| E05JCF | Supply optional parameter values for E05JBF from external file |
| E05JDF | Set a single optional parameter for E05JBF from a character string |
| E05JEF | Set a single optional parameter for E05JBF from an ‘ON’/‘OFF’-valued character argument |
| E05JFF | Set a single optional parameter for E05JBF from an integer argument |
| E05JGF | Set a single optional parameter for E05JBF from a real argument |
| E05JHF | Determine whether an optional parameter for E05JBF has been set by you or not |
| E05JJF | Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of E05JBF |
| E05JKF | Get the setting of an integer valued optional parameter of E05JBF |
| E05JLF | Get the setting of a real valued optional parameter of E05JBF |
| E05ZKF | Option setting routine for E05SAF and E05SBF |
| E05ZLF | Option getting routine for E05SAF and E05SBF |
| F12ADF | Set a single option from a string (F12ABF/F12ACF/F12AGF) |
| F12ARF | Set a single option from a string (F12APF/F12AQF) |
| F12FDF | Set a single option from a string (F12FBF/F12FCF/F12FGF) |
| G02ZKF | Option setting routine for G02QGF |
| G02ZLF | Option getting routine for G02QGF |
| H02CCF | Read optional parameter values for H02CBF from external file |
| H02CFF | Read optional parameter values for H02CEF from external file |
| H02CGF | Supply optional parameter values to H02CEF |
| S30AAF | Black–Scholes–Merton option pricing formula |
| S30ABF | Black–Scholes–Merton option pricing formula with Greeks |
| S30BAF | Floating-strike lookback option pricing formula |
| S30BBF | Floating-strike lookback option pricing formula with Greeks |
| S30CAF | Binary option: cash-or-nothing pricing formula |
| S30CBF | Binary option: cash-or-nothing pricing formula with Greeks |
| S30CCF | Binary option: asset-or-nothing pricing formula |
| S30CDF | Binary option: asset-or-nothing pricing formula with Greeks |
| S30FAF | Standard barrier option pricing formula |
| S30JAF | Jump-diffusion, Merton's model, option pricing formula |
| S30JBF | Jump-diffusion, Merton's model, option pricing formula with Greeks |
| S30NAF | Heston's model option pricing formula |
| S30NBF | Heston's model option pricing formula with Greeks |
| S30QCF | American option: Bjerksund and Stensland pricing formula |
| S30SAF | Asian option: geometric continuous average rate pricing formula |
| S30SBF | Asian option: geometric continuous average rate pricing formula with Greeks |