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⨍ Functions 742◇ Types & classes 123

↓ 561 callersFunctionlogger

src/common/logger.cpp:32

↓ 254 callersFunctioncnd

src/models/metaoptions/src/cnd.c:24

↓ 141 callersFunctionpow2

src/models/metaoptions/src/metaoptions.h:107

↓ 140 callersFunctioncbnd

The cumulative bivariate normal distribution function */

src/models/metaoptions/src/cbnd.c:94

↓ 124 callersFunctiondecimal_date_to_real_dates

src/common/time.cpp:368

↓ 65 callersFunctionN

src/models/financialrecipes/src/cum_normal.cc:4

↓ 43 callersFunctionmyusleep

src/curses/curses_demo.cpp:676

↓ 37 callersFunctiondecimal_date_to_real_date

src/common/time.cpp:250

↓ 29 callersMethodd

src/models/financialrecipes/src/term_structure_class.cc:15

↓ 25 callersFunctionexpires

src/common/time.cpp:699

↓ 24 callersFunctionadjust_to_current_time_and_expr

* add user adjustable expiration time HH:MM:SS * minus out time into the current day */

src/common/time.cpp:674

↓ 23 callersFunctionoption_price_call_black_scholes

src/models/financialrecipes/src/black_scholes_call.cc:4

↓ 23 callersMethodr

src/models/financialrecipes/src/term_structure_class.cc:11

↓ 20 callersFunctiongbs

src/models/metaoptions/src/gbs.c:25

↓ 20 callersFunctionoption_call

src/common/options_calls.cpp:39

↓ 20 callersFunctionoption_put

src/common/options_puts.cpp:41

↓ 18 callersFunctiondecimal_date_to_int_month

src/common/time.cpp:494

↓ 16 callersFunctiongbs_call

src/models/metaoptions/src/gbs.c:60

↓ 16 callersFunctionsetup_tree_view

src/gtk/gtk_display.cpp:130

↓ 16 callersFunctionstrike_price_codes

get the industry strike price code/ticker from the strike price */

src/common/tickers.cpp:33

↓ 15 callersFunctiongbs_put

src/models/metaoptions/src/gbs.c:77

↓ 15 callersFunctionoption_price_put_black_scholes

src/models/financialrecipes/src/black_scholes_put.cc:5

↓ 14 callersFunctionderivative_price_simulate_european_option_generic

src/models/financialrecipes/src/simulate_european_options_generic_routine.cc:5

↓ 14 callersMethodf

src/models/financialrecipes/src/term_structure_class.cc:5

↓ 13 callersFunctionoption_price_partials_call_black_scholes

src/models/financialrecipes/src/black_scholes_partials_call.cc:5

↓ 12 callersFunctionfill_line

src/gtk/gtk_thread.cpp:36

↓ 12 callersFunctionreport76

src/models/metaoptions/src/BAWAmericanApprox.c:256

↓ 11 callersFunctionBAWAmericanApprox

The Barone-Adesi and Whaley (1987) American approximation */

src/models/metaoptions/src/BAWAmericanApprox.c:207

↓ 11 callersFunctionblack76

Black (1977) Options on futures/forwards */

src/models/metaoptions/src/black76.c:27

↓ 11 callersFunctioncreate_pixbuf

src/gtk/gtk_main.cpp:39

↓ 10 callersFunctionPartialFixedLB

Partial-time fixed strike lookback options */

src/models/metaoptions/src/PartialFixedLB.c:32

↓ 10 callersFunctionPartialFloatLB

Performance notes: * 41.000 We start with a general cleanup * 41.000 fn() is hard to improve since most of the time is spent in cbnd(). */ Partial

src/models/metaoptions/src/PartialFloatLB.c:29

↓ 10 callersFunctionblackscholes

Black and Scholes (1973) Stock options */

src/models/metaoptions/src/blackscholes.c:30

↓ 10 callersFunctionbonds_price

src/models/financialrecipes/src/bonds_price.cc:5

↓ 10 callersFunctiond1

src/models/financialrecipes/src/approx_am_put_geske_johnson.cc:8

↓ 10 callersFunctionn

src/models/financialrecipes/src/normdist.cc:9

↓ 10 callersFunctionterm_structure_discount_factor_vasicek

src/models/financialrecipes/src/termstru_discfact_vasicek.cc:4

↓ 9 callersFunctioncalendar_date_message

src/curses/curses_misc.cpp:207

↓ 9 callersFunctioncash_flow_pv

src/models/financialrecipes/src/cflow_pv.cc:5

↓ 9 callersFunctioncash_flow_pv_discrete

src/models/financialrecipes/src/cflow_pv_discrete.cc:5

↓ 9 callersFunctiond2

src/models/financialrecipes/src/approx_am_put_geske_johnson.cc:12

↓ 9 callersFunctionderivative_price_simulate_european_option_generic_with_control_variate

src/models/financialrecipes/src/simulate_european_options_generic_routine_control_variate.cc:5

↓ 9 callersFunctionnormdist

src/models/metaoptions/src/metaoptions.h:108

↓ 8 callersFunctionExtremeSpreadOption

* BIG IMPORTANT NOTE!!! * 20070309 boa * The function fails if t1 is 0. According to the formula on page 68, the correct expression(see below) * is

src/models/metaoptions/src/ExtremeSpreadOption.c:44

↓ 8 callersFunctionmatrix

src/curses/curses_display.cpp:34

↓ 8 callersFunctionoption_price

return option price*/

src/models/spinsky/binomial.cpp:75

↓ 8 callersFunctionoption_price_call_american_binomial

src/models/financialrecipes/src/bin_am_call.cc:5

↓ 8 callersFunctionrandom_normal

src/models/financialrecipes/src/random_normal.cc:7

↓ 7 callersFunctionBSAmericanApprox

src/models/metaoptions/src/BSAmericanApprox.c:107

↓ 7 callersFunctiondecimal_date_message

src/curses/curses_misc.cpp:215

↓ 7 callersFunctionfuture

src/common/futures.cpp:33

↓ 7 callersFunctionoption_price_european_call_payout

src/models/financialrecipes/src/black_scholes_price_payout_call.cc:5

↓ 7 callersFunctionoption_price_put_american_binomial

src/models/financialrecipes/src/bin_am_put.cc:6

↓ 7 callersFunctionset_up_combobox_with_array2

src/gtk/gtk_combobox.cpp:320

↓ 7 callersFunctionshow_title

src/gtk/gtk_main.cpp:56

↓ 7 callersFunctionterm_structure_yield_linearly_interpolated

src/models/financialrecipes/src/termstru_yield_interpolated.cc:5

↓ 6 callersFunctionbonds_price_discrete

src/models/financialrecipes/src/bonds_price_discrete.cc:5

↓ 6 callersFunctiondelta

src/models/metaoptions/src/gdelta.c:25

↓ 6 callersFunctionderivative_price_simulate_european_option_generic_with_antithetic_variate

src/models/financialrecipes/src/simulate_european_options_generic_routine_antithetic_variate.cc:6

↓ 6 callersMethodno_observations

src/models/financialrecipes/src/fin_recipes.h:98

↓ 6 callersFunctionoption_call_delta

src/common/greeks.cpp:33

↓ 6 callersFunctionoption_price_partials_american_call_binomial

src/models/financialrecipes/src/bin_am_partials_call.cc:5

↓ 6 callersFunctionoption_price_partials_put_black_scholes

src/models/financialrecipes/src/black_scholes_partials_put.cc:4

↓ 6 callersFunctionreport

src/models/metaoptions/src/BAWAmericanApprox.c:239

↓ 6 callersFunctionvalidate_time

src/common/time.cpp:229

↓ 6 callersFunctionvega

Vega for the generalized Black and Scholes formula */

src/models/metaoptions/src/gvega.c:26

↓ 5 callersFunctionDoWeHaveFutures

src/curses/curses_misc.cpp:277

↓ 5 callersFunctionFloatingStrikeLookback

Floating strike lookback options */

src/models/metaoptions/src/FloatingStrikeLookback.c:25

↓ 5 callersFunctionNewtonRaphson

src/models/metaoptions/src/NewtonRaphson.c:34

↓ 5 callersFunctionOptionsOnOptions

Options on options */

src/models/metaoptions/src/OptionsOnOptions.c:65

↓ 5 callersFunctionSetToFuture

src/curses/curses_misc.cpp:247

↓ 5 callersFunctionbonds_duration

src/models/financialrecipes/src/bonds_duration.cc:5

↓ 5 callersFunctionoption_price_delta_put_black_scholes

src/models/financialrecipes/src/black_scholes_delta_put.cc:4

↓ 5 callersFunctionoption_price_generic_binomial

src/models/financialrecipes/src/binomial_generic.cc:6

↓ 5 callersFunctionphi

Newton Raphson algorithm to solve for the critical * commodity price for a Call */

src/models/metaoptions/src/BSAmericanApprox.c:37

↓ 5 callersFunctionprops_defaults_options

src/common/defaults.cpp:95

↓ 5 callersFunctionsign

src/models/metaoptions/src/cbnd.c:27

↓ 5 callersFunctionupdatePrecision

src/gtk/gtk_main.cpp:322

↓ 5 callersFunctionupdateTime

src/gtk/gtk_main.cpp:129

↓ 4 callersFunctionAddToVector

src/gtk/gtk_cashflow.cpp:161

↓ 4 callersFunctionEuropeanExchangeOption

European option to exchange one asset for another */

src/models/metaoptions/src/EuropeanExchangeOption.c:32

↓ 4 callersFunctionFixedStrikeLookback

Fixed strike lookback options */

src/models/metaoptions/src/FixedStrikeLookback.c:35

↓ 4 callersFunctionJumpDiffusion

Merton (1976) jump diffusion model */

src/models/metaoptions/src/JumpDiffusion.c:40

↓ 4 callersFunctionLevyAsian

Arithmetic average rate option */

src/models/metaoptions/src/LevyAsian.c:26

↓ 4 callersFunctionStandardBarrier

Standard barrier options */

src/models/metaoptions/src/StandardBarrier.c:52

↓ 4 callersFunctionTurnbullWakemanAsian

Arithmetic average rate option */

src/models/metaoptions/src/TurnbullWakemanAsian.c:27

↓ 4 callersFunctionadjust_to_current_time

src/common/time.cpp:622

↓ 4 callersFunctionblack76_put

src/models/metaoptions/src/black76.c:50

↓ 4 callersFunctionblackscholes_call

src/models/metaoptions/src/blackscholes.c:67

↓ 4 callersFunctionbonds_convexity

src/models/financialrecipes/src/bonds_convexity.cc:4

↓ 4 callersFunctionbonds_duration_discrete

src/models/financialrecipes/src/bonds_duration_discrete.cc:5

↓ 4 callersFunctionbonds_yield_to_maturity_discrete

src/models/financialrecipes/src/bonds_yield_discrete.cc:6

↓ 4 callersFunctioncalc_strike_scale

src/gtk/gtk_scale.cpp:33

↓ 4 callersFunctioncalendar

src/curses/curses_calendar.cpp:33

↓ 4 callersFunctiondate_to_days_away

src/common/time.cpp:58

↓ 4 callersFunctiondelta_put

src/models/metaoptions/src/gdelta.c:62

↓ 4 callersFunctionnormd

src/common/cumulative_norm.cpp:481

↓ 4 callersFunctionon_comboboxModel_changed_hide

src/gtk/gtk_combobox.cpp:808

↓ 4 callersFunctionon_comboboxModel_changed_show

src/gtk/gtk_combobox.cpp:455

↓ 4 callersFunctionoption_price_european_lookback_call

src/models/financialrecipes/src/exotics_lookback_call.cc:5

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