char *script(char *s, int i)
{
int c;
sub[nsub++] = *s;
sub[nsub++] = i;
if ((c = *++s) == '\\') {
if ((c = greek(s + 1)) >= 0) {
s += strlen(grk[c]);
c += 193;
} else {
switch (c = *++s) {
case '\\':
case '{':
case '}':
case '_':
case '^':
break;
default:
sscanf(s, "%3d", &c);
s += 2;
break;
}
}
}
sub[nsub++] = c;
sub[nsub++] = '\0';
return (s);
}
void IBSymbol::Greeks( double optPrice, double undPrice, double pvDividend,
double impliedVol, double delta, double gamma, double vega, double theta ) {
m_dblOptionPrice = optPrice;
m_dblUnderlyingPrice = undPrice;
m_dblPvDividend = pvDividend;
ptime dt;
ou::TimeSource::Instance().External( &dt );
Greek greek( dt, impliedVol, delta, gamma, theta, vega, 0 );
m_OnGreek( greek );
}
char *gettxt_fig(char *s)
{
char *p;
int i, c;
char *script(char *s, int i);
while (*s && *s != '"')
++s;
if (*s++ == '\0')
return (s - 1);
for (p = s, nsub = i = 0; *s && (*s != '"' || *(s + 1) == '"'); ++s) {
if (*s == '\\') { /* escape sequence */
if ((c = greek(s + 1)) >= 0) {
s += strlen(grk[c]);
c += 193;
} else {
switch (c = *++s) {
case 'b':
c = 0x08;
break;
case 'n':
c = 0x0a;
break;
case 'r':
c = 0x0d;
break;
case '^':
c = '^';
break;
case '_':
c = '_';
break;
case '\\':
c = '\\';
break;
case 'd':
case 'u':
s = script(s, i);
c = ' ';
break;
default:
sscanf(s, "%3d", &c);
s += 2;
break;
}
}
p[i++] = c;
} else if ((c = *s) == '^' || c == '_') {
if (*(s + 1) == '{') {
for (*++s = c; *(s + 1) != '}'; p[i++] = ' ') {
s = script(s, i);
*s = c;
}
++s;
} else {
s = script(s, i);
p[i++] = ' ';
}
} else {
if (*s == '"')
++s;
p[i++] = *s;
}
}
sub[nsub] = p[i] = '\0';
while (p + i < s)
p[++i] = ' ';
return (p);
}
