Login
Register
Contact Us
Search
Menu
Home
Products
XLeratorDB
function packages
for SQL Server
financial
view documentation
pricing
statistics
view documentation
pricing
math
view documentation
pricing
engineering
view documentation
pricing
strings
view documentation
pricing
financial-options
view documentation
pricing
windowing
view documentation
pricing
XLeratorDB
Compilation packages
for SQL Server
Suite
incl:
financial
,
statistics
,
math
,
engineering
&
strings
pricing
Suite (Developer)
requires SQL Server Developer Edition
pricing
Suite (Subscription)
One-year non-recurring license
pricing
SuitePLUS
incl: all Suite packages PLUS
financial-options
pricing
SuitePLUS (Developer)
requires SQL Server Developer Edition, also incl:
financial-options
pricing
SuitePLUS (Subscription)
One-year non-recurring license, also incl:
financial-options
pricing
XLeratorDLL
function packages
Microsoft .NET API Library
financial (DLL)
view documentation
pricing
SQL Server not required
View All Product Pricing ...
Download Free 15 Day Trial ...
Purchase
XLeratorDB
function packages for
SQL Server (2008 & later)
financial
statistics
math
engineering
strings
financial-options
windowing
XLeratorDB
Compilation packages for
SQL Server (2008 & later)
Suite
Suite (Developer)
Suite (Subscription)
SuitePLUS
SuitePLUS (Developer)
SuitePLUS (Subscription)
XLeratorDLL
function packages
Microsoft .NET API Library
financial (DLL)
Legacy XLeratorDB Packages for
SQL Server 2005
financial
for SQL Server 2005 only
statistics
for SQL Server 2005 only
math
for SQL Server 2005 only
Suite
for SQL Server 2005 only
Suite (Developer)
for SQL Server 2005 only
SuitePLUS
for SQL Server 2005 only
SuitePLUS (Developer)
for SQL Server 2005 only
Download Trial
Services
Case Studies
Blog
Support
XLeratorDB/financial-options Documentation
Home
Search
Recent Changes
Show All Pages
Financial-Options Functions Index ...
Barrier Options
AdjustedBarrier - convert an hourly, daily, weekly, or monthly barrier value to a continuous barrier value
BinaryBarrierAndStrike - price or Greeks for binary barrier options having payoffs that are received only at expiration
BinaryBarrierAndStrikePriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received only at expiration
BinaryBarrierOnly - price or Greeks for binary barrier options having payoffs that are received only at expiration
BinaryBarrierOnlyPriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received only at expiration
BinaryBarrierPayoutAtHit - price or Greeks for binary barrier options having payoffs that are received the moment that the barrier is breached
BinaryBarrierPayoutAtHitPriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received the moment that the barrier is breached
StandardBarrier - price or Greeks of a European-style Knock-In or Knock-Out option
StandardBarrierPriceNGreeks - price and Greeks of a European-style Knock-In or Knock-Out option
Binomial Trees
BinomialAmerican - price, delta, gamma, theta, vega, rho, or lambda of an American option using the Binomial Tree option pricing formula
BinomialAmericanIV - implied volatility of an American option using the Binomial Tree option pricing formula
BinomialEuro - price, delta, gamma, theta, vega, rho, or lambda of a European option using the Binomial Tree option pricing formula
BinomialEuroIV - implied volatility of a European option using the Binomial Tree option pricing formula
BinomialPriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of European or American options using the Binomial Tree option pricing formula
BinomialTree - option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option
sp_BinomialTree - result set of all the values in the binomial tree used to calculate the theoretical price of an option
Bjerksund Stensland
BjerksundStensland - price or Greeks of an American-style option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandIV - implied volatility for an American-style option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandPriceNGreeks - price and other derivatives of an American option using the Bjerksund & Stensland 2002 option pricing formula
Black Scholes
BlackScholesMerton - price or Greeks of a European option using the Black-Scholes-Merton option pricing formula
BlackScholesMertonIV - implied volatility for a European-style option using the Black-Scholes-Merton option pricing formula
BlackScholesMertonPriceNGreeks - price and other derivatives of a European option using the Black-Scholes-Merton option pricing formula
Equity Options
BinomialDiscreteDividends - 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 - 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 - 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
BinomialDiscreteDividendsTree - 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
NonRecombiningTree - price and Greeks of an American or European option paying discrete dividends using a non-recombining binomial tree
NonRecombiningTreeIV - implied volatility of an American or European option paying discrete dividends using a non-recombining binomial tree
NonRecombiningTreePriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a non-recombining tree
ProportionalDividends - price and Greeks of an American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsIV - implied volatility of American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsPriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of American and European options paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsTree - option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option paying proportional dividends
Performance Analytics
OptionMatrix - result set of return values by varying two inputs into the calculated value
sp_OptionMatrix - result set of all return values by varying two inputs into the calculated value
OptionPLMatrix - result set of profit (loss) by varying two inputs into the theoretical value of the option
sp_OptionPLMatrix - result set of profit (loss) by varying two inputs into the theoretical value of the option
Misc
XLDB_OPTIONS_VERSION - XLeratorDB / options version information
ALL FUNCTIONS (alpahbetical)
AdjustedBarrier - convert an hourly, daily, weekly, or monthly barrier value to a continuous barrier value
BinaryBarrierAndStrike - price or Greeks for binary barrier options having payoffs that are received only at expiration
BinaryBarrierAndStrikePriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received only at expiration
BinaryBarrierOnly - price or Greeks for binary barrier options having payoffs that are received only at expiration
BinaryBarrierOnlyPriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received only at expiration
BinaryBarrierPayoutAtHit - price or Greeks for binary barrier options having payoffs that are received the moment that the barrier is breached
BinaryBarrierPayoutAtHitPriceNGreeks - price and other derivatives for binary barrier options having payoffs that are received the moment that the barrier is breached
BinomialAmerican - price, delta, gamma, theta, vega, rho, or lambda of an American option using the Binomial Tree option pricing formula
BinomialAmericanIV - implied volatility of an American option using the Binomial Tree option pricing formula
BinomialDiscreteDividends - 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 - 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 - 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
BinomialDiscreteDividendsTree - 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
BinomialEuro - price, delta, gamma, theta, vega, rho, or lambda of a European option using the Binomial Tree option pricing formula
BinomialEuroIV - implied volatility of a European option using the Binomial Tree option pricing formula
BinomialPriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of European or American options using the Binomial Tree option pricing formula
BinomialTree - option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option
BjerksundStensland - price or Greeks of an American-style option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandIV - implied volatility for an American-style option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandPriceNGreeks - price and other derivatives of an American option using the Bjerksund & Stensland 2002 option pricing formula
BlackScholesMerton - price or Greeks of a European option using the Black-Scholes-Merton option pricing formula
BlackScholesMertonIV - implied volatility for a European-style option using the Black-Scholes-Merton option pricing formula
BlackScholesMertonPriceNGreeks - price and other derivatives of a European option using the Black-Scholes-Merton option pricing formula
NonRecombiningTree - price and Greeks of an American or European option paying discrete dividends using a non-recombining binomial tree
NonRecombiningTreeIV - implied volatility of an American or European option paying discrete dividends using a non-recombining binomial tree
NonRecombiningTreePriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a non-recombining tree
OptionMatrix - result set of return values by varying two inputs into the calculated value
OptionPLMatrix - result set of profit (loss) by varying two inputs into the theoretical value of the option
ProportionalDividends - price and Greeks of an American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsIV - implied volatility of American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsPriceNGreeks - price, delta, gamma, theta, vega, rho, and lambda of American and European options paying proportional dividends using a Cox Ross Rubinstein Binomial
ProportionalDividendsTree - option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option paying proportional dividends
sp_BinomialTree - result set of all the values in the binomial tree used to calculate the theoretical price of an option
sp_OptionMatrix - result set of all return values by varying two inputs into the calculated value
sp_OptionPLMatrix - result set of profit (loss) by varying two inputs into the theoretical value of the option
StandardBarrier - price or Greeks of a European-style Knock-In or Knock-Out option
StandardBarrierPriceNGreeks - price and Greeks of a European-style Knock-In or Knock-Out option
XLDB_OPTIONS_VERSION - XLeratorDB / options version information
Search Wiki
Search:
Go