417 lines
16 KiB
C++
417 lines
16 KiB
C++
/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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* This file is part of the LibreOffice project.
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*
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* This Source Code Form is subject to the terms of the Mozilla Public
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* License, v. 2.0. If a copy of the MPL was not distributed with this
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* file, You can obtain one at http://mozilla.org/MPL/2.0/.
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*
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* This file incorporates work covered by the following license notice:
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*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed
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* with this work for additional information regarding copyright
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* ownership. The ASF licenses this file to you under the Apache
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* License, Version 2.0 (the "License"); you may not use this file
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* except in compliance with the License. You may obtain a copy of
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* the License at http://www.apache.org/licenses/LICENSE-2.0 .
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*/
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//------------------------------------------------------------------
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//
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// option pricing functions add in
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//
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// most parts of this files are technical UNO details which are
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// all copied from ../datefunc/datefunc.hxx
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// to avoid having to rename all classes to do with UNO
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// technicalities we use our own namespace
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//
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//------------------------------------------------------------------
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#ifndef _SCA_PRICING_HXX
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#define _SCA_PRICING_HXX
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#include <string.h>
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#include <com/sun/star/lang/XServiceName.hpp>
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#include <com/sun/star/lang/XServiceInfo.hpp>
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#include <com/sun/star/sheet/XAddIn.hpp>
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#include <com/sun/star/sheet/XCompatibilityNames.hpp>
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#include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
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#include <cppuhelper/implbase5.hxx> // helper for implementations
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#include <tools/resid.hxx>
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#include <tools/rc.hxx>
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#include <tools/resary.hxx>
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#define ANY ::com::sun::star::uno::Any
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#define THROWDEF_RTE_IAE throw(::com::sun::star::uno::RuntimeException,::com::sun::star::lang::IllegalArgumentException)
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#define THROW_IAE throw ::com::sun::star::lang::IllegalArgumentException()
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#define RETURN_FINITE(d) if( ::rtl::math::isFinite( d ) ) return d; else THROW_IAE
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//------------------------------------------------------------------
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namespace sca {
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namespace pricing {
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class ScaList
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{
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private:
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static const sal_uInt32 nStartSize;
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static const sal_uInt32 nIncrSize;
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void** pData; // pointer array
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sal_uInt32 nSize; // array size
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sal_uInt32 nCount; // next index to be inserted at
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sal_uInt32 nCurr; // current pos for iterations
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void _Grow();
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inline void Grow();
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public:
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ScaList();
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virtual ~ScaList();
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inline sal_uInt32 Count() const { return nCount; }
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inline const void* GetObject( sal_uInt32 nIndex ) const
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{ return (nIndex < nCount) ? pData[ nIndex ] : NULL; }
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inline void* First() { return nCount ? pData[ nCurr = 0 ] : NULL; }
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inline void* Next() { return (nCurr + 1 < nCount) ? pData[ ++nCurr ] : NULL; }
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inline void Append( void* pNew );
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};
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inline void ScaList::Grow()
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{
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if( nCount >= nSize )
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_Grow();
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}
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inline void ScaList::Append( void* pNew )
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{
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Grow();
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pData[ nCount++ ] = pNew;
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}
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//------------------------------------------------------------------
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class ScaStringList : protected ScaList
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{
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public:
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inline ScaStringList() : ScaList() {};
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virtual ~ScaStringList();
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using ScaList::Count;
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inline const ::rtl::OUString* Get( sal_uInt32 nIndex ) const;
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inline ::rtl::OUString* First();
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inline ::rtl::OUString* Next();
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using ScaList::Append;
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inline void Append( ::rtl::OUString* pNew );
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inline void Append( const ::rtl::OUString& rNew );
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};
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inline const ::rtl::OUString* ScaStringList::Get( sal_uInt32 nIndex ) const
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{
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return static_cast< const ::rtl::OUString* >( ScaList::GetObject( nIndex ) );
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}
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inline ::rtl::OUString* ScaStringList::First()
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{
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return static_cast< ::rtl::OUString* >( ScaList::First() );
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}
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inline ::rtl::OUString* ScaStringList::Next()
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{
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return static_cast< ::rtl::OUString* >( ScaList::Next() );
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}
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inline void ScaStringList::Append( ::rtl::OUString* pNew )
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{
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ScaList::Append( pNew );
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}
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inline void ScaStringList::Append( const ::rtl::OUString& rNew )
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{
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ScaList::Append( new ::rtl::OUString( rNew ) );
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}
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//------------------------------------------------------------------
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class ScaResId : public ResId
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{
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public:
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ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
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};
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//------------------------------------------------------------------
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class ScaResStringLoader : public Resource
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{
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private:
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String aStr;
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public:
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inline ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr );
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inline const String& GetString() const { return aStr; }
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};
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inline ScaResStringLoader::ScaResStringLoader( sal_uInt16 nResId, sal_uInt16 nStrId, ResMgr& rResMgr ) :
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Resource( ScaResId( nResId, rResMgr ) ),
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aStr( ScaResId( nStrId, rResMgr ) )
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{
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FreeResource();
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}
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//------------------------------------------------------------------
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class ScaResStringArrLoader : public Resource
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{
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private:
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ResStringArray aStrArray;
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public:
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inline ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr );
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inline const ResStringArray& GetStringArray() const { return aStrArray; }
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};
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inline ScaResStringArrLoader::ScaResStringArrLoader( sal_uInt16 nResId, sal_uInt16 nArrayId, ResMgr& rResMgr ) :
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Resource( ScaResId( nResId, rResMgr ) ),
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aStrArray( ScaResId( nArrayId, rResMgr ) )
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{
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FreeResource();
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}
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//------------------------------------------------------------------
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class ScaResPublisher : public Resource
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{
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public:
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inline ScaResPublisher( const ScaResId& rResId ) : Resource( rResId ) {}
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inline sal_Bool IsAvailableRes( const ResId& rResId ) const
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{ return Resource::IsAvailableRes( rResId ); }
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inline void FreeResource()
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{ Resource::FreeResource(); }
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};
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//------------------------------------------------------------------
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class ScaFuncRes : public Resource
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{
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public:
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ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, ::rtl::OUString& rRet );
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};
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//------------------------------------------------------------------
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enum ScaCategory
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{
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ScaCat_AddIn,
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ScaCat_DateTime,
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ScaCat_Text,
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ScaCat_Finance,
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ScaCat_Inf,
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ScaCat_Math,
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ScaCat_Tech
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};
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struct ScaFuncDataBase
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{
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const sal_Char* pIntName; // internal name (get***)
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sal_uInt16 nUINameID; // resource ID to UI name
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sal_uInt16 nDescrID; // resource ID to description, parameter names and ~ description
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sal_uInt16 nCompListID; // resource ID to list of valid names
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sal_uInt16 nParamCount; // number of named / described parameters
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ScaCategory eCat; // function category
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sal_Bool bDouble; // name already exist in Calc
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sal_Bool bWithOpt; // first parameter is internal
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};
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class ScaFuncData
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{
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private:
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::rtl::OUString aIntName; // internal name (get***)
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sal_uInt16 nUINameID; // resource ID to UI name
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sal_uInt16 nDescrID; // leads also to parameter descriptions!
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sal_uInt16 nCompListID; // resource ID to list of valid names
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sal_uInt16 nParamCount; // num of parameters
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ScaStringList aCompList; // list of all valid names
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ScaCategory eCat; // function category
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sal_Bool bDouble; // name already exist in Calc
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sal_Bool bWithOpt; // first parameter is internal
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public:
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ScaFuncData( const ScaFuncDataBase& rBaseData, ResMgr& rRscMgr );
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virtual ~ScaFuncData();
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inline sal_uInt16 GetUINameID() const { return nUINameID; }
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inline sal_uInt16 GetDescrID() const { return nDescrID; }
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inline ScaCategory GetCategory() const { return eCat; }
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inline sal_Bool IsDouble() const { return bDouble; }
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inline sal_Bool HasIntParam() const { return bWithOpt; }
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sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const;
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inline sal_Bool Is( const ::rtl::OUString& rCompare ) const
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{ return aIntName == rCompare; }
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inline const ScaStringList& GetCompNameList() const { return aCompList; }
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};
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//------------------------------------------------------------------
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class ScaFuncDataList : private ScaList
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{
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::rtl::OUString aLastName;
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sal_uInt32 nLast;
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public:
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ScaFuncDataList( ResMgr& rResMgr );
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virtual ~ScaFuncDataList();
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using ScaList::Count;
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inline const ScaFuncData* Get( sal_uInt32 nIndex ) const;
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const ScaFuncData* Get( const ::rtl::OUString& rProgrammaticName ) const;
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inline ScaFuncData* First();
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inline ScaFuncData* Next();
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using ScaList::Append;
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inline void Append( ScaFuncData* pNew ) { ScaList::Append( pNew ); }
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};
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inline const ScaFuncData* ScaFuncDataList::Get( sal_uInt32 nIndex ) const
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{
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return static_cast< const ScaFuncData* >( ScaList::GetObject( nIndex ) );
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}
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inline ScaFuncData* ScaFuncDataList::First()
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{
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return static_cast< ScaFuncData* >( ScaList::First() );
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}
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inline ScaFuncData* ScaFuncDataList::Next()
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{
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return static_cast< ScaFuncData* >( ScaList::Next() );
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}
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} // namespace pricing
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} // namespace sca
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//------------------------------------------------------------------
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//------------------------------------------------------------------
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::com::sun::star::uno::Reference< ::com::sun::star::uno::XInterface > SAL_CALL PricingFunctionAddIn_CreateInstance(
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const ::com::sun::star::uno::Reference< ::com::sun::star::lang::XMultiServiceFactory >& );
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// AddIn class for pricing functions
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class ScaPricingAddIn : public ::cppu::WeakImplHelper5<
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::com::sun::star::sheet::XAddIn,
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::com::sun::star::sheet::XCompatibilityNames,
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::com::sun::star::sheet::addin::XPricingFunctions,
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::com::sun::star::lang::XServiceName,
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::com::sun::star::lang::XServiceInfo >
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{
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private:
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::com::sun::star::lang::Locale aFuncLoc;
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::com::sun::star::lang::Locale* pDefLocales;
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ResMgr* pResMgr;
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sca::pricing::ScaFuncDataList* pFuncDataList;
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void InitDefLocales();
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const ::com::sun::star::lang::Locale& GetLocale( sal_uInt32 nIndex );
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ResMgr& GetResMgr() throw( ::com::sun::star::uno::RuntimeException );
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void InitData();
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::rtl::OUString GetDisplFuncStr( sal_uInt16 nResId ) throw( ::com::sun::star::uno::RuntimeException );
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::rtl::OUString GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex ) throw( ::com::sun::star::uno::RuntimeException );
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public:
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ScaPricingAddIn();
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virtual ~ScaPricingAddIn();
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static ::rtl::OUString getImplementationName_Static();
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static ::com::sun::star::uno::Sequence< ::rtl::OUString > getSupportedServiceNames_Static();
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// XAddIn
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virtual ::rtl::OUString SAL_CALL getProgrammaticFuntionName( const ::rtl::OUString& aDisplayName ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getDisplayFunctionName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getFunctionDescription( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getDisplayArgumentName( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getArgumentDescription( const ::rtl::OUString& aProgrammaticName, sal_Int32 nArgument ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getProgrammaticCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::rtl::OUString SAL_CALL getDisplayCategoryName( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
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// XCompatibilityNames
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virtual ::com::sun::star::uno::Sequence< ::com::sun::star::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const ::rtl::OUString& aProgrammaticName ) throw( ::com::sun::star::uno::RuntimeException );
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// XLocalizable
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virtual void SAL_CALL setLocale( const ::com::sun::star::lang::Locale& eLocale ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::com::sun::star::lang::Locale SAL_CALL getLocale() throw( ::com::sun::star::uno::RuntimeException );
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// XServiceName
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virtual ::rtl::OUString SAL_CALL getServiceName() throw( ::com::sun::star::uno::RuntimeException );
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// XServiceInfo
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virtual ::rtl::OUString SAL_CALL getImplementationName() throw( ::com::sun::star::uno::RuntimeException );
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virtual sal_Bool SAL_CALL supportsService( const ::rtl::OUString& ServiceName ) throw( ::com::sun::star::uno::RuntimeException );
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virtual ::com::sun::star::uno::Sequence< ::rtl::OUString > SAL_CALL getSupportedServiceNames() throw( ::com::sun::star::uno::RuntimeException );
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// ----------------------------------------
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// methods from own interfaces start here
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// ----------------------------------------
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virtual double SAL_CALL getOptBarrier( double spot, double vol,
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double r, double rf, double T, double strike,
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double barrier_low, double barrier_up, double rebate,
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const OUString& put_call, const OUString& in_out,
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const OUString& continuous, const ANY& greek ) THROWDEF_RTE_IAE;
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virtual double SAL_CALL getOptTouch( double spot, double vol,
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double r, double rf, double T,
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double barrier_low, double barrier_up,
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const OUString& for_dom, const OUString& in_out,
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const OUString& barriercont, const ANY& greekstr ) THROWDEF_RTE_IAE;
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virtual double SAL_CALL getOptProbHit( double spot, double vol,
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double mu, double T,
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double barrier_low, double barrier_up ) THROWDEF_RTE_IAE;
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virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
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double mu, double T,
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double barrier_low, double barrier_up,
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const ANY& strikeval, const ANY& put_call ) THROWDEF_RTE_IAE;
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};
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//------------------------------------------------------------------
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#endif
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/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
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