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# translation of cs.po to Czech
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# Czech translation of cs.po
# Gnumeric Czech translation
# Copyright (c) 1999,2000,2001,2002 The Free Software Foundation
# Petr Vyhnalek <petr.vyhnalek@email.cz>, 1999
# David Sauer <davids@penguin.cz>, 1999
# Partially based on Slovak translation by Stanislav Visnovsky <visnovsky@nenya.ms.mff.cuni.cz>, 2002
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# Michal Bukovjan <bukm@centrum.cz>, 2002,2003.
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#
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msgid ""
msgstr ""
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"Project-Id-Version: cs\n"
"POT-Creation-Date: 2003-01-08 21:08+0100\n"
"PO-Revision-Date: 2003-01-08 21:29GMT\n"
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"Last-Translator: Michal Bukovjan <bukm@centrum.cz>\n"
"Language-Team: Czech <cs@li.org>\n"
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"MIME-Version: 1.0\n"
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"Content-Type: text/plain; charset=UTF-8\n"
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"Content-Transfer-Encoding: 8bit\n"
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"X-Generator: KBabel 1.0\n"
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#: GNOME_Gnumeric.server.in.in.h:1
msgid "Gnumeric Workbook"
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msgstr "Sešit Gnumeric"
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#: GNOME_Gnumeric.server.in.in.h:2
msgid "Gnumeric Workbook Viewer"
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msgstr "Prohlížeč sešitů Gnumeric"
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#: GNOME_Gnumeric.server.in.in.h:3
msgid "Gnumeric Workbook viewer factory"
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msgstr "Generátor prohlížeče sešitů Gnumeric"
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#: gnumeric.desktop.in.h:1
msgid "Gnumeric Spreadsheet"
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msgstr "Tabulkový editor Gnumeric"
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#: gnumeric.desktop.in.h:2
msgid "The GNOME Spreadsheet"
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msgstr "Tabulkový editor pro prostředí GNOME"
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#: plugins/applix/applix-read.c:106
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msgid "Parse error while reading Applix file."
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msgstr "Chyba zpracování při načítání souboru Applix."
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#: plugins/applix/applix-read.c:246
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msgid "Missing characters for character encoding"
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msgstr "Chybějící znaky pro kódování znaků"
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#: plugins/applix/applix-read.c:250
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#, c-format
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msgid "Invalid characters for encoding '%c%c'"
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msgstr "Neplatné znaky pro kódování '%c%c'"
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#: plugins/applix/applix-read.c:1083
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#, c-format
msgid "Expression did not start with '=' ? '%s'"
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msgstr "Výraz nezačíná znakem '='? '%s'"
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#: plugins/applix/applix-read.c:1094
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#, c-format
msgid ""
"%s!%s : unable to parse '%s'\n"
"     %s"
msgstr ""
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"%s!%s : nelze zpracovat '%s'\n"
"     %s"
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#: plugins/applix/plugin.xml.in.h:1
msgid "Applix"
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msgstr "Applix"
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#: plugins/applix/plugin.xml.in.h:2
msgid "Applix (*.as)"
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msgstr "Applix (*.as)"
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#: plugins/applix/plugin.xml.in.h:3
msgid "Imports version 4.[234] spreadsheets"
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msgstr "Import tabulek verzí 4.[234]"
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#: plugins/corba/plugin.xml.in.h:1
msgid "CORBA Interface"
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msgstr "Rozhraní CORBA"
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#: plugins/corba/plugin.xml.in.h:2
msgid "Provides a CORBA scripting interface"
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msgstr "Poskytuje skriptovací rozhraní CORBA"
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#: plugins/derivatives/options.c:149
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#, no-c-format
msgid ""
"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
"@DESCRIPTION=CUM_BIV_NORM_DIST calculates the cumulative bivariatenormal "
"distribution from parameters a, b & rho"
msgstr ""
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"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
"@DESCRIPTION=CUM_BIV_NORM_DIST počítá kumulativní dvojrozměrné normální "
"rozdělení z parametrů a, b a rho"
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#: plugins/derivatives/options.c:202
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msgid ""
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"@FUNCTION=OPT_BS\n"
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"@SYNTAX=OPT_BS(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS uses the Black-Scholes model to calculate the price of a "
"European option using call_put_flag, @call_put_flag struck at @strike on an "
"asset with spot price @spot.\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset or the "
"period through to the exercise date. @days_to_maturity the number of days to "
"exercise, and @rate is the risk-free interest rate to the exercise date, in "
"percent.\n"
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"\n"
"* The returned value will be expressed in the same units as @strike and "
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"@spot.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
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"OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
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"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
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"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:271
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msgid ""
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"@FUNCTION=OPT_BS_DELTA\n"
"@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_DELTA uses the Black-Scholes model to calculate the "
"\"delta\" of a European option with call_put_flag, @call_put_flagstruck at "
"@strike on an asset with spot price @spot.\n"
"\n"
"(The delta of an option is the rate of change of its price with respect to "
"the spot price of the underlying asset.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date.  @days_to_maturity the number of days "
"to exercise, and @rate is the risk-free interest rate to the exercise date, "
"in percent.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of option value "
"per unit change in @spot.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_DELTA\n"
"@SYNTAX=OPT_BS_DELTA(příznak_call_put,cena,realizační_cena,doba_do_realizace,"
"úrok, míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_DELTA počítá hodnotu \"delta\" Evropské opce call nebo "
"put(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"delta\" představuje míru změny jeho ceny (první derivaci) "
"vzhledem k okamžité (spot) ceně zastoupeného aktiva.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na jednotku "
"změny okamžité (spot) ceny @cena.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:328
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msgid ""
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"@FUNCTION=OPT_BS_GAMMA\n"
"@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility,cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the "
"\"gamma\" of a European option struck at @strike on an asset with spot price "
"@spot.\n"
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"\n"
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"(The gamma of an option is the second derivative of its price with respect "
"to the price of the underlying asset, and is the same for calls and puts.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date.  @days_to_maturity the number of days "
"to exercise, and @rate is the risk-free interest rate to the exercise date, "
"in percent.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of delta per "
"unit change in @spot.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA"
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msgstr ""
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"@FUNCTION=OPT_BS_GAMMA\n"
"@SYNTAX=OPT_BS_GAMMA(cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_GAMMA počítá hodnotu \"gama\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"gama\" představuje druhou derivaci její ceny vzhledem k "
"okamžité (spot)ceně aktiva, které představuje a je totožná u prodejních a "
"nákupních opcí.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míru změny hodnoty opce \"delta\" na "
"jednotku změny okamžité (spot) ceny @cena.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA"
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#: plugins/derivatives/options.c:404
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msgid ""
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"@FUNCTION=OPT_BS_THETA\n"
"@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_THETA uses the Black-Scholes model to calculate the "
"\"theta\" of a European option with call_put_flag, @call_put_flag struck at "
"@strike on an asset with spot price @spot.\n"
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"\n"
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"(The theta of an option is the rate of change of its price with respect to "
"time to expiry.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date.  @days_to_maturity the number of days "
"to exercise, and @rate is the risk-free interest rate to the exercise date, "
"in percent.\n"
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"\n"
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"* The returned value will be expressed as minus the rate of change of option "
"value, per 365.25 days.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
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"OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_THETA\n"
"@SYNTAX=OPT_BS_THETA(příznak_call_put,cena,realizační_cena,"
"doba_do_realizace, úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_THETA počítá hodnotu \"theta\" Evropské opce call nebo "
"put(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"theta\" představuje míru změny ceny opce vzhledem k času "
"vypršení.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako záporná míra změny hodnoty opce, pro "
"365,25 dní.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:461
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#, no-c-format
msgid ""
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"@FUNCTION=OPT_BS_VEGA\n"
"@SYNTAX=OPT_BS_VEGA(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_VEGA uses the Black-Scholes model to calculate the \"vega"
"\" of a European option struck at @strike on an asset with spot price "
"@spot.\n"
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"\n"
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"(The vega of an option is the rate of change of its price with respect to "
"volatility, and is the same for calls and puts.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date. @days_to_maturity the number of days to "
"exercise, and @rate is the risk-free interest rate to the exercise date, in "
"percent.\n"
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"\n"
"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatilty.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_VEGA\n"
"@SYNTAX=OPT_BS_VEGA(příznak_call_put,cena,realizační_cena,doba_do_realizace, "
"úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_VEGA počítá hodnotu \"vega\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"vega\" představuje míru změny její ceny vzhledem k míře "
"kolísání a je totožná pro prodejní a nákupní opce.)\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% míry "
"kolísání..\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:542
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#, no-c-format
msgid ""
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"@FUNCTION=OPT_BS_RHO\n"
"@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_RHO uses the Black-Scholes model to calculate the \"rho"
"\" of a European option with call_put_flag, @call_put_flag struck at @strike "
"on an asset with spot price @spot.\n"
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"\n"
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"(The rho of an option is the rate of change of its price with respect to the "
"risk free interest rate.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date.  @days_to_maturity the number of days "
"to exercise, and @rate is the risk-free interest rate to the exercise date, "
"in percent.\n"
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"\n"
"* The returned value will be expressed as the rate of change of option "
"value, per 100% change in @rate.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_RHO\n"
"@SYNTAX=OPT_BS_RHO(příznak_call_put,cena,realizační_cena,doba_do_realizace, "
"úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_RHO počítá hodnotu \"rho\" Evropské opce call nebo put"
"(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"rho\" představuje míru změny její ceny vzhledem k "
"bezrizikové úrokové sazbě.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% změny "
"parametru @úrok.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:612
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#, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_CARRYCOST\n"
"@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the "
"\"elasticity\" of a European option struck at @strike on an assetwith spot "
"price @spot.\n"
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"\n"
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"(The elasticity of an option is the rate of change of its pricewith respect "
"to its cost of carry.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date.  @days_to_maturity the number of days "
"to exercise, and @rate is the risk-free interest rate to the exercise date, "
"in percent.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of option "
"value, per 100% volatilty.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_CARRYCOST\n"
"@SYNTAX=OPT_BS_CARRYCOST(příznak_call_put,cena,realizační_cena,"
"doba_do_realizace, úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_CARRYCOST počítá \"elasticitu\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Elasticita opce představuje míru změny její ceny vzhledem k jejím nákladům "
"na držení.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míře "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:682
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#, no-c-format
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msgid ""
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"@FUNCTION=OPT_GARMAN_KOHLHAGEN\n"
"@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domesitc_rate,"
"foreign_rate,volatility,cost_of_carry)\n"
"@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European "
"option struck at @strike on an asset with spot price @spot.\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
"period through to the exercise date. @days_to_maturity the number of days to "
"exercise, and @domestic_rate is the domestic risk-free interest rate to the "
"exercise date,@foreign_rate is the foreign risk-free interest rate to the "
"exercise date, in percent.\n"
"\n"
"* The returned value will be expressed as the rate of change of option "
"value, per 100% volatilty.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_GARMAN_KOHLHAGEN\n"
"@SYNTAX=OPT_GARMAN_KOHLHAGEN(příznak_call_put,cena,realizační_cena, "
"doba_do_realizace,domácí_úrok,zahraniční_úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_GARMAN_KOHLHAGEN počítá teoretickou hodnotu Evropské opce "
"(tedy opce, kterou lze uplatnit pouze v pevně stanovený den realizace) při "
"realizační ceně @realizační_cena na aktivu s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, "
"@domácí_úrok představuje domácí bezrizikovou úrokovou míru v procentech, a "
"@zahraniční_úrok představuje zahraniční bezrizikovou úrokovou míru v "
"procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míry "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:748
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#, no-c-format
msgid ""
"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility,"
"cost_of_carry)\n"
"@DESCRIPTION=OPT_FRENCH values the theoretical price of a European option "
"adjusted for trading day volatility, struck at @strike on an asset with spot "
"price @spot.\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date. @days_to_maturity the number of days to "
"exercise, and @domestic_rate is the domestic risk-free interest rate to the "
"exercise date,@foreign_rate is the foreign risk-free interest rate to the "
"exercise date, in percent.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of option "
"value, per 100% volatilty.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:814
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#, no-c-format
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msgid ""
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"@FUNCTION=OPT_JUMP_DIFF\n"
"@SYNTAX=OPT_JUMP_DIFF(call_put_flag,spot,strike,time,rate,volatility,lambda,"
"gamma)\n"
"@DESCRIPTION=OPT_JUMP_DIFF models the theoretical price of an option "
"according to the Jump Diffussion process (Merton).\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_JUMP_DIFF\n"
"@SYNTAX=OPT_JUMP_DIFF(příznak_call_put,cena,realizační_cena, "
"doba_do_realizace,úrok,míra_kolísání,lambda,gama)\n"
"@DESCRIPTION=OPT_JUMP_DIFF modeluje teoretickou hodnotu opce podle procesu "
"Jump Diffussion (Merton).\n"
".\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:901
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#, no-c-format
msgid ""
"@FUNCTION=OPT_MILTERSEN_SCHWARTZ\n"
"@SYNTAX=OPT_MILTERSEN_SCHWARTZ(call_put_flag,p_t,f_t,x,t1,t2,v_s,v_e,v_f,"
"rho_se,rho_sf,rho_ef,kappa_e,kappa_f)\n"
"@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ models the theoretical price of an "
"option according to Miltersen & Schwartz.\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_MILTERSEN_SCHWARTZ\n"
"@SYNTAX=OPT_MILTERSEN_SCHWARTZ(příznak_call_put,p_t,f_t,x,t1,t2,v_s,v_e,v_f,"
"rho_se,rho_sf,rho_ef,kappa_e,kappa_f)\n"
"@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ modeluje teoretickou cenu opce podle "
"Miltersena a Schwartze.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1002
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#, no-c-format
msgid ""
"@FUNCTION=OPT_RGW\n"
"@SYNTAX=OPT_RGW(call_put_flag,spot,strike,t1,t2,rate,d,volatility)\n"
"@DESCRIPTION=OPT_RGW models the theoretical price of an option according to "
"the Roll Geske Whaley apporximation where t1 is the time to the dividend "
"payout and t2 is the time to option expiration.\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_RGW\n"
"@SYNTAX=OPT_RGW(příznak_call_put,cena,realizační_cena, t1,t2,úrok,d,"
"míra_kolísání)\n"
"@DESCRIPTION=OPT_RGW modeluje teoretickou cenu opce podle Roll-Geske-"
"Whaleyho aproximace, kde @t1 představuje čas do vyplacení dividend a @t2 "
"představuje čas do vypršení opce.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1044
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#, no-c-format
msgid ""
"@FUNCTION=OPT_BAW_AMER\n"
"@SYNTAX=OPT_BAW_AMER(call_put_flag,spot,strike,time,rate,cost_of_carry,"
"volatility)\n"
"@DESCRIPTION=OPT_BAW_AMER models the theoretical price of an option "
"according to the Barone Adesie & Whaley approximation.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BAW_AMER\n"
"@SYNTAX=OPT_BAW_AMER(příznak_call_put,cena,realizační_cena, "
"doba_do_realizace,úrok,náklady_držení,míra_kolísání)\n"
"@DESCRIPTION=OPT_BAW_AMER modeluje teoretickou cenu opce podle Barone-Adesie-"
"Whaleyho aproximace.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1227
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#, no-c-format
msgid ""
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"@FUNCTION=OPT_BJERSTENS\n"
"@SYNTAX=OPT_BJERSTENS(call_put_flag,spot,strike,time,rate,cost_of_carry,"
"volatility)\n"
"@DESCRIPTION=OPT_BJERSTENS models the theoretical price of american options "
"according to the Bjerksund & Stensland approximation technique.\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_BJERSTENS\n"
"@SYNTAX=OPT_BJERSTENS(příznak_call_put,cena,realizační_cena, "
"doba_do_realizace,úrok,náklady_držení,míra_kolísání)\n"
"@DESCRIPTION=OPT_BJERSTENS modeluje teoretickou cenu americké opce pomocí "
"aproximační techniky Bjerksunda a Stenslanda.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1306
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#, no-c-format
msgid ""
"@FUNCTION=OPT_EXEC\n"
"@SYNTAX=OPT_EXEC(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry,lambda)\n"
"@DESCRIPTION=OPT_EXEC models the theoretical price of executive stock "
"options given lambda (jump rate for executives).\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_EXEC\n"
"@SYNTAX=OPT_EXEC(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"úrok,míra_kolísání,náklady_držení,lambda)\n"
"@DESCRIPTION=OPT_EXEC modeluje teoretickou cenu exekutivní akciové opce při "
"dané hodnotě lambda (míra přestupu exekutivy).\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1347
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#, no-c-format
msgid ""
"@FUNCTION=OPT_FORWARD_START\n"
"@SYNTAX=OPT_FORWARD_START(call_put_flag,spot,alpha,time1,time,rate,"
"volatility,cost_of_carry)\n"
"@DESCRIPTION=OPT_FORWARD_START models the theoretical price of forward start "
"options\n"
"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_FORWARD_START\n"
"@SYNTAX=OPT_FORWARD_START(příznak_call_put,cena,alfa,čas1,doba_do_realizace,"
"úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FORWARD_START modeluje teoretickou cenu opce typu forward "
"start.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1404
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#, no-c-format
msgid ""
"@FUNCTION=OPT_TIME_SWITCH\n"
"@SYNTAX=OPT_TIME_SWITCH(call_put_flag,spot,strike,a,time,m,dt,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_TIME_SWITCH models the theoretical price of time switch "
"options.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_TIME_SWITCH\n"
"@SYNTAX=OPT_TIME_SWITCH(příznak_call_put,cena,realizační_cena, a,"
"doba_do_realizace,m,dt,úrok,náklady_držení,míra_kolísání)\n"
"@DESCRIPTION=OPT_TIME_SWITCH modeluje teoretickou cenu opcí typu time "
"switch.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1448
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#, no-c-format
msgid ""
"@FUNCTION=OPT_SIMPLE_CHOOSER\n"
"@SYNTAX=OPT_SIMPLE_CHOOSER(call_put_flag,spot,strike,time1,time2,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_SIMPLE_CHOOSER models the theoretical price of simple "
"chooser options.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_SIMPLE_CHOOSER\n"
"@SYNTAX=OPT_SIMPLE_CHOOSER(příznak_call_put,cena,realizační_cena, čas1,čas2,"
"úrok,náklady_držení,míra_kolísání)\n"
"@DESCRIPTION=OPT_SIMPLE_CHOOSER modeluje teoretickou cenu opcí typu "
"jednoduchý výběr (simple chooser).\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1502
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#, no-c-format
msgid ""
"@FUNCTION=OPT_COMPLEX_CHOOSER\n"
"@SYNTAX=OPT_COMPLEX_CHOOSER(call_put_flag,spot,strike_call,strike_put,time,"
"time_call,time_put,rate,cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_COMPLEX_CHOOSER models the theoretical price of complex "
"chooser options.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_COMPLEX_CHOOSER\n"
"@SYNTAX=OPT_COMPLEX_CHOOSER(příznak_call_put,cena,realizační_cena_call, "
"realizační_cena_put,doba_do_realizace,čas_call,čas_put,úrok,náklady_držení,"
"míra_kolísání)\n"
"@DESCRIPTION=OPT_COMPLEX_CHOOSER modeluje teoretickou cenu opcí typu "
"komplexní výběr (complex chooser).\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1608
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#, no-c-format
msgid ""
"@FUNCTION=OPT_ON_OPTIONS\n"
"@SYNTAX=OPT_ON_OPTIONS(type_flag,spot,strike1,strike1,time1,time2,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_ON_OPTIONS models the theoretical price of options on "
"options\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_ON_OPTIONS\n"
"@SYNTAX=OPT_ON_OPTIONS(příznak_typu,cena,realizační_cena1,realizační_cena2,"
"doba_do_realizace1,doba_do_realizace2,úrok,náklady_držení,míra_kolísání)\n"
"@DESCRIPTION=OPT_ON_OPTIONS modeluje teoretickou cenu opcí na opce.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1682
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#, no-c-format
msgid ""
"@FUNCTION=OPT_EXTENDIBLE_WRITER\n"
"@SYNTAX=OPT_EXTENDIBLE_WRITER(call_put_flag,spot,strike1,strike2,time1,time2,"
"rate,cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_EXTENDIBLE_WRITER models the theoretical price of "
"extendible writer options.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_EXTENDIBLE_WRITER\n"
"@SYNTAX=OPT_EXTENDIBLE_WRITER(příznak_call_put,cena,realizační_cena1,"
"realizační_cena2,doba_do_realizace1,doba_do_realizace2,úrok,náklady_držení,"
"míra_kolísání)\n"
"@DESCRIPTION=OPT_EXTENDIBLE_WRITER modeluje teoretickou cenu opcí typu "
"extendible writer.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1698 plugins/derivatives/options.c:1703
#: plugins/derivatives/options.c:1708 plugins/derivatives/options.c:1713
#: plugins/derivatives/options.c:1728
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msgid "call_put_flag, spot, strike, time, rate, volatility, cost_of_carry"
msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, úrok, "
"míra_kolísání, náklady_držení"
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#: plugins/derivatives/options.c:1718 plugins/derivatives/options.c:1723
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msgid "spot, strike, time, rate, volatility, cost_of_carry"
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msgstr "cena, realizační_cena, doba_do_realizace, úrok, míra_kolísání, náklady_držení"
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#: plugins/derivatives/options.c:1733
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msgid "a, b, rho"
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msgstr "a, b, rho"
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#: plugins/derivatives/options.c:1738
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msgid "call_put_flag, spot, strike, time, domestic_rate, foreign_rate, volatility"
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msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, domácí_úrok, "
"zahraniční_úrok, míra_kolísání"
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#: plugins/derivatives/options.c:1743
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msgid "call_put_flag, spot, strike, time, t2, rate, volatility, cost of carry"
msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, t2, úrok, "
"míra_kolísání, náklady_držení"
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#: plugins/derivatives/options.c:1748
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msgid "call_put_flag, spot, strike, time, rate, volatility, lambda, gamma"
msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, úrok, "
"míra_kolísání, lambda, gama"
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#: plugins/derivatives/options.c:1753
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msgid "call_put_flag, spot, strike, time, rate, volatility, cost_of_carry, lambda"
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msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, úrok, "
"míra_kolísání, náklady_držení, lambda"
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#: plugins/derivatives/options.c:1758 plugins/derivatives/options.c:1768
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msgid "call_put_flag, spot, strike, time, rate, cost_of_carry, volatility"
msgstr ""
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"příznak_call_put, cena, realizační_cena, doba_do_realizace, úrok, "
"náklady_držení, míra_kolísání"
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#: plugins/derivatives/options.c:1763
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msgid ""
"call_put_flag, p_t, f_t, x, t1, t2, v_s, v_e, v_f, rho_se, rho_sf, rho_ef, "
"kappa_e, kappa_f)"
msgstr ""
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"příznak_call_put, p_t, f_t, x, t1, t2, v_s, v_e, v_f, rho_se, rho_sf, "
"rho_ef, kappa_e, kappa_f)"
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#: plugins/derivatives/options.c:1773
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msgid "call_put_flag, spot, strike, t1, t2, rate, d, volatility"
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msgstr "příznak_call_put, cena, realizační_cena, t1, t2, úrok, d, míra_kolísání"
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#: plugins/derivatives/options.c:1778
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msgid "call_put_flag, spot, alpha, time1, time, rate, volatility, cost_of_carry"
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msgstr ""
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"příznak_call_put, cena, alfa, čas1, doba_do_realizace, úrok, míra_kolísání, "
"náklady_držení"
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#: plugins/derivatives/options.c:1783
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msgid "call_put_flag, spot, strike, a, time, m, dt, rate, cost_of_carry, volatility"
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msgstr ""
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"příznak_call_put, cena, realizační_cena, a, doba_do_realizace, m, dt, úrok, "
"náklady_držení, míra_kolísání"
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#: plugins/derivatives/options.c:1788
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msgid "spot, strike, time1, time2, rate, cost_of_carry, volatility"
msgstr ""
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"cena, realizační_cena, doba_do_realizace1, doba_do_realizace2, úrok, "
"náklady_držení, míra_kolísání"
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#: plugins/derivatives/options.c:1793
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msgid ""
"spot, strike_call, strike_put, time, time_call, time_put, rate, "
"cost_of_carry, volatility"
msgstr ""
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"cena, realizační_cena_call, realizační_cena_put, doba_do_realizace, "
"doba_do_realizace_call, doba_do_realizace_put, úrok, náklady_držení, "
"míra_kolísání"
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#: plugins/derivatives/options.c:1798 plugins/derivatives/options.c:1803
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msgid ""
"type_flag, spot, strike1, strike2, time1, time2, rate, cost_of_carry, "
"volatility"
msgstr ""
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"příznak_typu, cena, realizační_cena1, realizační_cena2, doba_do_realizace1, "
"doba_do_realizace2, úrok, náklady_držení, míra_kolísání"
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#: plugins/derivatives/plugin.xml.in.h:1
#: plugins/fn-financial/plugin.xml.in.h:1
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msgid "Financial"
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msgstr "Finanční"
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#: plugins/derivatives/plugin.xml.in.h:2
msgid "Financial Derivatives"
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msgstr "Finanční deriváty"
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#: plugins/derivatives/plugin.xml.in.h:3
msgid "Functions related to financial derivatives"
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msgstr "Funkce spojené s finančními deriváty"
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#: plugins/dif/dif.c:65 plugins/excel/ms-excel-read.c:5100
#: plugins/gnumeric_1_0/xml-io.c:3369 plugins/mps/mps.c:549 src/xml-io.c:3585
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msgid "Reading file..."
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msgstr "Načítá se soubor..."
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#: plugins/dif/dif.c:181
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#, c-format
msgid "Syntax error at line %d. Ignoring."
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msgstr "Syntaktická chyba na řádku %d. Ignoruje se."
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#: plugins/dif/dif.c:212
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#, c-format
msgid "Unknown data value \"%s\" at line %d. Ignoring."
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msgstr "Neznámá hodnota dat \"%s\" na řádku %d. Ignoruje se."
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#: plugins/dif/dif.c:219
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#, c-format
msgid "Unknown value type %d at line %d. Ignoring."
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msgstr "Neznámý typ dat %d na řádku %d. Ignoruje se."
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#: plugins/dif/dif.c:228
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#, c-format
msgid ""
"DIF file has more than the maximum number of rows %d. Ignoring remaining "
"rows."
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msgstr "Soubor DIF obsahuje více než maximální počet řádků %d. Ignoruji zbylé řádky."
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#: plugins/dif/dif.c:232
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#, c-format
msgid ""
"DIF file has more than the maximum number of columns %d. Ignoring remaining "
"columns."
msgstr ""
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"Soubor DIF obsahuje více než maximální počet sloupců %d. Ignoruji zbylé "
"sloupce."
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#: plugins/dif/dif.c:244
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#, c-format
msgid "Unexpected end of file at line %d while reading header."
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msgstr "Neočekávaný konec souboru na řádku %d při čtení hlavičky."
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#: plugins/dif/dif.c:248
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#, c-format
msgid "Unexpected end of file at line %d while reading data."
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msgstr "Neočekávaný konec souboru na řádku %d při čtení dat."
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#: plugins/dif/dif.c:266
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msgid "Error while reading DIF file."
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msgstr "Chyba při čtení souboru DIF."
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#: plugins/dif/dif.c:286
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msgid "Cannot get default sheet."
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msgstr "Nelze získat výchozí list."
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#: plugins/dif/dif.c:325
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msgid "Error while saving DIF file."
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msgstr "Chyba při zápisu souboru DIF."
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#: plugins/dif/plugin.xml.in.h:1
msgid "Data Interchange Format (*.dif)"
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msgstr "Data Interchange Format (*.dif)"
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#: plugins/dif/plugin.xml.in.h:2
msgid "Data Interchange Format (DIF) module"
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msgstr "Modul pro Data Interchange Format (DIF)"
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#: plugins/dif/plugin.xml.in.h:3
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msgid "Reads and writes information stored in the Data Interchange Format (*.dif)"
msgstr "Zapisuje a čte informace uložené ve formátu Data Interchange Format (*.dif)"
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#: plugins/excel/boot.c:165
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msgid "No Workbook or Book streams found."
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msgstr "Nebyly nalezeny žádné kanály pro sešit nebo knihu."
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#: plugins/excel/boot.c:208
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msgid "Preparing to save..."
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msgstr "Připravuje se ukládání..."
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#: plugins/excel/boot.c:217
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msgid "Saving file..."
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msgstr "Soubor se ukládá..."
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#: plugins/excel/ms-excel-read.c:993
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msgid "#UNKNOWN!"
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msgstr "#NEZNÁMÝ!"
940

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#. We can't use workbook_sheet_get_free_name since that would give us the same
#. name for multiple adds
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#: plugins/excel/ms-excel-read.c:1084 plugins/excel/ms-excel-read.c:1095
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#: plugins/oleo/oleo.c:345 plugins/psiconv/psiconv-read.c:516
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#: src/dialogs/dialog-sheet-order.c:433 src/dialogs/dialog-sheet-order.c:437
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#, c-format
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msgid "Sheet%d"
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msgstr "List %d"
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#: plugins/excel/ms-excel-read.c:1098
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#, c-format
msgid "Macro%d"
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msgstr "Makro%d"
954

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#: plugins/excel/ms-excel-read.c:1101
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#, c-format
msgid "Chart%d"
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msgstr "Graf%d"
959

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#: plugins/excel/ms-excel-read.c:1104
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#, c-format
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msgid "Module%d"
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msgstr "Modul%d"
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#: plugins/excel/ms-excel-read.c:2668
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#, c-format
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msgid "Failure parsing name '%s'"
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msgstr "Chyba při zpracování názvu '%s'"
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#: plugins/excel/ms-excel-read.c:2724
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#, c-format
msgid ""
"DDE links are no supported.\n"
"Name '%s' will be lost.\n"
msgstr ""
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"Odkazy DDE nejsou podporovány.\n"
"Název '%s' bude ztracen.\n"
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#: plugins/excel/ms-excel-read.c:2730
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#, c-format
msgid ""
"OLE links are no supported.\n"
"Name '%s' will be lost.\n"
msgstr ""
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"Odkazy OLE nejsou podporovány.\n"
"Název '%s' bude ztracen.\n"
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#: plugins/excel/ms-excel-read.c:2782
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msgid "Failure parsing AutoFilter."
msgstr "Chyba při zpracování AutoFiltru."

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#: plugins/excel/ms-excel-read.c:4512
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msgid "external references"
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msgstr "externí odkazy"
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0.46  
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#: plugins/excel/ms-excel-read.c:5246
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msgid "No password supplied"
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msgstr "Nebylo zadáno žádné heslo"
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#: plugins/excel/ms-excel-read.c:5250
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msgid "Invalid password"
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msgstr "Neplatné heslo"
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#: plugins/excel/ms-excel-read.c:5345
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msgid "Unable to locate valid MS Excel workbook"
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msgstr "Nepodařilo se nalézt platný sešit MS Excel"
1007

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#: plugins/excel/ms-excel-write.c:150
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msgid ""
"This is somewhat corrupt.\n"
"We already wrote a length for a string that is being truncated due to "
"encoding problems."
msgstr ""
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"Toto je nějak poškozeno.\n"
"Byla už zapsána délka řetězce, který musí být zkrácen díky problémům s "
"kódováním."
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#: plugins/excel/ms-excel-write.c:3676 plugins/excel/ms-excel-write.c:3681
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#, c-format
msgid "Too many rows for this format (%d > %d)"
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msgstr "Příliš mnoho řádků pro tento formát (%d > %d)"
1022

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#: plugins/excel/ms-excel-write.c:4083
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msgid "Couldn't open stream 'Book' for writing\n"
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msgstr "Nepodařilo se otevřít kanál 'Book' pro zápis\n"
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#: plugins/excel/ms-excel-write.c:4103
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msgid "Couldn't open stream 'Workbook' for writing\n"
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msgstr "Nepodařilo se otevřít kanál 'Workbook' pro zápis\n"
1030

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#: plugins/excel/ms-formula-read.c:610
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msgid "Broken function"
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msgstr "Poškozená funkce"
1034

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#: plugins/excel/ms-formula-write.c:428
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#, c-format
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msgid "Too many arguments for function, MS Excel expects exactly %d and we have more"
1038
msgstr ""
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"Příliš mnoho parametrů pro funkci, aplikace MS Excel očekává přesně %d a my "
"jich máme více"
1041

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#: plugins/excel/plugin.xml.in.h:1
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msgid "Imports/Exports MS Excel (tm) files"
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msgstr "Import a export souborů MS Excel(tm)"
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#: plugins/excel/plugin.xml.in.h:2
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msgid "MS Excel (tm)"
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msgstr "MS Excel (tm)"
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#: plugins/excel/plugin.xml.in.h:3
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msgid "MS Excel (tm) (*.xls)"
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msgstr "MS Excel (tm) (*.xls)"
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#: plugins/excel/plugin.xml.in.h:4
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msgid "MS Excel (tm) 5.0/95"
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msgstr "MS Excel (tm) 5.0/95"
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#: plugins/excel/plugin.xml.in.h:5
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msgid "MS Excel (tm) 97/2000/XP"
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msgstr "MS Excel (tm) 97/2000/XP"
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#: plugins/excel/plugin.xml.in.h:6
msgid "MS Excel (tm) 97/2000/XP & 5.0/95"
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msgstr "MS Excel (tm) 97/2000/XP & 5.0/95"
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#: plugins/fn-complex/functions.c:80
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msgid ""
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"@FUNCTION=COMPLEX\n"
"@SYNTAX=COMPLEX(real,im[,suffix])\n"
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"@DESCRIPTION=COMPLEX returns a complex number of the form x + yi.\n"
"\n"
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"@real is the real and @im is the imaginary part of the complex number.  "
"@suffix is the suffix for the imaginary part.  If it is omitted, COMPLEX "
"uses 'i' by default.\n"
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"\n"
"* If @suffix is neither 'i' nor 'j', COMPLEX returns #VALUE! error.\n"
"* This function is Excel compatible.\n"
"\n"
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"@EXAMPLES=\n"
"COMPLEX(1,-1) equals 1-i.\n"
"\n"
"@SEEALSO="
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msgstr ""
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"@FUNCTION=COMPLEX\n"
"@SYNTAX=COMPLEX(reálná,im[,přípona])\n"
"@DESCRIPTION=COMPLEX vrací komplexní číslo ve formátu x + yi.\n"
"\n"
"@reálná je reálná a @im je imaginární část komplexního čísla. @přípona je "
"přípona pro imaginární část. pokud není uvedená, COMPLEX použije znak 'i'.\n"
"\n"
"Pokud @přípona není 'i' nebo 'j', COMPLEX vrátí chybu #VALUE!.\n"
"Tato funkce je kompatibilní s Excelem. \n"
"@EXAMPLES=\n"
"COMPLEX(1,-1) se rovná 1-i.\n"
"\n"
"@SEEALSO="
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#: plugins/fn-complex/functions.c:119
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msgid ""
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"@FUNCTION=IMAGINARY\n"
"@SYNTAX=IMAGINARY(inumber)\n"
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"@DESCRIPTION=IMAGINARY returns the imaginary part of a complex number.\n"
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"\n"
"* If @inumber is not a valid complex number, IMAGINARY returns #VALUE! "
"error.\n"
"* This function is Excel compatible.\n"
"\n"
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"@EXAMPLES=\n"
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"IMAGINARY(\"132-j\") equals -1.\n"
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"\n"
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"@SEEALSO=IMREAL"
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msgstr ""
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"@FUNCTION=IMAGINARY\n"
"@SYNTAX=IMAGINARY(komplex_číslo)\n"
"@DESCRIPTION=IMAGINARY vrací imaginární část komplexního čísla.\n"
"\n"
"* Pokud @komplex_číslo není platné komplexní číslo, IMAGINARY vrátí chybu "
"#VALUE!\n"
"* Tato funkce je kompatibilní s Excelem. \n"
"\n"
"@EXAMPLES=\n"
"IMAGINARY(\"132-j\") se rovná -1.\n"
"\n"
"@SEEALSO=IMREAL"
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#: plugins/fn-complex/functions.c:152
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msgid ""
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"@FUNCTION=IMABS\n"
"@SYNTAX=IMABS(inumber)\n"
"@DESCRIPTION=IMABS returns the absolute value of a complex number.\n"
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"\n"
"* If @inumber is not a valid complex number, IMABS returns #VALUE! error.\n"
"* This function is Excel compatible.\n"
"\n"
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"@EXAMPLES=\n"
"IMABS(\"2-j\") equals 2.23606798.\n"
"\n"
"@SEEALSO=IMAGINARY,IMREAL"
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msgstr ""
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"@FUNCTION=IMABS\n"
"@SYNTAX=IMABS(komplex_číslo)\n"
"@DESCRIPTION=IMABS vrací absolutní hodnotu komplexního čísla.\n"
"\n"
"* Pokud @komplex_číslo není platné komplexní číslo, IMABS vrátí chybu "
"#VALUE!\n"
"* Tato funkce je kompatibilní s Excelem. \n"
"\n"
"@EXAMPLES=\n"
"IMABS(\"2-j\") se rovná 2.23606798.\n"
"\n"
"@SEEALSO=IMAGINARY,IMREAL"
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#: plugins/fn-complex/functions.c:185
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msgid ""
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"@FUNCTION=IMREAL\n"
"@SYNTAX=IMREAL(inumber)\n"
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"@DESCRIPTION=IMREAL returns the real part of a complex number.\n"
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"\n"
"* If @inumber is not a valid complex number, IMREAL returns #VALUE! error.\n"
"* This function is Excel compatible.\n"
"\n"
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"@EXAMPLES=\n"
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"imreal(\"132-j\") equals 132.\n"
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"\n"
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"@SEEALSO=IMAGINARY"
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msgstr ""
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"@FUNCTION=IMREAL\n"
"@SYNTAX=IMREAL(komplex_číslo)\n"
"@DESCRIPTION=IMREAL vrací reálnou část komplexního čísla.\n"
"\n"
"* Pokud @komplex_číslo není platné komplexní číslo, IMREAL vrátí chybu "
"#VALUE!\n"
"* Tato funkce je kompatibilní s Excelem.\n"
"\n"
"@EXAMPLES=\n"
"imreal(\"132-j\") se rovná 132.\n"
"\n"
"@SEEALSO=IMAGINARY"