| D01ZKF
| Option setting routine |
| D01ZLF
| Option getting routine |
| E02ZKF
| Option setting routine |
| E02ZLF
| Option getting routine |
| 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, E05SBF, E05UCF and E05USF |
| E05ZLF
| Option getting routine for E05SAF, E05SBF, E05UCF and E05USF |
| 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 |