C05BAF | Real values of Lambert's $W$ function, $W\left(x\right)$ |

C05BBF | Values of Lambert's $W$ function, $W\left(z\right)$ |

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 |

© The Numerical Algorithms Group Ltd, Oxford UK. 2013