Commit 5751c359 authored by Jody Goldberg's avatar Jody Goldberg Committed by Jody Goldberg

always register the object.

2003-07-16  Jody Goldberg <jody@gnome.org>

	* ms-obj.c (ms_read_OBJ) : always register the object.

	* ms-container.c : Make the obj_queue a GSList.
	(ms_container_get_obj) : new.
	(ms_container_realize_objs) : only realize MSObjs that have gnumeric
	  objects.

	* ms-escher.c (ms_escher_header_init) : init new 'release_attrs' flag
	  to allow us to pass management of an attr bag to an object, but still
	  retain access to it.
	 (ms_escher_header_release) : honour the flag.
	 (ms_escher_read_ClientData) : set the flag.

	* ms-excel-read.c (excel_read_NOTE) : Discover an undocumented flag.
	  0x100 == no indicator visible
	  While we're here store the author, and the inidcator position.
	(excel_read_HLINK) : frames are 0x80 not 0x8
	(ms_sheet_realize_obj) : cheat to handle cell comments.  In xl97 and
	  up the comment objects store the possition of the display box, not the
	  position of the indicator.  We need a better comment object.
	(ms_sheet_realize_obj) : Store the text for text boxes too.
	(ms_sheet_create_obj) : no need to set a blank text, we assign it later.
	(ms_sheet_create_obj) : create comments.

2003-07-15  Jody Goldberg <jody@gnome.org>

	From John Gill :
	* schemas/gnumeric-general.schemas.in : Add core/gui/editing/transitionkeys
	* src/application.c (application_history_add) : new.
	(application_set_transition_keys) : new.
	* src/gnumeric-gconf.c (gnm_conf_init) : load the new pref.
	(gnm_gconf_set_transition_keys) : new.

	* src/item-cursor.c (item_cursor_selection_event) : Improve the
	  heuristics even further.
parent 12abdc0f
......@@ -79,7 +79,10 @@ Pending Patches
1.5.3) Keep state::chart,plot safe for typeselector (DONE)
in case they get deleted
1.6) data allocator in gnumeric (DONE)
1.7) XLS import
1.6.1) initial interface (DONE)
1.6.2) generalize container to be a DataSet (DONE)
1.6.3) editor to specify pref for vector or scalar (DONE)
1.7) XLS
1.7.1) check overlap percentage for bars (DONE)
1.7.2) Add gog_object_set_position
1.7.3) Handle 'use_one_style' (DONE)
......@@ -108,6 +111,7 @@ Pending Patches
1.10.6) Work around bleed through with overlap 100 (DONE)
1.10.7) Check for short vectors (DONE)
1.10.8) Clip when values are out of range
1.10.9) Support vary style by element for type=normal
1.11) Rethink GraphItem lifecyle to simplify removal (DONE)
1.12) Extend GogObjectRole to include more handlers (DONE)
1.13) Decide on recalc strategy (DONE)
......@@ -178,7 +182,7 @@ Pending Patches
1.21.2) load from xml
1.21.3) selector for graphs
1.21.4) How to change a graph's theme
1.21.5) Use Roles rather than Types to enumerate
1.21.5) Use Roles rather than Types to enumerate (DONE)
1.22) Legend
1.22.1) Set up cardinality framework. (DONE)
1.22.2) Get things to update when chart changes (DONE)
......@@ -201,7 +205,7 @@ Pending Patches
1.25.3) paths (DONE)
1.25.4) solid and empty polygons (DONE)
1.25.5) image filled polygons
Jean has patch, we should cache the pixbuf as qdata.
we should cache the pixbuf as qdata.
1.25.6) gradient filled polygons
Jean has patch but method is questionable
1.25.7) measure text
......@@ -518,7 +522,7 @@ Function Breakage
-----------------
- Function range_min_k uses an O(n*log n) algorithm. It should use O(n)
algorithm, see Knuth.
- WORKDAY Add holiday support
- WORKDAY Add holiday support (Leonard is working on this)
Printing
--------
......
2003-07-15 Jody Goldberg <jody@gnome.org>
From John Gill :
* schemas/gnumeric-general.schemas.in : Add core/gui/editing/transitionkeys
* src/application.c (application_history_add) : new.
(application_set_transition_keys) : new.
* src/gnumeric-gconf.c (gnm_conf_init) : load the new pref.
(gnm_gconf_set_transition_keys) : new.
* src/item-cursor.c (item_cursor_selection_event) : Improve the
heuristics even further.
2003-07-15 Morten Welinder <terra@gnome.org>
* src/format.c (style_format_build): New function.
......
Gnumeric 1.1.20
Adrian Custer:
* Get the new documentation building.
Andreas:
* Fix analysis tools dialogs again
* Fix text export of non-ascii charaters
......@@ -52,6 +55,13 @@ Jody:
* Cleanup line/arrow/filled sheet object config dialogs
* An initial implementation of bonobo-less File -> Send To
* Recalc fix for functions that did not use the collect utils
* Work on Charting Engine.
* Function doc patches to go with the new doc framework.
* Function doc spelling and grammar.
* Fix glitch in xls hyperlink import.
* Undocumented flag on cell comments in xls
* Import cell comments from >= xl97.
* Object text labels from >= xl97
John Gill:
* More More XLish heuristics for autofill range selection.
......
2003-07-15 Jody Goldberg <jody@gnome.org>
From John Gill :
* schemas/gnumeric-general.schemas.in : Add core/gui/editing/transitionkeys
* src/application.c (application_history_add) : new.
(application_set_transition_keys) : new.
* src/gnumeric-gconf.c (gnm_conf_init) : load the new pref.
(gnm_gconf_set_transition_keys) : new.
* src/item-cursor.c (item_cursor_selection_event) : Improve the
heuristics even further.
2003-07-15 Morten Welinder <terra@gnome.org>
* src/format.c (style_format_build): New function.
......
2003-07-15 Jody Goldberg <jody@gnome.org>
From John Gill :
* schemas/gnumeric-general.schemas.in : Add core/gui/editing/transitionkeys
* src/application.c (application_history_add) : new.
(application_set_transition_keys) : new.
* src/gnumeric-gconf.c (gnm_conf_init) : load the new pref.
(gnm_gconf_set_transition_keys) : new.
* src/item-cursor.c (item_cursor_selection_event) : Improve the
heuristics even further.
2003-07-15 Morten Welinder <terra@gnome.org>
* src/format.c (style_format_build): New function.
......
......@@ -154,7 +154,7 @@ IMARCCSC("1+j") equals 0.45227845-0.5306375j.
@SYNTAX=IMARCCSCH(inumber)
@DESCRIPTION=IMARCCSCH returns the complex hyperbolic arccosecant of the complex number z (@inumber), where
arccsch(z) = arcsin(1/z).
arccsch(z) = arcsinh(1/z).
* If @inumber is not a valid complex number, IMARCCSCH returns #VALUE! error.
......@@ -1040,6 +1040,7 @@ DATE(2001, 3, 30) returns 'Mar 30, 2001'.
A unix time is the number of seconds since midnight January 1, 1970.
@EXAMPLES=
DATE2UNIX("01/01/2000") equals 946656000.
@SEEALSO=NOW, DATE, UNIX2DATE
......@@ -1194,7 +1195,7 @@ MONTH(DATE(2003, 4, 30)) equals 4.
@CATEGORY=Date/Time
@FUNCTION=NETWORKDAYS
@SYNTAX=NETWORKDAYS (start_date,end_date,holidays)
@SYNTAX=NETWORKDAYS (start_date,end_date[,holidays])
@DESCRIPTION=NETWORKDAYS returns the number of non-weekend non-holidays between @start_date and @end_date including these dates. Holidays are optionally supplied in @holidays.
* NETWORKDAYS returns #NUM! if @start_date or @end_date are invalid.
......@@ -1304,7 +1305,7 @@ WEEKDAY("10/24/1968") equals 5 (Thursday).
@CATEGORY=Date/Time
@FUNCTION=WEEKNUM
@SYNTAX=WEEKNUM (date, method)
@SYNTAX=WEEKNUM (date[,method])
@DESCRIPTION=WEEKNUM returns the week number of @date according to the given @method.
@method defaults to 1.
......@@ -1322,7 +1323,7 @@ If A1 contains 12/21/00 then WEEKNUM(A1,2)=51
@CATEGORY=Date/Time
@FUNCTION=WORKDAY
@SYNTAX=WORKDAY (start_date,days,holidays)
@SYNTAX=WORKDAY (start_date,days[,holidays])
@DESCRIPTION=WORKDAY returns the date which is @days working days from the @start_date. Weekends and holidays optionally supplied in @holidays are respected.
* WORKDAY returns #NUM! if @start_date or @days are invalid.
......@@ -1349,7 +1350,7 @@ YEAR(DATE(2003, 4, 30)) equals 2003.
@CATEGORY=Date/Time
@FUNCTION=YEARFRAC
@SYNTAX=YEARFRAC (start_date, end_date, basis)
@SYNTAX=YEARFRAC (start_date, end_date [,basis])
@DESCRIPTION=YEARFRAC returns the number of full days between @start_date and @end_date according to the @basis.
@EXAMPLES=
......@@ -1834,7 +1835,7 @@ Allowed frequencies are:
@CATEGORY=Finance
@FUNCTION=COUPDAYBS
@SYNTAX=COUPDAYBS(settlement,maturity,frequency[,basis])
@SYNTAX=COUPDAYBS(settlement,maturity,frequency[,basis,eom])
@DESCRIPTION=COUPDAYBS returns the number of days from the beginning of the coupon period to the settlement date.
@settlement is the settlement date of the security.
......@@ -2393,7 +2394,7 @@ where:
@CATEGORY=Finance
@FUNCTION=NPER
@SYNTAX=NPER(rate,pmt,pv,fv,type)
@SYNTAX=NPER(rate,pmt,pv[,fv,type])
@DESCRIPTION=NPER calculates number of periods of an investment based on periodic constant payments and a constant interest rate.
The interest rate per period is @rate, @pmt is the payment made each period, @pv is the present value, @fv is the future value and @type is when the payments are due. If @type = 1, payments are due at the beginning of the period, if @type = 0, payments are due at the end of the period.
......@@ -2580,13 +2581,12 @@ Where @time is the time to maturity of the option expressed in years
@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@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.
@call_put_flag is c or p to indicate whether the option is a call or a put
(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.)
@time is the time to maturity of the option expressed in years
@rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield
* The returned value will be expressed as the rate of change of delta per unit change in @spot.
......@@ -2598,7 +2598,7 @@ Where @time is the time to maturity of the option expressed in years
@FUNCTION=OPT_BS_RHO
@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@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.
@call_put_flag is c or p to indicate whether the option is a call or a put
@call_put_flag is c or p to indicate whether the option is a call or a put.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@time is the time to maturity of the option expressed in years
......@@ -2684,14 +2684,14 @@ One would expect this to always be a call option
@SYNTAX=OPT_EXTENDIBLE_WRITER(call_put_flag,spot,strike1,strike2,time1,time2,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_EXTENDIBLE_WRITER models the theoretical price of 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
@call_put_flag is c or p to indicate whether the option is a call or a put
@spot is the spot price of the underlying asset
@strike1 is the strike price at which the option is struck
@strike2 is the strike price at which the option is struck
@time1 is the initial maturity of the option in years
@time2 is the is the extended maturity in years if chosen
@rate is the risk annualised free rate of interest
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield
@volatility is the annualised volatility in price of the underlying
@spot is the spot price of the underlying asset.
@strike1 is the strike price at which the option is struck.
@strike2 is the strike price at which the option is struck.
@time1 is the initial maturity of the option in years.
@time2 is the is the extended maturity in years if chosen.
@rate is the risk annualised free rate of interest.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
@volatility is the annualised volatility in price of the underlying.
@EXAMPLES=
......@@ -2717,11 +2717,11 @@ One would expect this to always be a call option
@FUNCTION=OPT_FRENCH
@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
@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.
@call_put_flag is c or p to indicate whether the option is a call or a put
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of calendar days to exercise divided by calander days in the year
@t2 is the number of trading days to exercise divided by trading days in the year
@rate is the risk-free interest rate
@time the number of calendar days to exercise divided by calander days in the year.
@t2 is the number of trading days to exercise divided by trading days in the year.
@rate is the risk-free interest rate.
@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.
* The returned value will be expressed as the rate of change of option value, per 100% volatility.
......@@ -2790,12 +2790,12 @@ One would expect this to always be a call option
@FUNCTION=OPT_ON_OPTIONS
@SYNTAX=OPT_ON_OPTIONS(type_flag,spot,strike1,strike2,time1,time2,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_ON_OPTIONS models the theoretical price of options on options
@type_flag is
@spot is the spot price of the underlying asset
@strike1 is the strike price at which the option is struck
@strike2 is the strike price at which the option is struck
@time1 is the time in years to maturity of the option
@time2 is the time in years to the maturity of the underlying option
@type_flag is 'cc' for calls on calls, 'cp' for calls on puts, and so on for 'pc', and 'pp'
@spot is the spot price of the underlying asset.
@strike1 is the strike price at which the option is struck.
@strike2 is the strike price at which the option is struck.
@time1 is the time in years to maturity of the option.
@time2 is the time in years to the maturity of the underlying option.
(@time2 >= @time1)
@rate is the risk annualised free rate of interest
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield
......@@ -2894,7 +2894,7 @@ IPMT(per) = amount of interest for period @per
@CATEGORY=Finance
@FUNCTION=PRICE
@SYNTAX=PRICE(settle,mat,rate,yield,redemption_price,frequency[,basis])
@SYNTAX=PRICE(settle,mat,rate,yield,redemption_price,[frequency,basis])
@DESCRIPTION=PRICE returns price per $100 face value of a security. This method can only be used if the security pays periodic interest.
@frequency is the number of coupon payments per year. Allowed frequencies are: 1 = annual, 2 = semi, 4 = quarterly. @basis is the type of day counting system you want to use:
......@@ -3133,7 +3133,7 @@ XIRR(A1:A5,B1:B5) returns 0.224838.
@CATEGORY=Finance
@FUNCTION=YIELD
@SYNTAX=YIELD(settle,mat,rate,price,redemption_price,frequency[,basis])
@SYNTAX=YIELD(settlement,maturity,rate,price,redemption_price,frequency[,basis])
@DESCRIPTION=YIELD returns the yield on a security that pays periodic interest.
@frequency is the number of coupon payments per year. Allowed frequencies are: 1 = annual, 2 = semi, 4 = quarterly. @basis is the type of day counting system you want to use:
......@@ -3679,7 +3679,7 @@ COLUMNS(H2:J3) equals 3.
@CATEGORY=Lookup
@FUNCTION=HYPERLINK
@SYNTAX=HYPERLINK(link_location, optional_label)
@SYNTAX=HYPERLINK(link_location[,optional_label])
@DESCRIPTION=HYPERLINK function currently returns its 2nd argument, or if that is omitted the 1st argument.
@EXAMPLES=
......@@ -3689,7 +3689,7 @@ HYPERLINK("www.gnome.org","GNOME").
@CATEGORY=Lookup
@FUNCTION=INDEX
@SYNTAX=INDEX(array,[row, col, area])
@SYNTAX=INDEX(array[,row, col, area])
@DESCRIPTION=INDEX gives a reference to a cell in the given @array.The cell is pointed out by @row and @col, which count the rows and columns in the array.
* If @row and @col are omited the are assumed to be 1.
......@@ -3701,7 +3701,7 @@ HYPERLINK("www.gnome.org","GNOME").
@CATEGORY=Lookup
@FUNCTION=INDIRECT
@SYNTAX=INDIRECT(ref_text,[format])
@SYNTAX=INDIRECT(ref_text[,format])
@DESCRIPTION=INDIRECT function returns the contents of the cell pointed to by the @ref_text string. The string specifies a single cell reference the format of which is either A1 or R1C1 style. The style is set by the @format boolean, which defaults to the A1 style.
* If @ref_text is not a valid reference returns #REF!
......@@ -4099,7 +4099,7 @@ FIB(12) equals 144.
@CATEGORY=Mathematics
@FUNCTION=FLOOR
@SYNTAX=FLOOR(x,significance)
@SYNTAX=FLOOR(x[,significance])
@DESCRIPTION=FLOOR function rounds @x down to the next nearest multiple of @significance.
* @significance defaults to 1.
......@@ -6761,7 +6761,7 @@ TRIM(" a bbb cc") equals "a bbb cc".
@EXAMPLES=
UNICHAR(65) equals A.
UNICHAR(8232) equals an carriage return error.
UNICHAR(960) equals a small greek pi.
@SEEALSO=CHAR,UNICODE,CODE
......
......@@ -410,7 +410,7 @@
<title>Description</title>
<para>IMARCCSCH returns the complex hyperbolic arccosecant of the complex number z (@inumber), where</para>
<para/>
<para> arccsch(z) = arcsin(1/z).</para>
<para> arccsch(z) = arcsinh(1/z).</para>
<para/>
<para>* If @inumber is not a valid complex number, IMARCCSCH returns #VALUE! error.</para>
<para/>
......@@ -2188,6 +2188,7 @@
<refsect1>
<title>Examples</title>
<para/>
<para>DATE2UNIX(&quot;01/01/2000&quot;) equals 946656000.</para>
<para/>
</refsect1>
<refsect1>
......@@ -2570,7 +2571,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>NETWORKDAYS (start_date,end_date,holidays)</synopsis>
<synopsis>NETWORKDAYS (start_date,end_date[,holidays])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -2834,7 +2835,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>WEEKNUM (date, method)</synopsis>
<synopsis>WEEKNUM (date[,method])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -2870,7 +2871,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>WORKDAY (start_date,days,holidays)</synopsis>
<synopsis>WORKDAY (start_date,days[,holidays])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -2936,7 +2937,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>YEARFRAC (start_date, end_date, basis)</synopsis>
<synopsis>YEARFRAC (start_date, end_date [,basis])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -3922,7 +3923,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>COUPDAYBS(settlement,maturity,frequency[,basis])</synopsis>
<synopsis>COUPDAYBS(settlement,maturity,frequency[,basis,eom])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -5004,7 +5005,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>NPER(rate,pmt,pv,fv,type)</synopsis>
<synopsis>NPER(rate,pmt,pv[,fv,type])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -5415,7 +5416,6 @@
<refsect1>
<title>Description</title>
<para>OPT_BS_GAMMA uses the Black-Scholes model to calculate the &quot;gamma&quot; of a European option struck at @strike on an asset with spot price @spot.</para>
<para>@call_put_flag is c or p to indicate whether the option is a call or a put</para>
<para/>
<para>(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.)</para>
<para/>
......@@ -5455,7 +5455,7 @@
<refsect1>
<title>Description</title>
<para>OPT_BS_RHO uses the Black-Scholes model to calculate the &quot;rho&quot; of a European option with call_put_flag, @call_put_flag struck at @strike on an asset with spot price @spot.</para>
<para>@call_put_flag is c or p to indicate whether the option is a call or a put</para>
<para>@call_put_flag is c or p to indicate whether the option is a call or a put.</para>
<para/>
<para>(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)</para>
<para>@time is the time to maturity of the option expressed in years</para>
......@@ -5652,14 +5652,14 @@
<title>Description</title>
<para>OPT_EXTENDIBLE_WRITER models the theoretical price of 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</para>
<para>@call_put_flag is c or p to indicate whether the option is a call or a put</para>
<para>@spot is the spot price of the underlying asset</para>
<para>@strike1 is the strike price at which the option is struck</para>
<para>@strike2 is the strike price at which the option is struck</para>
<para>@time1 is the initial maturity of the option in years</para>
<para>@time2 is the is the extended maturity in years if chosen</para>
<para>@rate is the risk annualised free rate of interest</para>
<para>@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield</para>
<para>@volatility is the annualised volatility in price of the underlying</para>
<para>@spot is the spot price of the underlying asset.</para>
<para>@strike1 is the strike price at which the option is struck.</para>
<para>@strike2 is the strike price at which the option is struck.</para>
<para>@time1 is the initial maturity of the option in years.</para>
<para>@time2 is the is the extended maturity in years if chosen.</para>
<para>@rate is the risk annualised free rate of interest.</para>
<para>@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.</para>
<para>@volatility is the annualised volatility in price of the underlying.</para>
<para/>
</refsect1>
<refsect1>
......@@ -5729,11 +5729,11 @@
<refsect1>
<title>Description</title>
<para>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.</para>
<para>@call_put_flag is c or p to indicate whether the option is a call or a put</para>
<para>@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.</para>
<para>@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.</para>
<para> @time the number of calendar days to exercise divided by calander days in the year</para>
<para>@t2 is the number of trading days to exercise divided by trading days in the year</para>
<para>@rate is the risk-free interest rate</para>
<para> @time the number of calendar days to exercise divided by calander days in the year.</para>
<para>@t2 is the number of trading days to exercise divided by trading days in the year.</para>
<para>@rate is the risk-free interest rate.</para>
<para>@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.</para>
<para/>
<para>* The returned value will be expressed as the rate of change of option value, per 100% volatility.</para>
......@@ -5890,12 +5890,12 @@
<refsect1>
<title>Description</title>
<para>OPT_ON_OPTIONS models the theoretical price of options on options</para>
<para>@type_flag is</para>
<para>@spot is the spot price of the underlying asset</para>
<para>@strike1 is the strike price at which the option is struck</para>
<para>@strike2 is the strike price at which the option is struck</para>
<para>@time1 is the time in years to maturity of the option</para>
<para>@time2 is the time in years to the maturity of the underlying option</para>
<para>@type_flag is 'cc' for calls on calls, 'cp' for calls on puts, and so on for 'pc', and 'pp'</para>
<para>@spot is the spot price of the underlying asset.</para>
<para>@strike1 is the strike price at which the option is struck.</para>
<para>@strike2 is the strike price at which the option is struck.</para>
<para>@time1 is the time in years to maturity of the option.</para>
<para>@time2 is the time in years to the maturity of the underlying option.</para>
<para>(@time2 &gt;= @time1)</para>
<para>@rate is the risk annualised free rate of interest</para>
<para>@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield</para>
......@@ -6119,7 +6119,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>PRICE(settle,mat,rate,yield,redemption_price,frequency[,basis])</synopsis>
<synopsis>PRICE(settle,mat,rate,yield,redemption_price,[frequency,basis])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -6616,7 +6616,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>YIELD(settle,mat,rate,price,redemption_price,frequency[,basis])</synopsis>
<synopsis>YIELD(settlement,maturity,rate,price,redemption_price,frequency[,basis])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -7876,7 +7876,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>HYPERLINK(link_location, optional_label)</synopsis>
<synopsis>HYPERLINK(link_location[,optional_label])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -7904,7 +7904,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>INDEX(array,[row, col, area])</synopsis>
<synopsis>INDEX(array[,row, col, area])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -7934,7 +7934,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>INDIRECT(ref_text,[format])</synopsis>
<synopsis>INDIRECT(ref_text[,format])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -8934,7 +8934,7 @@
<refpurpose/>
</refnamediv>
<refsynopsisdiv>
<synopsis>FLOOR(x,significance)</synopsis>
<synopsis>FLOOR(x[,significance])</synopsis>
</refsynopsisdiv>
<refsect1>
<title>Description</title>
......@@ -15388,7 +15388,7 @@
<title>Examples</title>
<para/>
<para>UNICHAR(65) equals A.</para>
<para>UNICHAR(8232) equals an carriage return error.</para>
<para>UNICHAR(960) equals a small greek pi.</para>
<para/>
</refsect1>
<refsect1>
......
......@@ -30,3 +30,8 @@ EXTRA_DIST += \
func-header.xml func-footer.xml
# functions.xml # an entity, shipped via xmldocs.make
.PHONY : html
html :
-mkdir -p html
xsltproc --noout -o html/ $(top_srcdir)/../gnome-docu/gdp/xsl/general-customization.xsl gnumeric.xml
......@@ -221,9 +221,7 @@ static char const *help_opt_bs = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, "
"OPT_BS_VEGA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA")
};
/* Delta for the generalized Black and Scholes formula */
......@@ -291,8 +289,7 @@ static char const *help_opt_bs_delta = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, "
"OPT_BS_VEGA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA")
};
......@@ -329,8 +326,6 @@ static char const *help_opt_bs_gamma = {
"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"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"\n"
"(The gamma of an option is the second derivative of its price "
"with respect to the price of the underlying asset, and is the "
......@@ -340,7 +335,7 @@ static char const *help_opt_bs_gamma = {
"@rate is "
"the risk-free interest rate to the exercise date, in percent.\n"
"@volatility is the annualized volatility, in percent, of the "
"asset for the period through to the exercise date. \n"
"asset for 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"
......@@ -349,8 +344,7 @@ static char const *help_opt_bs_gamma = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA")
};
/* theta for the generalized Black and Scholes formula */
......@@ -416,9 +410,7 @@ static char const *help_opt_bs_theta = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, "
"OPT_BS_VEGA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA")
};
......@@ -470,8 +462,7 @@ static char const *help_opt_bs_vega = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
......@@ -526,7 +517,7 @@ static char const *help_opt_bs_rho = {
"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"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@call_put_flag is c or p to indicate whether the option is a call or a put.\n"
"\n"
"(The rho of an option is the rate of change of its price with "
"respect to the risk free interest rate.)\n"
......@@ -723,18 +714,17 @@ static char const *help_opt_french = {
/* xgettext:no-c-format */
N_("@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,"
"volatility[,cost_of_carry])\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"
"@call_put_flag is c or p to indicate whether the option is a call or a put \n"
"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.\n"
"@volatility is the annualized volatility, in percent, of the "
"asset for the period through to the exercise date.\n "
"@time the number of calendar days to exercise divided by calander days in the year \n"
"@t2 is the number of trading days to exercise divided by trading days in the year\n"
"@rate is the risk-free interest rate \n"
"@time the number of calendar days to exercise divided by calendar days in the year.\n"
"@t2 is the number of trading days to exercise divided by trading days in the year.\n"
"@rate is the risk-free interest rate.\n"
"@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"
......@@ -744,8 +734,7 @@ static char const *help_opt_french = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, "
"OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
/* Merton jump diffusion model*/
......@@ -1447,8 +1436,7 @@ static char const *help_opt_time_switch = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
......@@ -1500,8 +1488,7 @@ static char const *help_opt_simple_chooser = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
......@@ -1566,8 +1553,7 @@ static char const *help_opt_complex_chooser = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
......@@ -1665,12 +1651,12 @@ static char const *help_opt_on_options = {
"rate,cost_of_carry,volatility)\n"
"@DESCRIPTION="
"OPT_ON_OPTIONS models the theoretical price of options on options \n"
"@type_flag is \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"
"@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"
"(@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, "
......@@ -1679,8 +1665,7 @@ static char const *help_opt_on_options = {
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
......@@ -1755,21 +1740,20 @@ static char const *help_opt_extendible_writer = {
"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"
"@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"
"@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"
"@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"
"for common stocks, this would be the dividend yield.\n"
"@volatility is the annualised volatility in price of the underlying.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, "
"OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA")
};
GnmFuncDescriptor const derivatives_functions [] = {
......
2003-07-16 Jody Goldberg <jody@gnome.org>
* ms-obj.c (ms_read_OBJ) : always register the object.
* ms-container.c : Make the obj_queue a GSList.
(ms_container_get_obj) : new.
(ms_container_realize_objs) : only realize MSObjs that have gnumeric
objects.
* ms-escher.c (ms_escher_header_init) : init new 'release_attrs' flag
to allow us to pass management of an attr bag to an object, but still
retain access to it.
(ms_escher_header_release) : honour the flag.
(ms_escher_read_ClientData) : set the flag.
* ms-excel-read.c (excel_read_NOTE) : Discover an undocumented flag.
0x100 == no indicator visi