O Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Option

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

O Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2011