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/* -*- 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: */
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