pricing.hxx

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// option pricing functions add in
 
// most parts of this files are technical UNO details which are
// all copied from ../datefunc/datefunc.hxx
// to avoid having to rename all classes to do with UNO
// technicalities we use our own namespace
 
#pragma once
 
 
#include <vector>
#include <memory>
#include <com/sun/star/lang/XServiceName.hpp>
#include <com/sun/star/lang/XServiceInfo.hpp>
#include <com/sun/star/sheet/XAddIn.hpp>
#include <com/sun/star/sheet/XCompatibilityNames.hpp>
#include <com/sun/star/sheet/addin/XPricingFunctions.hpp>
#include <cppuhelper/implbase.hxx>
#include <unotools/resmgr.hxx>
 
namespace com::sun::star::lang { class XMultiServiceFactory; }
 
 
namespace sca::pricing {
 
enum class ScaCategory
{
    DateTime,
    Text,
    Finance,
    Inf,
    Math,
    Tech
};
 
struct ScaFuncDataBase
{
    const char*                 pIntName;           // internal name (get***)
    TranslateId                 pUINameID;          // resource ID to UI name
    const TranslateId*          pDescrID;           // resource ID to description, parameter names and ~ description
    // pCompName was originally meant to be able to load Excel documents that for
    // some time were stored with localized function names.
    // This is not relevant to this add-in, so we only supply the
    // English function name.
    // see also: GetExcelName() or GetCompNames() or getCompatibilityNames()
    const char*                 pCompName;
    sal_uInt16                  nParamCount;        // number of named / described parameters
    ScaCategory                 eCat;               // function category
    bool                        bDouble;            // name already exist in Calc
    bool                        bWithOpt;           // first parameter is internal
};
 
class ScaFuncData final
{
private:
    OUString                aIntName;           // internal name (get***)
    TranslateId             pUINameID;          // resource ID to UI name
    const TranslateId*      pDescrID;           // leads also to parameter descriptions!
    sal_uInt16              nParamCount;        // num of parameters
    std::vector<OUString>   aCompList;          // list of all valid names
    ScaCategory             eCat;               // function category
    bool                    bDouble;            // name already exist in Calc
    bool                    bWithOpt;           // first parameter is internal
 
public:
    ScaFuncData(const ScaFuncDataBase& rBaseData);
 
    const TranslateId&   GetUINameID() const     { return pUINameID; }
    const TranslateId*   GetDescrID() const      { return pDescrID; }
    ScaCategory          GetCategory() const     { return eCat; }
    bool                 IsDouble() const        { return bDouble; }
 
    sal_uInt16                  GetStrIndex( sal_uInt16 nParam ) const;
    bool                 Is( std::u16string_view rCompare ) const
                                                    { return aIntName == rCompare; }
 
    const std::vector<OUString>& GetCompNameList() const { return aCompList; }
};
 
 
typedef std::vector<ScaFuncData> ScaFuncDataList;
 
void InitScaFuncDataList(ScaFuncDataList& rMap);
 
// Predicate for use with std::find_if
struct FindScaFuncData
{
    const OUString& m_rId;
    explicit FindScaFuncData( const OUString& rId ) : m_rId(rId) {}
    bool operator() ( ScaFuncData const & rCandidate ) const { return rCandidate.Is(m_rId); }
};
 
} // namespace sca::pricing
 
 
// AddIn class for pricing functions
 
class ScaPricingAddIn : public ::cppu::WeakImplHelper<
                                css::sheet::XAddIn,
                                css::sheet::XCompatibilityNames,
                                css::sheet::addin::XPricingFunctions,
                                css::lang::XServiceName,
                                css::lang::XServiceInfo >
{
private:
    css::lang::Locale  aFuncLoc;
    std::unique_ptr<css::lang::Locale[]> pDefLocales;
    std::locale        aResLocale;
    std::unique_ptr<sca::pricing::ScaFuncDataList> pFuncDataList;
 
 
    void                        InitDefLocales();
    const css::lang::Locale& GetLocale( sal_uInt32 nIndex );
    void                        InitData();
 
    OUString             GetFuncDescrStr(const TranslateId* pResId, sal_uInt16 nStrIndex);
 
public:
                                ScaPricingAddIn();
    virtual                     ~ScaPricingAddIn() override;
 
    OUString ScaResId(TranslateId aResId);
 
                                // XAddIn
    virtual OUString SAL_CALL getProgrammaticFuntionName( const OUString& aDisplayName ) override;
    virtual OUString SAL_CALL getDisplayFunctionName( const OUString& aProgrammaticName ) override;
    virtual OUString SAL_CALL getFunctionDescription( const OUString& aProgrammaticName ) override;
    virtual OUString SAL_CALL getDisplayArgumentName( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
    virtual OUString SAL_CALL getArgumentDescription( const OUString& aProgrammaticName, sal_Int32 nArgument ) override;
    virtual OUString SAL_CALL getProgrammaticCategoryName( const OUString& aProgrammaticName ) override;
    virtual OUString SAL_CALL getDisplayCategoryName( const OUString& aProgrammaticName ) override;
 
                                // XCompatibilityNames
    virtual css::uno::Sequence< css::sheet::LocalizedName > SAL_CALL getCompatibilityNames( const OUString& aProgrammaticName ) override;
 
                                // XLocalizable
    virtual void SAL_CALL       setLocale( const css::lang::Locale& eLocale ) override;
    virtual css::lang::Locale SAL_CALL getLocale() override;
 
                                // XServiceName
    virtual OUString SAL_CALL getServiceName() override;
 
                                // XServiceInfo
    virtual OUString SAL_CALL getImplementationName() override;
    virtual sal_Bool SAL_CALL   supportsService( const OUString& ServiceName ) override;
    virtual css::uno::Sequence< OUString > SAL_CALL getSupportedServiceNames() override;
 
 
    //  methods from own interfaces start here
 
 
    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 OUString& put_call, const OUString& in_out,
            const OUString& continuous, const css::uno::Any& greek ) override;
 
   virtual double SAL_CALL getOptTouch( double spot, double vol,
            double r, double rf, double T,
            double barrier_low, double barrier_up,
            const OUString& for_dom, const OUString& in_out,
            const OUString& barriercont, const css::uno::Any& greekstr ) override;
 
   virtual double SAL_CALL getOptProbHit( double spot, double vol,
            double mu, double T,
            double barrier_low, double barrier_up ) override;
 
   virtual double SAL_CALL getOptProbInMoney( double spot, double vol,
            double mu, double T,
            double barrier_low, double barrier_up,
            const css::uno::Any& strikeval, const css::uno::Any& put_call ) override;
 
};
 
 
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