Skip to content

C
core
Kaydet (Commit) 3ff163ae authored tarafından Caolán McNamara's avatar Caolán McNamara
Dosyalara gözat
Seçenekler

convert PRICING_FUNCDESC_* resources to StringArrays 

Change-Id: If1726a57b427b73269e826b0f719d6b69782611e
üst 56f6a868
Hide whitespace changes
Inline Side-by-side
Showing with 94 additions and 379 deletions
scaddins/source/pricing/pricing.cxx
Dosyayı görüntüle @ 3ff163ae
......@@ -97,13 +97,6 @@ void sca::pricing::InitScaFuncDataList( ScaFuncDataList& rList, ResMgr& rResMgr
rList.push_back( ScaFuncData( nIndex, rResMgr ) ) ;
}
ScaFuncRes::ScaFuncRes( ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, OUString& rRet ) :
Resource( rResId )
{
rRet = ScaResId(nIndex, rResMgr).toString();
FreeResource();
}
// entry points for service registration / instantiation
uno::Reference< uno::XInterface > SAL_CALL ScaPricingAddIn_CreateInstance(
const uno::Reference< lang::XMultiServiceFactory >& )
......@@ -213,14 +206,8 @@ void ScaPricingAddIn::InitData()
OUString ScaPricingAddIn::GetFuncDescrStr( sal_uInt16 nResId, sal_uInt16 nStrIndex )
{
OUString aRet;
ScaResId aResId( nResId, GetResMgr() );
aResId.SetRT( RSC_RESOURCE );
ScaFuncRes aSubRes( aResId, GetResMgr(), nStrIndex, aRet );
return aRet;
ResStringArray aArr(ScaResId(nResId, GetResMgr()));
return aArr.GetString(nStrIndex - 1);
}
OUString ScaPricingAddIn::getImplementationName_Static()
......
scaddins/source/pricing/pricing.hxx
Dosyayı görüntüle @ 3ff163ae
......@@ -53,12 +53,6 @@ public:
ScaResId( sal_uInt16 nResId, ResMgr& rResMgr );
};
class ScaFuncRes : public Resource
{
public:
ScaFuncRes(ResId& rResId, ResMgr& rResMgr, sal_uInt16 nIndex, OUString& rRet);
};
enum class ScaCategory
{
DateTime,
......
scaddins/source/pricing/pricing.src
Dosyayı görüntüle @ 3ff163ae
......@@ -20,377 +20,111 @@
#include "pricing.hrc"
// function and parameter description
Resource PRICING_FUNCDESC_OptBarrier
StringArray PRICING_FUNCDESC_OptBarrier
{
String 1 // description
{
Text [ en-US ] = "Pricing of a barrier option";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "r";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Interest rate (continuously compounded)";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "rf";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Foreign interest rate (continuously compounded)";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "T";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Time to maturity of the option in years";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "strike";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Strike level of the option";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_low";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "barrier_up";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 18 // name of parameter 8
{
Text [ en-US ] = "rebate";
};
String 19 // description of parameter 8
{
Text [ en-US ] = "Amount of money paid at maturity if barrier was hit";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "put/call";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define if the option is a (p)ut or a (c)all";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "knock in/out";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n or knock-(o)ut";
};
String 24 // name of parameter 12
{
Text [ en-US ] = "barrier_type";
};
String 25 // description of parameter 12
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 26 // name of parameter 13
{
Text [ en-US ] = "greek";
};
String 27 // description of parameter 13
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
ItemList [ en-US ] =
{
< "Pricing of a barrier option"; > ;
< "spot"; > ;
< "Price/value of the underlying asset"; > ;
< "vol"; > ;
< "Annual volatility of the underlying asset"; > ;
< "r"; > ;
< "Interest rate (continuously compounded)"; > ;
< "rf"; > ;
< "Foreign interest rate (continuously compounded)"; > ;
< "T"; > ;
< "Time to maturity of the option in years"; > ;
< "strike"; > ;
< "Strike level of the option"; > ;
< "barrier_low"; > ;
< "Lower barrier (set to 0 for no lower barrier)"; > ;
< "barrier_up"; > ;
< "Upper barrier (set to 0 for no upper barrier)"; > ;
< "rebate"; > ;
< "Amount of money paid at maturity if barrier was hit"; > ;
< "put/call"; > ;
< "String to define if the option is a (p)ut or a (c)all"; > ;
< "knock in/out"; > ;
< "String to define if the option is of type knock-(i)n or knock-(o)ut"; > ;
< "barrier_type"; > ;
< "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; > ;
< "greek"; > ;
< "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; > ;
};
};
Resource PRICING_FUNCDESC_OptTouch
StringArray PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
Text [ en-US ] = "Pricing of a touch/no-touch option";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "r";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Interest rate (continuously compounded)";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "rf";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Foreign interest rate (continuously compounded)";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "T";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Time to maturity of the option in years";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_low";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "barrier_up";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "foreign/domestic";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)";
};
String 18 // name of parameter 9
{
Text [ en-US ] = "knock in/out";
};
String 19 // description of parameter 9
{
Text [ en-US ] = "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)";
};
String 20 // name of parameter 10
{
Text [ en-US ] = "barrier_type";
};
String 21 // description of parameter 10
{
Text [ en-US ] = "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity";
};
String 22 // name of parameter 11
{
Text [ en-US ] = "greek";
};
String 23 // description of parameter 11
{
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
ItemList [ en-US ] =
{
< "Pricing of a touch/no-touch option"; > ;
< "spot"; > ;
< "Price/value of the underlying asset"; > ;
< "vol"; > ;
< "Annual volatility of the underlying asset"; > ;
< "r"; > ;
< "Interest rate (continuously compounded)"; > ;
< "rf"; > ;
< "Foreign interest rate (continuously compounded)"; > ;
< "T"; > ;
< "Time to maturity of the option in years"; > ;
< "barrier_low"; > ;
< "Lower barrier (set to 0 for no lower barrier)"; > ;
< "barrier_up"; > ;
< "Upper barrier (set to 0 for no upper barrier)"; > ;
< "foreign/domestic"; > ;
< "String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing)"; > ;
< "knock in/out"; > ;
< "String to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch)"; > ;
< "barrier_type"; > ;
< "String to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity"; > ;
< "greek"; > ;
< "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)"; > ;
};
};
Resource PRICING_FUNCDESC_OptProbHit
StringArray PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value S of the underlying asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the underlying asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu in dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
ItemList [ en-US ] =
{
< "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW"; > ;
< "spot"; > ;
< "Price/value S of the underlying asset"; > ;
< "vol"; > ;
< "Annual volatility of the underlying asset"; > ;
< "drift"; > ;
< "Parameter mu in dS/S = mu dt + vol dW"; > ;
< "T"; > ;
< "Time to maturity"; > ;
< "barrier_low"; > ;
< "Lower barrier (set to 0 for no lower barrier)"; > ;
< "barrier_up"; > ;
< "Upper barrier (set to 0 for no upper barrier)"; > ;
};
};
Resource PRICING_FUNCDESC_OptProbInMoney
StringArray PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)";
};
String 2 // name of parameter 1
{
Text [ en-US ] = "spot";
};
String 3 // description of parameter 1
{
Text [ en-US ] = "Price/value of the asset";
};
String 4 // name of parameter 2
{
Text [ en-US ] = "vol";
};
String 5 // description of parameter 2
{
Text [ en-US ] = "Annual volatility of the asset";
};
String 6 // name of parameter 3
{
Text [ en-US ] = "drift";
};
String 7 // description of parameter 3
{
Text [ en-US ] = "Parameter mu from dS/S = mu dt + vol dW";
};
String 8 // name of parameter 4
{
Text [ en-US ] = "T";
};
String 9 // description of parameter 4
{
Text [ en-US ] = "Time to maturity in years";
};
String 10 // name of parameter 5
{
Text [ en-US ] = "barrier_low";
};
String 11 // description of parameter 5
{
Text [ en-US ] = "Lower barrier (set to 0 for no lower barrier)";
};
String 12 // name of parameter 6
{
Text [ en-US ] = "barrier_up";
};
String 13 // description of parameter 6
{
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
String 14 // name of parameter 7
{
Text [ en-US ] = "put/call";
};
String 15 // description of parameter 7
{
Text [ en-US ] = "Optional (p)ut/(c)all indicator";
};
String 16 // name of parameter 8
{
Text [ en-US ] = "strike";
};
String 17 // description of parameter 8
{
Text [ en-US ] = "Optional strike level";
ItemList [ en-US ] =
{
< "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)"; > ;
< "spot"; > ;
< "Price/value of the asset"; > ;
< "vol"; > ;
< "Annual volatility of the asset"; > ;
< "drift"; > ;
< "Parameter mu from dS/S = mu dt + vol dW"; > ;
< "T"; > ;
< "Time to maturity in years"; > ;
< "barrier_low"; > ;
< "Lower barrier (set to 0 for no lower barrier)"; > ;
< "barrier_up"; > ;
< "Upper barrier (set to 0 for no upper barrier)"; > ;
< "put/call"; > ;
< "Optional (p)ut/(c)all indicator"; > ;
< "strike"; > ;
< "Optional strike level"; > ;
};
};
......
Markdown is supported
0% or
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment