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

Keyword : European

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

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2013