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

Keyword : Special functions

S01BAF   ln1+x
S01EAF   Complex exponential, ez
S07AAF   tanx
S09AAF   arcsinx
S09ABF   arccosx
S10AAF   tanhx
S10ABF   sinhx
S10ACF   coshx
S11AAF   arctanhx
S11ABF   arcsinhx
S11ACF   arccoshx
S13AAF   Exponential integral E1x
S13ACF   Cosine integral Cix
S13ADF   Sine integral Six
S14AAF   Gamma function
S14ABF   Log gamma function, real argument
S14ACF   ψx-lnx
S14ADF   Scaled derivatives of ψx
S14AEF   Polygamma function ψnx for real x
S14AFF   Polygamma function ψnz for complex z
S14AGF   Logarithm of the gamma function lnΓz, complex argument
S14AHF   Scaled log gamma function
S14BAF   Incomplete gamma functions Pa,x and Qa,x
S14CBF   Logarithm of the beta function lnB,a,b
S14CCF   Incomplete beta function Ixa,b and its complement 1-Ix
S15ABF   Cumulative Normal distribution function Px
S15ACF   Complement of cumulative Normal distribution function Qx
S15ADF   Complement of error function erfcx
S15AEF   Error function erfx
S15AFF   Dawson's integral
S15AGF   Scaled complement of error function, erfcxx
S15DDF   Scaled complex complement of error function, exp-z2erfc-iz
S17ACF   Bessel function Y0x
S17ADF   Bessel function Y1x
S17AEF   Bessel function J0x
S17AFF   Bessel function J1x
S17AGF   Airy function Aix
S17AHF   Airy function Bix
S17AJF   Airy function Aix
S17AKF   Airy function Bix
S17ALF   Zeros of Bessel functions Jαx, Jαx, Yαx or Yαx
S17AQF   Bessel function vectorized Y0x
S17ARF   Bessel function vectorized Y1x
S17ASF   Bessel function vectorized J0x
S17ATF   Bessel function vectorized J1x
S17AUF   Airy function vectorized Aix
S17AVF   Airy function vectorized Bix
S17AWF   Airy function vectorized Aix
S17AXF   Airy function vectorized Bix
S17DCF   Bessel functions Yν+az, real a0, complex z, ν=0,1,2,
S17DEF   Bessel functions Jν+az, real a0, complex z, ν=0,1,2,
S17DGF   Airy functions Aiz and Aiz, complex z
S17DHF   Airy functions Biz and Biz, complex z
S17DLF   Hankel functions Hν+ajz, j=1,2, real a0, complex z, ν=0,1,2,
S18ACF   Modified Bessel function K0x
S18ADF   Modified Bessel function K1x
S18AEF   Modified Bessel function I0x
S18AFF   Modified Bessel function I1x
S18AQF   Modified Bessel function vectorized K0x
S18ARF   Modified Bessel function vectorized K1x
S18ASF   Modified Bessel function vectorized I0x
S18ATF   Modified Bessel function vectorized I1x
S18CCF   Scaled modified Bessel function exK0x
S18CDF   Scaled modified Bessel function exK1x
S18CEF   Scaled modified Bessel function e-xI0x
S18CFF   Scaled modified Bessel function e-xI1x
S18CQF   Scaled modified Bessel function vectorized exK0x
S18CRF   Scaled modified Bessel function vectorized exK1x
S18CSF   Scaled modified Bessel function vectorized e-xI0x
S18CTF   Scaled modified Bessel function vectorized e-xI1x
S18DCF   Modified Bessel functions Kν+az, real a0, complex z, ν=0,1,2,
S18DEF   Modified Bessel functions Iν+az, real a0, complex z, ν=0,1,2,
S18GKF   Bessel function of the 1st kind Jα±nz
S19AAF   Kelvin function berx
S19ABF   Kelvin function beix
S19ACF   Kelvin function kerx
S19ADF   Kelvin function keix
S19ANF   Kelvin function vectorized berx
S19APF   Kelvin function vectorized beix
S19AQF   Kelvin function vectorized kerx
S19ARF   Kelvin function vectorized keix
S20ACF   Fresnel integral Sx
S20ADF   Fresnel integral Cx
S20AQF   Fresnel integral vectorized Sx
S20ARF   Fresnel integral vectorized Cx
S21BAF   Degenerate symmetrised elliptic integral of 1st kind RCx,y
S21BBF   Symmetrised elliptic integral of 1st kind RFx,y,z
S21BCF   Symmetrised elliptic integral of 2nd kind RDx,y,z
S21BDF   Symmetrised elliptic integral of 3rd kind RJx,y,z,r
S21BEF   Elliptic integral of 1st kind, Legendre form, Fϕm
S21BFF   Elliptic integral of 2nd kind, Legendre form, E ϕm
S21BGF   Elliptic integral of 3rd kind, Legendre form, Π n;ϕm
S21BHF   Complete elliptic integral of 1st kind, Legendre form, K m
S21BJF   Complete elliptic integral of 2nd kind, Legendre form, E m
S21CAF   Jacobian elliptic functions sn, cn and dn of real argument
S21CBF   Jacobian elliptic functions sn, cn and dn of complex argument
S21CCF   Jacobian theta functions θkx,q of real argument
S21DAF   General elliptic integral of 2nd kind Fz,k,a,b of complex argument
S22AAF   Legendre functions of 1st kind Pnmx or Pnm¯x
S22BAF   Real confluent hypergeometric function F 1 1 a;b;x
S22BBF   Real confluent hypergeometric function F 1 1 a;b;x in scaled form
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

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2013