INMONEY(...)
double SAL_CALL ScaPricingAddIn::getOptProbInMoney( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE
{
bs::types::PutCall pc;
bs::types::PutCall pc=bs::types::Call;
double K;
// read and check input values

34
scaddins/source/pricing/pricing.hrc
View file

@ -22,33 +22,33 @@
#define PRICING_RESOURCE_START 1000
#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START
#define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000)
#define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000)
#define RID_PRICING_FUNCTION_DESCRIPTIONS PRICING_RESOURCE_START
#define RID_PRICING_FUNCTION_NAMES (PRICING_RESOURCE_START+1000)
#define RID_PRICING_DEFFUNCTION_NAMES (PRICING_RESOURCE_START+2000)
#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
#define PRICING_FUNCDESC_START (RID_PRICING_FUNCTION_DESCRIPTIONS+1)
#define PRICING_FUNCDESC_Opt_barrier (PRICING_FUNCDESC_START)
#define PRICING_FUNCDESC_Opt_touch (PRICING_FUNCDESC_START+1)
#define PRICING_FUNCDESC_Opt_prob_hit (PRICING_FUNCDESC_START+2)
#define PRICING_FUNCDESC_Opt_prob_inmoney (PRICING_FUNCDESC_START+3)
#define PRICING_FUNCDESC_OptBarrier (PRICING_FUNCDESC_START)
#define PRICING_FUNCDESC_OptTouch (PRICING_FUNCDESC_START+1)
#define PRICING_FUNCDESC_OptProbHit (PRICING_FUNCDESC_START+2)
#define PRICING_FUNCDESC_OptProbInMoney (PRICING_FUNCDESC_START+3)
#define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1)
#define PRICING_FUNCNAME_START (RID_PRICING_FUNCTION_NAMES+1)
#define PRICING_FUNCNAME_Opt_barrier (PRICING_FUNCNAME_START)
#define PRICING_FUNCNAME_Opt_touch (PRICING_FUNCNAME_START+1)
#define PRICING_FUNCNAME_Opt_prob_hit (PRICING_FUNCNAME_START+2)
#define PRICING_FUNCNAME_Opt_prob_inmoney (PRICING_FUNCNAME_START+3)
#define PRICING_FUNCNAME_OptBarrier (PRICING_FUNCNAME_START)
#define PRICING_FUNCNAME_OptTouch (PRICING_FUNCNAME_START+1)
#define PRICING_FUNCNAME_OptProbHit (PRICING_FUNCNAME_START+2)
#define PRICING_FUNCNAME_OptProbInMoney (PRICING_FUNCNAME_START+3)
#define PRICING_DEFFUNCNAME_START (RID_PRICING_DEFFUNCTION_NAMES+1)
#define PRICING_DEFFUNCNAME_Opt_barrier (PRICING_DEFFUNCNAME_START)
#define PRICING_DEFFUNCNAME_Opt_touch (PRICING_DEFFUNCNAME_START+1)
#define PRICING_DEFFUNCNAME_Opt_prob_hit (PRICING_DEFFUNCNAME_START+2)
#define PRICING_DEFFUNCNAME_Opt_prob_inmoney (PRICING_DEFFUNCNAME_START+3)
#define PRICING_DEFFUNCNAME_OptBarrier (PRICING_DEFFUNCNAME_START)
#define PRICING_DEFFUNCNAME_OptTouch (PRICING_DEFFUNCNAME_START+1)
#define PRICING_DEFFUNCNAME_OptProbHit (PRICING_DEFFUNCNAME_START+2)
#define PRICING_DEFFUNCNAME_OptProbInMoney (PRICING_DEFFUNCNAME_START+3)
#endif

8
scaddins/source/pricing/pricing.hxx
View file

@ -389,23 +389,23 @@ public:
// methods from own interfaces start here
// ----------------------------------------
virtual double SAL_CALL getOpt_barrier( double spot, double vol,
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 STRING& put_call, const STRING& in_out,
const STRING& continuous, const ANY& greek ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_touch( double spot, double vol,
virtual double SAL_CALL getOptTouch( double spot, double vol,
double r, double rf, double T,
double barrier_low, double barrier_up,
const STRING& for_dom, const STRING& in_out,
const STRING& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_prob_hit( double spot, double vol,
virtual double SAL_CALL getOptProbHit( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up ) THROWDEF_RTE_IAE;
virtual double SAL_CALL getOpt_prob_inmoney( double spot, double vol,
virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
double mu, double T,
double barrier_low, double barrier_up,
const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE;

16
scaddins/source/pricing/pricing.src
View file

@ -23,7 +23,7 @@
// function and parameter description
Resource RID_PRICING_FUNCTION_DESCRIPTIONS
{
Resource PRICING_FUNCDESC_Opt_barrier
Resource PRICING_FUNCDESC_OptBarrier
{
String 1 // description
{
@ -150,7 +150,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
Resource PRICING_FUNCDESC_Opt_touch
Resource PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
@ -258,7 +258,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
};
Resource PRICING_FUNCDESC_Opt_prob_hit
Resource PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
@ -321,7 +321,7 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
};
Resource PRICING_FUNCDESC_Opt_prob_inmoney
Resource PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
@ -410,19 +410,19 @@ Resource RID_PRICING_FUNCTION_DESCRIPTIONS
// function names as accessible from cells
Resource RID_PRICING_FUNCTION_NAMES
{
String PRICING_FUNCNAME_Opt_barrier
String PRICING_FUNCNAME_OptBarrier
{
Text [ en-US ] = "OPT_BARRIER";
};
String PRICING_FUNCNAME_Opt_touch
String PRICING_FUNCNAME_OptTouch
{
Text [ en-US ] = "OPT_TOUCH";
};
String PRICING_FUNCNAME_Opt_prob_hit
String PRICING_FUNCNAME_OptProbHit
{
Text [ en-US ] = "OPT_PROB_HIT";
};
String PRICING_FUNCNAME_Opt_prob_inmoney
String PRICING_FUNCNAME_OptProbInMoney
{
Text [ en-US ] = "OPT_PROB_INMONEY";
};