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# Gnumeric Czech translation
# Copyright (c) 1999,2000,2001,2002 The Free Software Foundation
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# 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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# Miloslav Trmac <mitr@volny.cz>, 2003.
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#
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msgid ""
msgstr ""
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"Project-Id-Version: gnumeric VERSION\n"
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"Report-Msgid-Bugs-To: \n"
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"POT-Creation-Date: 2003-10-29 15:23+0100\n"
"PO-Revision-Date: 2003-10-29 20:55+0100\n"
"Last-Translator: Miloslav Trmac <mitr@volny.cz>\n"
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"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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#: 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:143
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#, no-c-format
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msgid ""
"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
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"@DESCRIPTION=CUM_BIV_NORM_DIST calculates the cumulative bivariate normal "
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"distribution from parameters a, b & rho.  The return value is the "
"probability that two random variables with correlation @rho are respectively "
"each less than @a and @b.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=NORMDIST,NORMSDIST,NORMSINV"
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msgstr ""
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"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
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"@DESCRIPTION=CUM_BIV_NORM_DIST počítá kumulativní dvojrozměrné normální "
"rozdělení z parametrů a, b a rho. Návratová hodnota je pravděpodobnost, že "
"dvě náhodné proměnné s korelací @rho jsou menší než @a, resp. @b.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=NORMDIST,NORMSDIST,NORMSINV"
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#: plugins/derivatives/options.c:202
#, fuzzy
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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"
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"@DESCRIPTION=OPT_BS uses the Black-Scholes model to calculate the price of a "
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"European option using call_put_flag, @call_put_flag, c or p struck at "
"@strike on an asset with spot price @spot.\n"
"@time is the time to maturity of the option expressed in years\n"
"@rate is the risk-free interest rate\n"
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"@volatility is the annualized volatility, in percent, of the asset or the "
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"period through to the exercise date. \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
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"* 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_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, 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:269
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#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_DELTA\n"
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"@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_DELTA uses the Black-Scholes model to calculate the "
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"\"delta\" of a European option with call_put_flag, @call_put_flag, c or p "
"struck at @strike on an asset with spot price @spot.\n"
"Where @time is the time to maturity of the option expressed in years\n"
"@rate is the risk-free interest rate\n"
"@volatility is the annualized volatility, in percent, of the asset or the "
"period through to the exercise date. \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
"* The returned value will be expressed in the same units as @strike and "
"@spot.\n"
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"\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:321
#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_GAMMA\n"
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"@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])\n"
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"@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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"@time is the time to maturity of the option expressed in years\n"
"@rate is the risk-free interest rate to the exercise date, in percent.\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.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\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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"\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:388
#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_THETA\n"
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"@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@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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"@time is the time to maturity of the option expressed in years\n"
"and @rate is the risk-free interest rate to the exercise date, in percent.\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.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\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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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_THETA\n"
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"@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"
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"\n"
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"(Hodnota opce \"theta\" představuje míru změny ceny opce vzhledem k času "
"vypršení.)\n"
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"\n"
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"@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"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako záporná míra změny hodnoty opce, pro "
"365,25 dní.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
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"@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:442
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#, no-c-format
msgid ""
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"@FUNCTION=OPT_BS_VEGA\n"
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"@SYNTAX=OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])\n"
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"@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"
"(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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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.\n"
" @time is the time to maturity of the option expressed in years\n"
"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\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% volatility.\n"
"\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"
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"@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"
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"\n"
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"(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"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% míry "
"kolísání.\n"
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"\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:512
#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_RHO\n"
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"@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@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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"@call_put_flag is c or p to indicate whether the option is a call or a put.\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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"@time is the time to maturity of the option expressed in years\n"
"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
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"* The returned value will be expressed as the rate of change of option "
"value, per 100% change in @rate.\n"
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"\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"
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"@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"
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"\n"
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"(Hodnota opce \"rho\" představuje míru změny její ceny vzhledem k "
"bezrizikové úrokové sazbě.)\n"
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"\n"
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"@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"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% změny "
"parametru @úrok.\n"
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"\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:576
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#, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_CARRYCOST\n"
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"@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the "
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"\"elasticity\" of a European option struck at @strike on an asset with spot "
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"price @spot.\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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"\n"
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"(The elasticity of an option is the rate of change of its price with respect "
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"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 "
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"period through to the exercise date.  @time is the time to maturity of the "
"option expressed in years\n"
"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatility.\n"
"\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"
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"@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"
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"\n"
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"(Elasticita opce představuje míru změny její ceny vzhledem k jejím nákladům "
"na držení.)\n"
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"\n"
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"@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"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míře "
"kolísání.\n"
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"\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:646
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#, no-c-format
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msgid ""
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"@FUNCTION=OPT_GARMAN_KOHLHAGEN\n"
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"@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,"
"foreign_rate,volatility[,cost_of_carry])\n"
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"@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European "
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"currency option struck at @strike on an asset with spot price @spot.\n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \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. \n"
"@time the number of days to exercise \n"
"@domestic_rate is the domestic risk-free interest rate to the exercise "
"date \n"
"@foreign_rate is the foreign risk-free interest rate to the exercise date, "
"in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
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"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatility.\n"
"\n"
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"@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"
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"@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"
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"\n"
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"@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"
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"@doba_do_realizace je počet dní do realizace \n"
"@domácí_úrok je domácí bezriziková úroková míra k datu realizace \n"
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"@zahraniční_urok je zahraniční bezriziková úroková míra k datu realizace v "
"procentech\n"
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"\n"
"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míry "
"kolísání.\n"
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"\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:715
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_FRENCH\n"
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"@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,"
"cost_of_carry])\n"
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"@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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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\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.\n"
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" @time the number of calendar days to exercise divided by calendar days in "
"the year.\n"
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"@t2 is the number of trading days to exercise divided by trading days in the "
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"year.\n"
"@rate is the risk-free interest rate.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield 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 "
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"value, per 100% volatility.\n"
"\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"
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"@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"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
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"\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:779
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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 "
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"according to the Jump Diffusion process (Merton).\n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying\n"
"@strike is the strike price of the option\n"
"@time is the time to maturity of the option expressed in years\n"
"@rate is the annualised rate of interest\n"
"@volatility is the annualized volatility of the underlying asset\n"
"@lambda is expected number of 'jumps' per year\n"
"@gamma is proportion of volatility explained by the 'jumps'\n"
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"\n"
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"@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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#: plugins/derivatives/options.c:873
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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"
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"@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ models the theoretical price of options "
"on commodities futures according to Miltersen & Schwartz. \n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@p_t is a zero coupon bond with expiry at option maturity \n"
"@f_t is is the futures price \n"
"@x is is the strike price \n"
"@t1 is the time to maturity of the option \n"
"@t2 is the time to maturity of the underlying commodity futures contract \n"
"@v_s is the volatility of the spot commodity price \n"
"@v_e is the volatility of the future convenience yield \n"
"@v_f is the volatility of the forward rate of interest \n"
"@rho_se is correlation between the spot commodity price and the convenience "
"yield\n"
"@rho_sf is correlation between the spot commodity price and the forward "
"interest rate \n"
"@rho_ef is correlation between the forward interest rate and the convenience "
"yield \n"
"@kappa_e is the speed of mean reversion of the convenience yield \n"
"@kappa_f is the speed of mean reversion of the forward interest rate \n"
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"\n"
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"@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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#: plugins/derivatives/options.c:983
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_RGW\n"
"@SYNTAX=OPT_RGW(call_put_flag,spot,strike,t1,t2,rate,d,volatility)\n"
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"@DESCRIPTION=OPT_RGW models the theoretical price of an american option "
"according to the Roll-Geske-Whaley approximation where: \n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying asset\n"
"@strike is the strike price at which the option is struck\n"
"@t1 is the time to the dividend payout\n"
"@t2 is the time to option expiration.\n"
"@rate is the annualised rate of interest\n"
"@d is the amount of the dividend to be paid \n"
"@volatility is the annualized rate of volatility of the underlying asset\n"
"\n"
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"@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"
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"@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"
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"@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:1037
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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 "
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"according to the Barone Adesie & Whaley approximation. \n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying asset\n"
"@strike is the strike price at which the option is struck\n"
"@time is the number of days to maturity of the option\n"
"@rate is the risk annualised free rate of interest\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
"@volatility is the annualised volatility in price of the underlying\n"
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"\n"
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"@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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#: plugins/derivatives/options.c:1220
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BJERSTENS\n"
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"@SYNTAX=OPT_BJERSTENS(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BJERSTENS models the theoretical price of american options "
"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"
"@spot is the spot price of the underlying asset\n"
"@strike is the strike price at which the option is struck\n"
"@time is the number of days to maturity of the option\n"
"@rate is the risk annualised free rate of interest\n"
"@volatility is the annualised volatility in price of the underlying \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\n"
"\n"
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"@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_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu 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 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"
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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, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1304
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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 "
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"options @call_put_flag is c or p to indicate whether the option is a call or "
"a put \n"
"One would expect this to always be a call option \n"
"@spot is the spot price of the underlying asset \n"
"@strike is the strike price at which the option is struck \n"
"@time is the number of days to maturity of the option \n"
"@rate is the risk annualised free rate of interest \n"
"@volatility is the annualised volatility in price of the underlying \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
"@lambda is the jump rate for executives. The model assumes executives "
"forfeit their options if they leave the company.\n"
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"\n"
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"@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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#: plugins/derivatives/options.c:1352
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#, fuzzy, no-c-format
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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"
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" @call_put_flag is c or p to indicate whether the option is a call or a "
"put \n"
"@spot is the spot price of the underlying asset \n"
"@alpha is a fraction that set the strike price the future date @time1\n"
"@time1 is the number of days until the option starts \n"
"@time is the number of days to maturity of the option \n"
"@rate is the risk annualised free rate of interest \n"
"@volatility is the annualised volatility in price of the underlying \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
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"@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_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"
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"@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:1415
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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 "
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"options. (Pechtl 1995)\n"
"The holder receives @a * @dt for each period dt that the asset price was "
"greater than the strike price (for a call) or below it (for a put) \n"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying asset \n"
"@strike is the strike price at which the option is struck \n"
"@a is the amount received for each time period as discussed above\n"
"@time is the maturity of the option in years \n"
"@m is the number of time units the option has already met the condition \n"
"@dt is the agreed upon discrete time period (often a day) expressed as a "
"fraction of a year \n"
"@rate is the risk annualised free rate of interest \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\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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#: plugins/derivatives/options.c:1472
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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"
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"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying asset \n"
"@strike is the strike price at which the option is struck \n"
"@time1 is the time in years until the holder chooses a put or a call option\n"
"@time2 is the time in years until the the chosen option expires\n"
"@rate is the risk annualised free rate of interest \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""

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#: plugins/derivatives/options.c:1533
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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"
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"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@spot is the spot price of the underlying asset \n"
"@strike_call is the strike price at which the option is struck \n"
"@strike_put is the strike price at which the option is struck \n"
"@time is the time in years until the holder chooses a put or a call option \n"
"@time_call is the time in years to maturity of the call option if chosen\n"
"@time_put is the time in years  to maturity of the put option if chosen\n"
"@rate is the risk annualised free rate of interest \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
"@volatility is the annualised volatility in price of the underlying \n"
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"\n"
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"@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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#: plugins/derivatives/options.c:1648
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msgid ""
"@FUNCTION=OPT_ON_OPTIONS\n"
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"@SYNTAX=OPT_ON_OPTIONS(type_flag,spot,strike1,strike2,time1,time2,rate,"
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"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_ON_OPTIONS models the theoretical price of options on "
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"options \n"
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"@type_flag is 'cc' for calls on calls, 'cp' for calls on puts, and so on for "
"'pc', and 'pp'\n"
"@spot is the spot price of the underlying asset.\n"
"@strike1 is the strike price at which the option is struck.\n"
"@strike2 is the strike price at which the option is struck.\n"
"@time1 is the time in years to maturity of the option.\n"
"@time2 is the time in years to the maturity of the underlying option.\n"
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"(@time2 >= @time1)\n"
"@rate is the risk annualised free rate of interest \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield\n"
"@volatility is the annualised volatility in price of the underlying \n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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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:1733
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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 "
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"extendible writer options. These are options that can be exercised at an "
"initial period, @time1, or their maturity extended to @time2 if the option "
"is out of the money at @time1 \n"
"@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"
"@strike1 is the strike price at which the option is struck.\n"
"@strike2 is the strike price at which the option is struck.\n"
"@time1 is the initial maturity of the option in years.\n"
"@time2 is the is the extended maturity in years if chosen.\n"
"@rate is the risk annualised free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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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"
"@DESCRIPTION=OPT_BS počítá hodnotu 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 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:1761 plugins/derivatives/options.c:1766
#: plugins/derivatives/options.c:1771 plugins/derivatives/options.c:1776
#: plugins/derivatives/options.c:1791
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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:1781 plugins/derivatives/options.c:1786
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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:1796
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msgid "a, b, rho"
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msgstr "a, b, rho"
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#: plugins/derivatives/options.c:1801
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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:1806
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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:1811
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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:1816
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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:1821 plugins/derivatives/options.c:1831
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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:1826
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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:1836
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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:1841
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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:1846
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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:1851
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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:1856
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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:1861 plugins/derivatives/options.c:1866
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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
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#: plugins/fn-financial/plugin.xml.in.h:1
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#: plugins/sample_datasource/plugin.xml.in.h:2
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msgid "Finance"
msgstr "Finance"
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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:5275
#: plugins/mps/mps.c:549 src/xml-io.c:3979
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msgid "Reading file..."
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msgstr "Načítá se soubor..."
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#: plugins/dif/dif.c:180
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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:211
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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:218
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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:227
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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:231
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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:243
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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:247
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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:265
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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:285
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msgid "Cannot get default sheet."
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msgstr "Nelze získat výchozí list."
1070

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#: plugins/dif/dif.c:322
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msgid "Error while saving DIF file."
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msgstr "Chyba při zápisu souboru DIF."
1074

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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:176
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msgid "No Workbook or Book streams found."
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msgstr "Nebyly nalezeny žádné kanály pro sešit nebo knihu."
1092

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#: plugins/excel/boot.c:219
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update  
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msgid "Preparing to save..."
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msgstr "Připravuje se ukládání..."
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#: plugins/excel/boot.c:228
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msgid "Saving file..."
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msgstr "Soubor se ukládá..."
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#: plugins/excel/excel-xml-read.c:85 plugins/xml_sax/xml-sax-read.c:269
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#, c-format
msgid "Unexpected attribute %s::%s == '%s'."
msgstr "Neočekávaný atribut %s::%s == '%s'."

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1106
#: plugins/excel/excel-xml-read.c:186 plugins/openoffice/openoffice-read.c:994
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#: plugins/xml_sax/xml-sax-read.c:1592
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msgid "XML document not well formed!"
msgstr "XML dokument není syntakticky správný!"

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#: plugins/excel/ms-excel-read.c:998 src/value.c:60
1112
msgid "#UNKNOWN!"
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msgstr "#NEZNÁMÝ!"
1114

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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:1089 plugins/excel/ms-excel-read.c:1100
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#: plugins/oleo/oleo.c:343 plugins/psiconv/psiconv-read.c:515
1119
#: src/dialogs/dialog-sheet-order.c:440 src/dialogs/dialog-sheet-order.c:444
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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:1103
1125 1126
#, c-format
msgid "Macro%d"
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msgstr "Makro%d"
1128

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#: plugins/excel/ms-excel-read.c:1106
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#, c-format
msgid "Chart%d"