| 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 |