S Chapter Contents : NAG Library Manual, Mark 24

Function Name	Mark of Introduction	Purpose
s01bac Example Text Example Data	7	nag_shifted_log $\ln (1 + x)$
s10aac Example Text Example Data	1	nag_tanh Hyperbolic tangent, tanh $x$
s10abc Example Text Example Data	1	nag_sinh Hyperbolic sine, sinh $x$
s10acc Example Text Example Data	1	nag_cosh Hyperbolic cosine, cosh $x$
s11aac Example Text Example Data	1	nag_arctanh Inverse hyperbolic tangent, arctanh $x$
s11abc Example Text Example Data	1	nag_arcsinh Inverse hyperbolic sine, arcsinh $x$
s11acc Example Text Example Data	1	nag_arccosh Inverse hyperbolic cosine, arccosh $x$
s13aac Example Text Example Data Example Plot	1	nag_exp_integral Exponential integral $E_{1} (x)$
s13acc Example Text Example Data Example Plot	1	nag_cos_integral Cosine integral $Ci (x)$
s13adc Example Text Example Data Example Plot	1	nag_sin_integral Sine integral $Si (x)$
s14aac Example Text Example Data Example Plot	1	nag_gamma Gamma function $Γ (x)$
s14abc Example Text Example Data Example Plot	1	nag_log_gamma Log gamma function $\ln (Γ (x))$
s14acc Example Text Example Data Example Plot	7	nag_polygamma_fun $* (x) - \ln x$ where $* (x)$ is the psi function
s14adc Example Text Example Data	7	nag_polygamma_deriv Scaled derivatives of $ψ (x)$
s14aec Example Text Example Data	6	nag_real_polygamma Derivative of the psi function $ψ (x)$
s14afc Example Text Example Data	6	nag_complex_polygamma Derivative of the psi function $ψ (z)$
s14agc Example Text Example Data	7	nag_complex_log_gamma Logarithm of the gamma function $\ln Γ (z)$ , complex argument
s14ahc Example Text Example Data Example Plot	9	nag_scaled_log_gamma Scaled log gamma function $\ln G (x)$ , where $G (x) = Γ (x + 1) / {(x / e)}^{x}$
s14bac Example Text Example Data Example Plot	1	nag_incomplete_gamma Incomplete gamma functions $P (a, x)$ and $Q (a, x)$
s14cbc Example Text Example Data	23	nag_log_beta Logarithm of the beta function $\ln B (a, b)$
s14ccc Example Text Example Data	23	nag_incomplete_beta Incomplete beta function $I_{x} (a, b)$ and its complement $1 - I_{x}$
s15abc Example Text Example Data	1	nag_cumul_normal Cumulative Normal distribution function $P (x)$
s15acc Example Text Example Data	1	nag_cumul_normal_complem Complement of cumulative Normal distribution function $Q (x)$
s15adc Example Text Example Data	1	nag_erfc Complement of error function $erfc (x)$
s15aec Example Text Example Data	1	nag_erf Error function $\erf (x)$
s15afc Example Text Example Data	7	nag_dawson Dawson's integral
s15agc Example Text Example Data	9	nag_erfcx Scaled complement of error function, $erfcx (x)$
s15ddc Example Text Example Data	7	nag_complex_erfc Scaled complex complement of error function, $\exp (- z^{2}) erfc (- i z)$
s17acc Example Text Example Data Example Plot	1	nag_bessel_y0 Bessel function $Y_{0} (x)$
s17adc Example Text Example Data Example Plot	1	nag_bessel_y1 Bessel function $Y_{1} (x)$
s17aec Example Text Example Data Example Plot	1	nag_bessel_j0 Bessel function $J_{0} (x)$
s17afc Example Text Example Data Example Plot	1	nag_bessel_j1 Bessel function $J_{1} (x)$
s17agc Example Text Example Data Example Plot	1	nag_airy_ai Airy function $Ai (x)$
s17ahc Example Text Example Data Example Plot	1	nag_airy_bi Airy function $Bi (x)$
s17ajc Example Text Example Data Example Plot	1	nag_airy_ai_deriv Airy function ${Ai}^{'} (x)$
s17akc Example Text Example Data Example Plot	1	nag_airy_bi_deriv Airy function ${Bi}^{'} (x)$
s17alc Example Text Example Data	6	nag_bessel_zeros Zeros of Bessel functions $J_{α} (x)$ , $J_{α}^{'} (x)$ , $Y_{α} (x)$ or $Y_{α}^{'} (x)$
s17aqc Example Text Example Data	23	nag_bessel_y0_vector Bessel function vectorized $Y_{0} (x)$
s17arc Example Text Example Data	23	nag_bessel_y1_vector Bessel function vectorized $Y_{1} (x)$
s17asc Example Text Example Data	23	nag_bessel_j0_vector Bessel function vectorized $J_{0} (x)$
s17atc Example Text Example Data	23	nag_bessel_j1_vector Bessel function vectorized $J_{1} (x)$
s17auc Example Text Example Data	23	nag_airy_ai_vector Airy function vectorized $Ai (x)$
s17avc Example Text Example Data	23	nag_airy_bi_vector Airy function vectorized $Bi (x)$
s17awc Example Text Example Data	23	nag_airy_ai_deriv_vector Derivatives of the Airy function, vectorized ${Ai}^{'} (x)$
s17axc Example Text Example Data	23	nag_airy_bi_deriv_vector Derivatives of the Airy function, vectorized ${Bi}^{'} (x)$
s17dcc Example Text Example Data	7	nag_complex_bessel_y Bessel functions $Y_{ν + a} (z)$ , real $a \geq 0$ , complex $z$ , $ν = 0, 1, 2, \dots$
s17dec Example Text Example Data	7	nag_complex_bessel_j Bessel functions $J_{ν + a} (z)$ , real $a \geq 0$ , complex $z$ , $ν = 0, 1, 2, \dots$
s17dgc Example Text Example Data	7	nag_complex_airy_ai Airy functions $Ai (z)$ and ${Ai}^{'} (z)$ , complex $z$
s17dhc Example Text Example Data	7	nag_complex_airy_bi Airy functions $Bi (z)$ and ${Bi}^{'} (z)$ , complex $z$
s17dlc Example Text Example Data	7	nag_complex_hankel Hankel functions $H_{ν + a}^{(j)} (z)$ , $j = 1, 2$ , real $a \geq 0$ , complex $z$ , $ν = 0, 1, 2, \dots$
s18acc Example Text Example Data Example Plot	1	nag_bessel_k0 Modified Bessel function $K_{0} (x)$
s18adc Example Text Example Data Example Plot	1	nag_bessel_k1 Modified Bessel function $K_{1} (x)$
s18aec Example Text Example Data Example Plot	1	nag_bessel_i0 Modified Bessel function $I_{0} (x)$
s18afc Example Text Example Data Example Plot	1	nag_bessel_i1 Modified Bessel function $I_{1} (x)$
s18aqc Example Text Example Data	23	nag_bessel_k0_vector Modified Bessel function vectorized $K_{0} (x)$
s18arc Example Text Example Data	23	nag_bessel_k1_vector Modified Bessel function vectorized $K_{1} (x)$
s18asc Example Text Example Data	23	nag_bessel_i0_vector Modified Bessel function vectorized $I_{0} (x)$
s18atc Example Text Example Data	23	nag_bessel_i1_vector Modified Bessel function vectorized $I_{1} (x)$
s18ccc Example Text Example Data	2	nag_bessel_k0_scaled Scaled modified Bessel function $e^{x} K_{0} (x)$
s18cdc Example Text Example Data	2	nag_bessel_k1_scaled Scaled modified Bessel function $e^{x} K_{1} (x)$
s18cec Example Text Example Data	2	nag_bessel_i0_scaled Scaled modified Bessel function $e^{- \|x\|} I_{0} (x)$
s18cfc Example Text Example Data	2	nag_bessel_i1_scaled Scaled modified Bessel function $e^{- \|x\|} I_{1} (x)$
s18cqc Example Text Example Data	23	nag_bessel_k0_scaled_vector Scaled modified Bessel function vectorized $e^{x} K_{0} (x)$
s18crc Example Text Example Data	23	nag_bessel_k1_scaled_vector Scaled modified Bessel function vectorized $e^{x} K_{1} (x)$
s18csc Example Text Example Data	23	nag_bessel_i0_scaled_vector Scaled modified Bessel function vectorized $e^{- \|x\|} I_{0} (x)$
s18ctc Example Text Example Data	23	nag_bessel_i1_scaled_vector Scaled modified Bessel function vectorized $e^{- \|x\|} I_{1} (x)$
s18dcc Example Text Example Data	7	nag_complex_bessel_k Modified Bessel functions $K_{ν + a} (z)$ , real $a \geq 0$ , complex $z$ , $ν = 0, 1, 2, \dots$
s18dec Example Text Example Data	7	nag_complex_bessel_i Modified Bessel functions $I_{ν + a} (z)$ , real $a \geq 0$ , complex $z$ , $ν = 0, 1, 2, \dots$
s18ecc Example Text Example Data	6	nag_bessel_i_nu_scaled Scaled modified Bessel function $e^{- x} I_{ν / 4} (x)$
s18edc Example Text Example Data	6	nag_bessel_k_nu_scaled Scaled modified Bessel function $e^{x} K_{ν / 4} (x)$
s18eec Example Text Example Data	6	nag_bessel_i_nu Modified Bessel function $I_{ν / 4} (x)$
s18efc Example Text Example Data	6	nag_bessel_k_nu Modified Bessel function $K_{ν / 4} (x)$
s18egc Example Text Example Data	6	nag_bessel_k_alpha Modified Bessel functions $K_{α + n} (x)$ for real $x > 0$ , selected values of $α \geq 0$ and $n = 0, 1, \dots, N$
s18ehc Example Text Example Data	6	nag_bessel_k_alpha_scaled Scaled modified Bessel functions $e^{x} K_{α + n} (x)$ for real $x > 0$ , selected values of $α \geq 0$ and $n = 0, 1, \dots, N$
s18ejc Example Text Example Data	6	nag_bessel_i_alpha Modified Bessel functions $I_{α + n - 1} (x)$ or $I_{α - n + 1} (x)$ for real $x \neq 0$ , non-negative $α < 1$ and $n = 1, 2, \dots, \|N\| + 1$
s18ekc Example Text Example Data	6	nag_bessel_j_alpha Bessel functions $J_{α + n - 1} (x)$ or $J_{α - n + 1} (x)$ for real $x \neq 0$ , non-negative $α < 1$ and $n = 1, 2, \dots, \|N\| + 1$
s18gkc Example Text Example Data	7	nag_complex_bessel_j_seq Bessel function of the 1st kind $J_{α \pm n} (z)$
s19aac Example Text Example Data	1	nag_kelvin_ber Kelvin function $ber x$
s19abc Example Text Example Data	1	nag_kelvin_bei Kelvin function $bei x$
s19acc Example Text Example Data	1	nag_kelvin_ker Kelvin function $\ker x$
s19adc Example Text Example Data	1	nag_kelvin_kei Kelvin function $kei x$
s19anc Example Text Example Data	23	nag_kelvin_ber_vector Kelvin function vectorized $ber x$
s19apc Example Text Example Data	23	nag_kelvin_bei_vector Kelvin function vectorized $bei x$
s19aqc Example Text Example Data	23	nag_kelvin_ker_vector Kelvin function vectorized $\ker x$
s19arc Example Text Example Data	23	nag_kelvin_kei_vector Kelvin function vectorized $kei x$
s20acc Example Text Example Data Example Plot	1	nag_fresnel_s Fresnel integral $S (x)$
s20adc Example Text Example Data Example Plot	1	nag_fresnel_c Fresnel integral $C (x)$
s20aqc Example Text Example Data	23	nag_fresnel_s_vector Fresnel integral vectorized $S (x)$
s20arc Example Text Example Data	23	nag_fresnel_c_vector Fresnel integral vectorized $C (x)$
s21bac Example Text	1	nag_elliptic_integral_rc Degenerate symmetrised elliptic integral of 1st kind $R_{C} (x, y)$
s21bbc Example Text	1	nag_elliptic_integral_rf Symmetrised elliptic integral of 1st kind $R_{F} (x, y, z)$
s21bcc Example Text	1	nag_elliptic_integral_rd Symmetrised elliptic integral of 2nd kind $R_{D} (x, y, z)$
s21bdc Example Text	1	nag_elliptic_integral_rj Symmetrised elliptic integral of 3rd kind $R_{J} (x, y, z, r)$
s21bec Example Text	9	nag_elliptic_integral_F Elliptic integral of 1st kind, Legendre form, $F (ϕ ∣ m)$
s21bfc Example Text	9	nag_elliptic_integral_E Elliptic integral of 2nd kind, Legendre form, $E (ϕ ∣ m)$
s21bgc Example Text	9	nag_elliptic_integral_pi Elliptic integral of 3rd kind, Legendre form, $Π (n; ϕ ∣ m)$
s21bhc Example Text	9	nag_elliptic_integral_complete_K Complete elliptic integral of 1st kind, Legendre form, $K (m)$
s21bjc Example Text	9	nag_elliptic_integral_complete_E Complete elliptic integral of 2nd kind, Legendre form, $E (m)$
s21cac Example Text Example Data	7	nag_real_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of real argument
s21cbc Example Text Example Data	6	nag_jacobian_elliptic Jacobian elliptic functions sn, cn and dn of complex argument
s21ccc Example Text Example Data	6	nag_jacobian_theta Jacobian theta functions with real arguments
s21dac Example Text Example Data	6	nag_general_elliptic_integral_f Elliptic integrals of the second kind with complex arguments
s22aac Example Text Example Data	6	nag_legendre_p Legendre and associated Legendre functions of the first kind with real arguments
s22bac Example Text	24	nag_specfun_1f1_real Real confluent hypergeometric function ${}_{1}F_{1} (a; b; x)$
s22bbc Example Text	24	nag_specfun_1f1_real_scaled Real confluent hypergeometric function ${}_{1}F_{1} (a; b; x)$ in scaled form
s22bec Example Text	24	nag_specfun_2f1_real Real Gauss hypergeometric function ${}_{2}F_{1} (a, b; c; x)$
s22bfc Example Text	24	nag_specfun_2f1_real_scaled Real Gauss hypergeometric function ${}_{2}F_{1} (a, b; c; x)$ in scaled form.
s30aac Example Text Example Data	9	nag_bsm_price Black–Scholes–Merton option pricing formula
s30abc Example Text Example Data	9	nag_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks
s30bac Example Text Example Data	9	nag_lookback_fls_price Floating-strike lookback option pricing formula in the Black-Scholes-Merton model
s30bbc Example Text Example Data	9	nag_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model
s30cac Example Text Example Data	9	nag_binary_con_price Binary option, cash-or-nothing pricing formula
s30cbc Example Text Example Data	9	nag_binary_con_greeks Binary option, cash-or-nothing pricing formula with Greeks
s30ccc Example Text Example Data	9	nag_binary_aon_price Binary option, asset-or-nothing pricing formula
s30cdc Example Text Example Data	9	nag_binary_aon_greeks Binary option, asset-or-nothing pricing formula with Greeks
s30fac Example Text Example Data	9	nag_barrier_std_price Standard barrier option pricing formula
s30jac Example Text Example Data	9	nag_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula
s30jbc Example Text Example Data	9	nag_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks
s30nac Example Text Example Data	9	nag_heston_price Heston's model option pricing formula
s30nbc Example Text Example Data	23	nag_heston_greeks Heston's model option pricing formula with Greeks
s30ncc Example Text Example Data	24	nag_heston_term Heston's model option pricing with term structure
s30qcc Example Text Example Data	9	nag_amer_bs_price American option, Bjerksund and Stensland pricing formula
s30sac Example Text Example Data	9	nag_asian_geom_price Asian option, geometric continuous average rate pricing formula
s30sbc Example Text Example Data	9	nag_asian_geom_greeks Asian option, geometric continuous average rate pricing formula with Greeks

NAG Library Chapter Contents

s – Approximations of Special Functions

s Chapter Introduction

NAG Library Chapter Contentss – Approximations of Special Functions

s Chapter Introduction

NAG Library Chapter Contents

s – Approximations of Special Functions