 # SQL Server options function

#### XLeratorDB / financial-options

Use XLeratorDB / financial-options 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 BARRIER OPTIONS Convert an hourly, daily, weekly, or monthly barrier value to a continuous barrier value. Calculate the price or Greeks for binary barrier options having payoffs that are received only at expiration. Calculate the price and other derivatives for binary barrier options having payoffs that are received only at expiration. (table-valued function) Calculate the price or Greeks for binary barrier options having payoffs that are received only at expiration. Calculate the price and other derivatives for binary barrier options having payoffs that are received only at expiration. (table-valued function) Calculate the price or Greeks for binary barrier options having payoffs that are received the moment that the barrier is breached. Calculate the price and other derivatives for binary barrier options having payoffs that are received the moment that the barrier is breached. (table-valued function) Calculate the price or Greeks of a European-style Knock-In or Knock-Out option. Calculate the price and Greeks of a European-style Knock-In or Knock-Out option. (table-valued function) BINOMIAL TREES Calculate the price, delta, gamma, theta, vega, rho, or lambda of an American option using the Binomial Tree option pricing formula. Calculate the implied volatility of an American option using the Binomial Tree option pricing formula. Calculate the price, delta, gamma, theta, vega, rho, or lambda of a European option using the Binomial Tree option pricing formula. Calculate the implied volatility of a European option using the Binomial Tree option pricing formula. Calculate the price, delta, gamma, theta, vega, rho, and lambda of European or American options using the Binomial Tree option pricing formula. (table-valued function) Return the option value, intrinsic value, and underlying value for each node on a binomial tree for an American or European option. (table-valued function) Generate a result set of all the values in the binomial tree used to calculate the theoretical price of an option. BJERKSUND STENSLAND Calculate the price or Greeks of an American-style option using the Bjerksund and Stensland 2002 option pricing formula. Calculate an implied volatility for an American-style option using the Bjerksund and Stensland 2002 option pricing formula. Calculate to calculate the price and other derivatives of an American option using the Bjerksund & Stensland 2002 option pricing formula. (table-valued function) BLACK SCHOLES Calculate the price or Greeks of a European option using the Black-Scholes-Merton option pricing formula. Calculate an implied volatility for a European-style option using the Black-Scholes-Merton option pricing formula. Calculate the price and other derivatives of a European option using the Black-Scholes-Merton option pricing formula. (table-valued function) EQUITY OPTIONS 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.  † 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.  † 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.  † (table-valued function) 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.  † (table-valued function) Calculate the price and Greeks of an American or European option paying discrete dividends using a non-recombining binomial tree.  † Calculate the implied volatility of an American or European option paying discrete dividends using a non-recombining binomial tree.  † Calculate the price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a non-recombining tree.  † (table-valued function) Calculate the price and Greeks of an American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial.  † Calculate the implied volatility of American or European option paying proportional dividends using a Cox Ross Rubinstein Binomial.  † Calculate the price, delta, gamma, theta, vega, rho, and lambda of American and European options paying proportional dividends using a Cox Ross Rubinstein Binomial.  † (table-valued function) 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.  † (table-valued function) PERFORMANCE ANALYTICS Generate a result set of return values by varying two inputs into the calculated value. Generate a result set of all return values by varying two inputs into the calculated value. Generate a result set of profit (loss) by varying two inputs into the theoretical value of the option. Generate a result set of profit (loss) by varying two inputs into the theoretical value of the option. MISC / OTHER Return XLeratorDB / options version information.

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

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