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

Keyword : European

s30aac   Black–Scholes–Merton option pricing formula
s30abc   Black–Scholes–Merton option pricing formula with Greeks
s30bac   Floating-strike lookback option pricing formula
s30bbc   Floating-strike lookback option pricing formula with Greeks
s30cac   Binary option: cash-or-nothing pricing formula
s30cbc   Binary option: cash-or-nothing pricing formula with Greeks
s30ccc   Binary option: asset-or-nothing pricing formula
s30cdc   Binary option: asset-or-nothing pricing formula with Greeks
s30fac   Standard barrier option pricing formula
s30jac   Jump-diffusion, Merton's model, option pricing formula
s30jbc   Jump-diffusion, Merton's model, option pricing formula with Greeks
s30nac   Heston's model option pricing formula
s30nbc   Heston's model option pricing formula with Greeks

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2012