G Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Greeks

s30abc   Black–Scholes–Merton option pricing formula with Greeks
s30bbc   Floating-strike lookback option pricing formula with Greeks
s30cbc   Binary option: cash-or-nothing pricing formula with Greeks
s30cdc   Binary option: asset-or-nothing pricing formula with Greeks
s30jbc   Jump-diffusion, Merton's model, option pricing formula with Greeks
s30nbc   Heston's model option pricing formula with Greeks
s30sbc   Asian option: geometric continuous average rate pricing formula with Greeks

G Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012