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XLeratorDB/financialoptions Documentation
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FinancialOptions 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 Europeanstyle KnockIn or KnockOut option
StandardBarrierPriceNGreeks  price and Greeks of a Europeanstyle KnockIn or KnockOut 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 Americanstyle option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandIV  implied volatility for an Americanstyle 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 BlackScholesMerton option pricing formula
BlackScholesMertonIV  implied volatility for a Europeanstyle option using the BlackScholesMerton option pricing formula
BlackScholesMertonPriceNGreeks  price and other derivatives of a European option using the BlackScholesMerton 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 nonrecombining binomial tree
NonRecombiningTreeIV  implied volatility of an American or European option paying discrete dividends using a nonrecombining binomial tree
NonRecombiningTreePriceNGreeks  price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a nonrecombining 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 Americanstyle option using the Bjerksund and Stensland 2002 option pricing formula
BjerksundStenslandIV  implied volatility for an Americanstyle 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 BlackScholesMerton option pricing formula
BlackScholesMertonIV  implied volatility for a Europeanstyle option using the BlackScholesMerton option pricing formula
BlackScholesMertonPriceNGreeks  price and other derivatives of a European option using the BlackScholesMerton option pricing formula
NonRecombiningTree  price and Greeks of an American or European option paying discrete dividends using a nonrecombining binomial tree
NonRecombiningTreeIV  implied volatility of an American or European option paying discrete dividends using a nonrecombining binomial tree
NonRecombiningTreePriceNGreeks  price, delta, gamma, theta, vega, rho, and lambda of American and European options paying discrete dividends using a nonrecombining 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 Europeanstyle KnockIn or KnockOut option
StandardBarrierPriceNGreeks  price and Greeks of a Europeanstyle KnockIn or KnockOut option
XLDB_OPTIONS_VERSION  XLeratorDB / options version information
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