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 (tablevalued 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 (tablevalued function) 
BinaryBarrierPayoutAtHit 
Calculate price or Greeks for binary barrier options having payoffs received when barrier is breached (tablevalued 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 ^{†} (tablevalued function) 
BinomialDiscreteDividendsTree 
Generate the binomial tree for an American or European option paying discrete dividends ^{†} (tablevalued function) 
BinomialPriceNGreeks 
Calculate the price and Greeks of European or American options using the Binomial Tree formula (tablevalued function) 
BinomialTree 
Generate binomial tree values to calculate the theoretical price of an option (tablevalued 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 (tablevalued function)

BlackScholesMerton 
Calculate the closed form of the price and Greeks of a European option using the BlackScholesMerton formula 
BlackScholesMertonIV 
Calculate the implied volatility of a European option using the BlackScholesMerton formula

BlackScholesMertonPriceNGreeks 
Calculate the price and Greeks of a European option using the BlackScholesMerton formula (tablevalued function) 
NonRecombiningTree new! 
Calculate the price and Greeks of an option using a nonrecombining binomial tree ^{†} 
NonRecombiningTreeIV new! 
Calculate the implied volatility of an option using a nonrecombining tree ^{†} 
NonRecombiningTreePriceNGreeks new! 
Calculate price, delta, gamma, theta, vega, rho, and lambda of an option using a nonrecombining tree ^{†} (tablevalued function) 
OptionMatrix 
Generate return values by varying two option input values (tablevalued function) 
OptionPLMatrix 
Generate profit (loss) values by varying two option input values (tablevalued 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 ^{†} (tablevalued function) 
ProportionalDividendsTree 
Generate the binomial tree for an American or European option paying proportional dividends ^{†} (tablevalued function) 
StandardBarrier 
Calculate price or Greeks of a Europeanstyle KnockIn or KnockOut option 
StandardBarrierPriceNGreeks 
Calculate price and Greeks of a Europeanstyle KnockIn or KnockOut option (tablevalued 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 