XLeratorDB/financial-options Documentation
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.
| OTC and ETO OPTIONS |
| 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 |
| 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 |
| 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
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| BlackScholesMertonPriceNGreeks |
Calculate the price and Greeks of a European option using the Black-Scholes-Merton formula |
| BjerksundStenslandPriceNGreeks |
Calculate the price and Greeks of an American option using the Bjerksund & Stensland 2002 formula
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| BinomialPriceNGreeks |
Calculate the price and Greeks of European or American options using the Binomial Tree formula |
| OptionMatrix |
Generate return values by varying two option input values |
| OptionPLMatrix |
Generate profit (loss) values by varying two option input values |
| BinomialTree |
Generate binomial tree values to calculate the theoretical price of an option
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| 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 |
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| XLDB_OPTIONS_VERSION |
Version Information |
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