adding calc add-in for option pricing

Change-Id: Ica4b621a7ae7e5ab447192ae3fe7b8911295bef2
Reviewed-on: https://gerrit.libreoffice.org/1232
Reviewed-by: Fridrich Strba <fridrich@documentfoundation.org>
Tested-by: Fridrich Strba <fridrich@documentfoundation.org>

2 files changed, 129 insertions, 0 deletions

diff --git a/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl
new file mode 100644
index 000000000000..b002ee6ef0c9
--- /dev/null
+++ b/scaddins/idl/com/sun/star/sheet/addin/PricingFunctions.idl
@@ -0,0 +1,49 @@
+/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+/*
+ * This file is part of the LibreOffice project.
+ *
+ * This Source Code Form is subject to the terms of the Mozilla Public
+ * License, v. 2.0. If a copy of the MPL was not distributed with this
+ * file, You can obtain one at http://mozilla.org/MPL/2.0/.
+ *
+ * This file incorporates work covered by the following license notice:
+ *
+ *   Licensed to the Apache Software Foundation (ASF) under one or more
+ *   contributor license agreements. See the NOTICE file distributed
+ *   with this work for additional information regarding copyright
+ *   ownership. The ASF licenses this file to you under the Apache
+ *   License, Version 2.0 (the "License"); you may not use this file
+ *   except in compliance with the License. You may obtain a copy of
+ *   the License at http://www.apache.org/licenses/LICENSE-2.0 .
+ */
+
+#ifndef com_sun_star_sheet_addin_PricingFunctions_idl
+#define com_sun_star_sheet_addin_PricingFunctions_idl
+
+#include <com/sun/star/sheet/addin/XPricingFunctions.idl>
+
+module com
+{
+module sun
+{
+module star
+{
+module sheet
+{
+module addin
+{
+    service PricingFunctions
+    {
+        // exported interfaces:
+        interface XPricingFunctions;
+
+    };
+};
+};
+};
+};
+};
+
+#endif
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */
diff --git a/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
new file mode 100644
index 000000000000..495891a6dd93
--- /dev/null
+++ b/scaddins/idl/com/sun/star/sheet/addin/XPricingFunctions.idl
@@ -0,0 +1,80 @@
+/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
+/*
+ * This file is part of the LibreOffice project.
+ *
+ * This Source Code Form is subject to the terms of the Mozilla Public
+ * License, v. 2.0. If a copy of the MPL was not distributed with this
+ * file, You can obtain one at http://mozilla.org/MPL/2.0/.
+ *
+ * This file incorporates work covered by the following license notice:
+ *
+ *   Licensed to the Apache Software Foundation (ASF) under one or more
+ *   contributor license agreements. See the NOTICE file distributed
+ *   with this work for additional information regarding copyright
+ *   ownership. The ASF licenses this file to you under the Apache
+ *   License, Version 2.0 (the "License"); you may not use this file
+ *   except in compliance with the License. You may obtain a copy of
+ *   the License at http://www.apache.org/licenses/LICENSE-2.0 .
+ */
+
+#ifndef com_sun_star_sheet_addin_XPricingFunctions_idl
+#define com_sun_star_sheet_addin_XPricingFunctions_idl
+
+#include <com/sun/star/uno/XInterface.idl>
+#include <com/sun/star/beans/XPropertySet.idl>
+
+module com
+{
+module sun
+{
+module star
+{
+module sheet
+{
+module addin
+{
+    /**
+     * Interface with pricing functions.
+     */
+    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,
+            [in] double rebate,
+            [in] string put_call, [in] string in_out,
+            [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,
+            [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 )
+            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 )
+            raises( com::sun::star::lang::IllegalArgumentException );
+
+    };
+};
+};
+};
+};
+};
+
+#endif
+
+/* vim:set shiftwidth=4 softtabstop=4 expandtab: */