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 // option pricing functions add in 21 22 // most parts of this files are technical UNO details which are 23 // all copied from ../datefunc/datefunc.hxx 24 // to avoid having to rename all classes to do with UNO 25 // technicalities we use our own namespace 26 27 #pragma once 28 29 30 #include <vector> 31 #include <memory> 32 #include <com/sun/star/lang/XServiceName.hpp> 33 #include <com/sun/star/lang/XServiceInfo.hpp> 34 #include <com/sun/star/sheet/XAddIn.hpp> 35 #include <com/sun/star/sheet/XCompatibilityNames.hpp> 36 #include <com/sun/star/sheet/addin/XPricingFunctions.hpp> 37 #include <cppuhelper/implbase.hxx> 38 39 namespace com::sun::star::lang { class XMultiServiceFactory; } 40 41 #define RETURN_FINITE(d) if( !std::isfinite( d ) ) throw css::lang::IllegalArgumentException(); return d; 42 43 44 namespace sca::pricing { 45 46 enum class ScaCategory 47 { 48 DateTime, 49 Text, 50 Finance, 51 Inf, 52 Math, 53 Tech 54 }; 55 56 struct ScaFuncDataBase 57 { 58 const char* pIntName; // internal name (get***) 59 const char* pUINameID; // resource ID to UI name 60 const char** pDescrID; // resource ID to description, parameter names and ~ description 61 // pCompName was originally meant to be able to load Excel documents that for 62 // some time were stored with localized function names. 63 // This is not relevant to this add-in, so we only supply the same 64 // (English) function names again. 65 // see also: GetExcelName() or GetCompNames() or getCompatibilityNames() 66 const char* pCompName; 67 sal_uInt16 nParamCount; // number of named / described parameters 68 ScaCategory eCat; // function category 69 bool bDouble; // name already exist in Calc 70 bool bWithOpt; // first parameter is internal 71 }; 72 73 class ScaFuncData final 74 { 75 private: 76 OUString aIntName; // internal name (get***) 77 const char* pUINameID; // resource ID to UI name 78 const char** pDescrID; // leads also to parameter descriptions! 79 sal_uInt16 nParamCount; // num of parameters 80 std::vector<OUString> aCompList; // list of all valid names 81 ScaCategory eCat; // function category 82 bool bDouble; // name already exist in Calc 83 bool bWithOpt; // first parameter is internal 84 85 public: 86 ScaFuncData(const ScaFuncDataBase& rBaseData); 87 GetUINameID() const88 const char* GetUINameID() const { return pUINameID; } GetDescrID() const89 const char** GetDescrID() const { return pDescrID; } GetCategory() const90 ScaCategory GetCategory() const { return eCat; } IsDouble() const91 bool IsDouble() const { return bDouble; } 92 93 sal_uInt16 GetStrIndex( sal_uInt16 nParam ) const; Is(std::u16string_view rCompare) const94 bool Is( std::u16string_view rCompare ) const 95 { return aIntName == rCompare; } 96 GetCompNameList() const97 const std::vector<OUString>& GetCompNameList() const { return aCompList; } 98 }; 99 100 101 typedef std::vector<ScaFuncData> ScaFuncDataList; 102 103 void InitScaFuncDataList(ScaFuncDataList& rMap); 104 105 // Predicate for use with std::find_if 106 struct FindScaFuncData 107 { 108 const OUString& m_rId; FindScaFuncDatasca::pricing::FindScaFuncData109 explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {} operator ()sca::pricing::FindScaFuncData110 bool operator() ( ScaFuncData const & rCandidate ) const { return rCandidate.Is(m_rId); } 111 }; 112 113 } // namespace sca::pricing 114 115 116 // AddIn class for pricing functions 117 118 class ScaPricingAddIn : public ::cppu::WeakImplHelper< 119 css::sheet::XAddIn, 120 css::sheet::XCompatibilityNames, 121 css::sheet::addin::XPricingFunctions, 122 css::lang::XServiceName, 123 css::lang::XServiceInfo > 124 { 125 private: 126 css::lang::Locale aFuncLoc; 127 std::unique_ptr<css::lang::Locale[]> pDefLocales; 128 std::locale aResLocale; 129 std::unique_ptr<sca::pricing::ScaFuncDataList> pFuncDataList; 130 131 132 void InitDefLocales(); 133 const css::lang::Locale& GetLocale( sal_uInt32 nIndex ); 134 void InitData(); 135 136 /// @throws css::uno::RuntimeException 137 OUString GetFuncDescrStr(const char** pResId, sal_uInt16 nStrIndex); 138 139 public: 140 ScaPricingAddIn(); 141 virtual ~ScaPricingAddIn() override; 142 143 OUString ScaResId(const char* pResId); 144 145 // XAddIn 146 virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) override; 147 virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) override; 148 virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) override; 149 virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) override; 150 virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) override; 151 virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) override; 152 virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) override; 153 154 // XCompatibilityNames 155 virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) override; 156 157 // XLocalizable 158 virtual void SAL_CALL setLocale( const css::lang::Locale& eLocale ) override; 159 virtual css::lang::Locale SAL_CALL getLocale() override; 160 161 // XServiceName 162 virtual OUString SAL_CALL getServiceName() override; 163 164 // XServiceInfo 165 virtual OUString SAL_CALL getImplementationName() override; 166 virtual sal_Bool SAL_CALL supportsService( const OUString& ServiceName ) override; 167 virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() override; 168 169 170 // methods from own interfaces start here 171 172 173 virtual double SAL_CALL getOptBarrier( double spot, double vol, 174 double r, double rf, double T, double strike, 175 double barrier_low, double barrier_up, double rebate, 176 const OUString& put_call, const OUString& in_out, 177 const OUString& continuous, const css::uno::Any& greek ) override; 178 179 virtual double SAL_CALL getOptTouch( double spot, double vol, 180 double r, double rf, double T, 181 double barrier_low, double barrier_up, 182 const OUString& for_dom, const OUString& in_out, 183 const OUString& barriercont, const css::uno::Any& greekstr ) override; 184 185 virtual double SAL_CALL getOptProbHit( double spot, double vol, 186 double mu, double T, 187 double barrier_low, double barrier_up ) override; 188 189 virtual double SAL_CALL getOptProbInMoney( double spot, double vol, 190 double mu, double T, 191 double barrier_low, double barrier_up, 192 const css::uno::Any& strikeval, const css::uno::Any& put_call ) override; 193 194 }; 195 196 197 /* vim:set shiftwidth=4 softtabstop=4 expandtab: */ 198