BARRIER OPTIONS 
AdjustedBarrier 
Convert an hourly, daily, weekly, or monthly barrier value to a continuous barrier value. 
BinaryBarrierAndStrike 
Calculate the price or Greeks for binary barrier options having payoffs that are received only at expiration. 
BinaryBarrierAndStrikePriceNGreeks 
Calculate the price and other derivatives for binary barrier options having payoffs that are received only at expiration. (tablevalued function) 
BinaryBarrierOnly 
Calculate the price or Greeks for binary barrier options having payoffs that are received only at expiration. 
BinaryBarrierOnlyPriceNGreeks 
Calculate the price and other derivatives for binary barrier options having payoffs that are received only at expiration. (tablevalued function) 
BinaryBarrierPayoutAtHit 
Calculate the price or Greeks for binary barrier options having payoffs that are received the moment that the barrier is breached. 
BinaryBarrierPayoutAtHitPriceNGreeks 
Calculate the price and other derivatives for binary barrier options having payoffs that are received the moment that the barrier is breached. (tablevalued function) 
StandardBarrier 
Calculate the price or Greeks of a Europeanstyle KnockIn or KnockOut option. 
StandardBarrierPriceNGreeks 
Calculate the price and Greeks of a Europeanstyle KnockIn or KnockOut option. (tablevalued function) 

BINOMIAL TREES 
BinomialAmerican 
Calculate the price, delta, gamma, theta, vega, rho, or lambda of an American option using the Binomial Tree option pricing formula. 
BinomialAmericanIV 
Calculate the implied volatility of an American option using the Binomial Tree option pricing formula. 
BinomialEuro 
Calculate the price, delta, gamma, theta, vega, rho, or lambda of a European option using the Binomial Tree option pricing formula. 
BinomialEuroIV 
Calculate the implied volatility of a European option using the Binomial Tree option pricing formula. 
BinomialPriceNGreeks 
Calculate the price, delta, gamma, theta, vega, rho, and lambda of European or American options using the Binomial Tree option pricing formula. (tablevalued function) 
BinomialTree 
Return the option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option. (tablevalued function) 
sp_BinomialTree 
Generate a result set of all the values in the binomial tree used to calculate the theoretical price of an option. 

BJERKSUND STENSLAND 
BjerksundStensland 
Calculate the price or Greeks of an Americanstyle option using the Bjerksund and Stensland 2002 option pricing formula. 
BjerksundStenslandIV 
Calculate an implied volatility for an Americanstyle option using the Bjerksund and Stensland 2002 option pricing formula. 
BjerksundStenslandPriceNGreeks 
Calculate to calculate the price and other derivatives of an American option using the Bjerksund & Stensland 2002 option pricing formula. (tablevalued function) 

BLACK SCHOLES 
BlackScholesMerton 
Calculate the price or Greeks of a European option using the BlackScholesMerton option pricing formula. 
BlackScholesMertonIV 
Calculate an implied volatility for a Europeanstyle option using the BlackScholesMerton option pricing formula. 
BlackScholesMertonPriceNGreeks 
Calculate the price and other derivatives of a European option using the BlackScholesMerton option pricing formula. (tablevalued function) 

EQUITY OPTIONS 
BinomialDiscreteDividends 
Calculate the price and Greeks of an American or European option paying discrete dividends using a Cox Ross Rubinstein Binomial as described in Options, Futures, and Other Derivatives, 8th Edition, by John C. ^{†} 
BinomialDiscreteDividendsIV 
Calculate the implied volatility of American or European option paying discrete dividends using a Cox Ross Rubinstein Binomial as described in Options, Futures, and Other Derivatives, 8th Edition, by John C. ^{†} 
BinomialDiscreteDividendsPriceNGreeks 
Calculate the price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a Cox Ross Rubinstein Binomial as described in Options, Futures, and Other Derivatives, 8th Edition, by John C. ^{†} (tablevalued function) 
BinomialDiscreteDividendsTree 
Return the option value, intrinsic value, underlying value, and present value of the dividend amounts for each node on a binomial tree for an American or European option paying discrete dividends. ^{†} (tablevalued function) 
NonRecombiningTree new! 
Calculate the price and Greeks of an American or European option paying discrete dividends using a nonrecombining binomial tree. ^{†} 
NonRecombiningTreeIV new! 
Calculate the implied volatility of an American or European option paying discrete dividends using a nonrecombining binomial tree. ^{†} 
NonRecombiningTreePriceNGreeks new! 
Calculate the price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a nonrecombining tree. ^{†} (tablevalued function) 
ProportionalDividends 
Calculate the price and Greeks of an American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial. ^{†} 
ProportionalDividendsIV 
Calculate the implied volatility of American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial. ^{†} 
ProportionalDividendsPriceNGreeks 
Calculate the price, delta, gamma, theta, vega, rho, and lambda of American and European options paying proportional dividends using a Cox Ross Rubinstein Binomial. ^{†} (tablevalued function) 
ProportionalDividendsTree 
Return the option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option paying proportional dividends. ^{†} (tablevalued function) 

PERFORMANCE ANALYTICS 
OptionMatrix 
Generate a result set of return values by varying two inputs into the calculated value. 
sp_OptionMatrix 
Generate a result set of all return values by varying two inputs into the calculated value. 
OptionPLMatrix 
Generate a result set of profit (loss) by varying two inputs into the theoretical value of the option. 
sp_OptionPLMatrix 
Generate a result set of profit (loss) by varying two inputs into the theoretical value of the option. 

MISC / OTHER 
XLDB_OPTIONS_VERSION 
Return XLeratorDB / options version information. 
