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

Keyword : Option

e04xxc   Initialization function for option setting
e04xyc   Read options from a text file
e04xzc   Memory freeing function for use with option setting
e05jcc   Supply optional argument values for e05jbc from external file
e05jdc   Set a single optional argument for e05jbc from a character string
e05jec   Set a single optional argument for e05jbc from an ‘ON’/‘OFF’-valued character argument
e05jfc   Set a single optional argument for e05jbc from an integer argument
e05jgc   Set a single optional argument for e05jbc from a real argument
e05jhc   Determine whether an optional argument for e05jbc has been set by you or not
e05jkc   Get the setting of an integer valued optional argument of e05jbc
e05jlc   Get the setting of a real valued optional argument of e05jbc
e05zkc   Option setting routine for e05sac and e05sbc e05sac, e05sbc and e05ucc
e05zlc   Option getting routine for e05sac and e05sbc e05sac, e05sbc and e05ucc
f12adc   Set a single option from a string (f12abc/f12acc/f12agc)
f12arc   Set a single option from a string (f12apc/f12aqc)
f12fdc   Set a single option from a string (f12fbc/f12fcc/f12fgc)
g02zkc   Option setting function for g02qgc
g02zlc   Option getting function for g02qgc
g13bxc   Initialization function for option setting
g13xzc   Freeing function for use with g13 option setting
h02xxc   Initialize option structure to null values
h02xzc   Free NAG allocated memory from option structures
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
s30qcc   American option: Bjerksund and Stensland pricing formula
s30sac   Asian option: geometric continuous average rate pricing formula
s30sbc   Asian option: geometric continuous average rate pricing formula with Greeks

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2012