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  • Committer: Bazaar Package Importer
  • Author(s): Gauvain Pocentek
  • Date: 2009-06-07 11:10:47 UTC
  • mfrom: (1.1.19 upstream) (2.1.2 squeeze)
  • Revision ID: james.westby@ubuntu.com-20090607111047-l3rtbzfjxvmi1kx0
Tags: 1.9.8-1ubuntu1
* Merge from debian unstable, remaining changes:
  - Promoted gnumeric-doc to Recommends in gnumeric package for help to be
    installed automatically
  - gnumeric-gtk is a transitional package
  - gnumeric conflicts with gnumeric-gtk << 1.8.3-3ubuntu1
  - call initltool-update in po*
  - remove psiconv support (psiconv is in universe):
    o debian/control: remove B-D on libpsiconv-dev
    o debian/rules: don't pass --with-psiconv to ./configure

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plugins/derivatives/options.c
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        /* xgettext:no-c-format */
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        F_("@FUNCTION=OPT_RGW\n"
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           "@SYNTAX=OPT_RGW(call_put_flag,spot,strike,t1,t2,rate,d,volatility)"
 
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           "@SYNTAX=OPT_RGW(spot,strike,t1,t2,rate,d,volatility)"
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           "\n"
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           "@DESCRIPTION="
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           "OPT_RGW models the theoretical price of an american option according to "
 
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           "OPT_RGW models the theoretical price of an American option according to "
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           "the Roll-Geske-Whaley approximation where: \n"
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           "@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.\n"
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           "@spot is the spot price of the underlying asset.\n"
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           "@strike is the strike price at which the option is struck.\n"
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           "@t1 is the time to the dividend payout.\n"
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           "@t2 is the time to option expiration.\n"
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           "@rate is the annualized rate of interest.\n"
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           "@d is the amount of the dividend to be paid.\n"
 
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           "@d is the amount of the dividend to be paid expressed in currency.\n"
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           "@volatility is the annualized rate of volatility of the underlying asset.\n"
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           "\n"
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           "@EXAMPLES=\n"
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           "@SYNTAX=OPT_BJER_STENS(call_put_flag,spot,strike,time,rate,"
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           "volatility[,cost_of_carry])\n"
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           "@DESCRIPTION="
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           "OPT_BJER_STENS models the theoretical price of american options "
 
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           "OPT_BJER_STENS models the theoretical price of American options "
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           "according to the Bjerksund & Stensland approximation technique.\n"
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           "@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.\n"
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           "@spot is the spot price of the underlying asset.\n"
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          GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
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        { "opt_rgw",
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          "fffffff", N_("call_put_flag, spot, strike, t1, t2, rate, d, volatility"),
 
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          "fffffff", N_("spot, strike, t1, t2, rate, d, volatility"),
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          help_opt_rgw, opt_rgw, NULL, NULL, NULL, NULL,
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          GNM_FUNC_SIMPLE, GNM_FUNC_IMPL_STATUS_UNIQUE_TO_GNUMERIC, GNM_FUNC_TEST_STATUS_BASIC },
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