c05bac | nag_lambertW Real values of Lambert's W function, W(x) |

c05bbc | nag_lambertW_complex Values of Lambert's W function, W(z) |

s30aac | nag_bsm_price Black–Scholes–Merton option pricing formula |

s30abc | nag_bsm_greeks Black–Scholes–Merton option pricing formula with Greeks |

s30bac | nag_lookback_fls_price Floating-strike lookback option pricing formula |

s30bbc | nag_lookback_fls_greeks Floating-strike lookback option pricing formula with Greeks |

s30cac | nag_binary_con_price Binary option: cash-or-nothing pricing formula |

s30cbc | nag_binary_con_greeks Binary option: cash-or-nothing pricing formula with Greeks |

s30ccc | nag_binary_aon_price Binary option: asset-or-nothing pricing formula |

s30cdc | nag_binary_aon_greeks Binary option: asset-or-nothing pricing formula with Greeks |

s30fac | nag_barrier_std_price Standard barrier option pricing formula |

s30jac | nag_jumpdiff_merton_price Jump-diffusion, Merton's model, option pricing formula |

s30jbc | nag_jumpdiff_merton_greeks Jump-diffusion, Merton's model, option pricing formula with Greeks |

s30nac | nag_heston_price Heston's model option pricing formula |

s30nbc | nag_heston_greeks Heston's model option pricing formula with Greeks |

s30qcc | nag_amer_bs_price American option: Bjerksund and Stensland pricing formula |

s30sac | nag_asian_geom_price Asian option: geometric continuous average rate pricing formula |

s30sbc | nag_asian_geom_greeks Asian option: geometric continuous average rate pricing formula with Greeks |

© The Numerical Algorithms Group Ltd, Oxford UK. 2012