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XLeratorDB/financial-options Documentation

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XLeratorDB/financial-options

Use XLeratorDB/financial for a wide variety of financial calculations. The feature-rich XLeratorDB function library lets you include calculations in any T-SQL statement including SELECT, INSERT, UPDATE, DELETE, CREATE VIEW as well as in CTEs, stored procedures, user-defined functions, and computed columns.

FUNCTION REFERENCE - FINANCIAL OPTIONS FUNCTIONS
OTC and ETO OPTIONS
AdjustedBarrier Convert a barrier value to a continuous barrier value
BinaryBarrierAndStrike Calculate price or Greeks for binary barrier options having payoffs received at expiration
BinaryBarrierAndStrikePriceNGreeks Calculate price and derivatives for binary barrier options having payoffs received at expiration (table-valued function)
BinaryBarrierOnly Calculate price or Greeks for binary barrier options having payoffs received at expiration
BinaryBarrierOnlyPriceNGreeks Calculate price and derivatives for binary barrier options having payoffs received at expiration (table-valued function)
BinaryBarrierPayoutAtHit Calculate price or Greeks for binary barrier options having payoffs received when barrier is breached (table-valued function)
BinaryBarrierPayoutAtHitPriceNGreeks Calculate price and derivatives for binary barrier options having payoffs received when barrier is breached
BinomialAmerican Calculate the price and Greeks of an American option using the Binomial Tree formula
BinomialAmericanIV Calculate the implied volatility of an American option using the Binomial Tree formula
BinomialEuro Calculate the price and Greeks of a European option using the Binomial Tree formula
BinomialEuroIV Calculate the implied volatility of a European option using the Binomial Tree formula
BinomialDiscreteDividends Calculate the price and Greeks of an American or European option paying discrete dividends  
BinomialDiscreteDividendsIV Calculate the implied volatility of American or European option paying discrete dividends  
BinomialDiscreteDividendsPriceNGreeks Calculate the price and Greek of American and European options paying discrete dividends using a Cox Ross Rubinstein Binomial   (table-valued function)
BinomialDiscreteDividendsTree Generate the binomial tree for an American or European option paying discrete dividends   (table-valued function)
BinomialPriceNGreeks Calculate the price and Greeks of European or American options using the Binomial Tree formula (table-valued function)
BinomialTree Generate binomial tree values to calculate the theoretical price of an option (table-valued function)
BjerksundStensland Calculate the price and Greeks of an American option using the Bjerksund and Stensland 2002 formula
BjerksundStenslandIV Calculate the implied volatility of an American option using the Bjerksund & Stensland 2002 formula
BjerksundStenslandPriceNGreeks Calculate the price and Greeks of an American option using the Bjerksund & Stensland 2002 formula (table-valued function)
BlackScholesMerton Calculate the closed form of the price and Greeks of a European option using the Black-Scholes-Merton formula
BlackScholesMertonIV Calculate the implied volatility of a European option using the Black-Scholes-Merton formula
BlackScholesMertonPriceNGreeks Calculate the price and Greeks of a European option using the Black-Scholes-Merton formula (table-valued function)
NonRecombiningTree    new! Calculate the price and Greeks of an option using a non-recombining binomial tree  
NonRecombiningTreeIV    new! Calculate the implied volatility of an option using a non-recombining tree   
NonRecombiningTreePriceNGreeks    new! Calculate price, delta, gamma, theta, vega, rho, and lambda of an option using a non-recombining tree   (table-valued function)
OptionMatrix Generate return values by varying two option input values (table-valued function)
OptionPLMatrix Generate profit (loss) values by varying two option input values (table-valued function)
ProportionalDividends Calculate the price and Greeks of an American or European option paying proportional dividends  
ProportionalDividendsIV Calculate the implied volatility of an American or European option paying proportional dividends  
ProportionalDividendsPriceNGreeks Calculate the price and Greek of American and European options paying proportional dividends using a Cox Ross Rubinstein Binomial   (table-valued function)
ProportionalDividendsTree Generate the binomial tree for an American or European option paying proportional dividends   (table-valued function)
StandardBarrier Calculate price or Greeks of a European-style Knock-In or Knock-Out option
StandardBarrierPriceNGreeks Calculate price and Greeks of a European-style Knock-In or Knock-Out option (table-valued function)
   
STORED PROCEDURES
sp_OptionMatrix Generate all return values by varying two inputs into the calculated value
sp_OptionPLMatrix Generate profit (loss) values by varying two inputs into the theoretical value of the option
sp_BinomialTree Generate binomial tree values to calculate the theoretical price of an option
   
XLDB_OPTIONS_VERSION Version Information

This function cannot reference data from SQL Server 2014 memory-optimized tables

 



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