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Functions742 in github.com/AnthonyBradford/optionmatrix

⨍ Functions 742◇ Types & classes 123

↓ 4 callersFunctionprocess_greeks

src/gtk/gtk_thread.cpp:2155

↓ 4 callersFunctionsanity_check

src/common/sanity.cpp:36

↓ 4 callersFunctionsgn

src/models/financialrecipes/src/cum_normal_bivariate.cc:18

↓ 4 callersFunctionsgn

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

↓ 4 callersFunctiontermstructure

src/common/termstructure.cpp:33

↓ 3 callersFunctionAmericanExchangeOption

American option to exchange one asset for another */

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

↓ 3 callersFunctionAssetOrNothing

Asset-or-nothing options */

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

↓ 3 callersFunctionBAWbisection

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

↓ 3 callersFunctionBSAmericanCallApprox

src/models/metaoptions/src/BSAmericanApprox.c:59

↓ 3 callersFunctionBSbisection

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

↓ 3 callersFunctionBinaryBarrier

Binary barrier options */

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

↓ 3 callersFunctionCashOrNothing

Cash-or-nothing options */

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

↓ 3 callersFunctionDoubleBarrier

Double barrier options */

src/models/metaoptions/src/DoubleBarrier.c:38

↓ 3 callersFunctionEquityLinkedFXO

Equity linked foreign exchange option */

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

↓ 3 callersFunctionExchangeExchangeOption

Exchange options on exchange options */

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

↓ 3 callersFunctionExecutive

Executive stock options */

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

↓ 3 callersFunctionExtendibleWriter

Writer extendible options */

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

↓ 3 callersFunctionForEquOptInDomCur

Foreign equity option struck in domestic currency */

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

↓ 3 callersFunctionForwardStartOption

Forward start options */

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

↓ 3 callersFunctionGapOption

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

↓ 3 callersFunctionGarmanKohlhagen

European currency options, page 6 in da book */

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

↓ 3 callersFunctionLookBarrier

Look-barrier options */ * Performance notes: We start of slower than most other functions, only 1900 calls/sec... * calls/sec Action * 1.900 Add

src/models/metaoptions/src/LookBarrier.c:38

↓ 3 callersFunctionMiltersenSchwartz

Miltersen Schwartz (1997) commodity option model * Notes: * kE == Kappa E and kF == kappaF. We needed to shorten the names a bit * o make the form

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

↓ 3 callersFunctionPartialTimeTwoAssetBarrier

Partial-time two asset barrier options */

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

↓ 3 callersFunctionQuanto

Fixed exchange rate foreign equity options-- Quantos */

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

↓ 3 callersFunctionSoftBarrier

Debugging Notes: * - The original code had the expression 1 / 2 * ..., which obviously was broken. I changed * it to 0.5 and then everything worke

src/models/metaoptions/src/SoftBarrier.c:39

↓ 3 callersFunctionSpreadApproximation

Spread option approximation */

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

↓ 3 callersFunctionSuperShare

Supershare options */

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

↓ 3 callersFunctionSwapoption

Black-76 European swap option */

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

↓ 3 callersFunctionTimeSwitchOption

Time switch options (discrete) */

src/models/metaoptions/src/TimeSwitchOption.c:28

↓ 3 callersFunctionTwoAssetBarrier

Two asset barrier options */

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

↓ 3 callersFunctionVasicekBondOption

Vasicek: options on zero coupon bonds, page 151-152.*/

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

↓ 3 callersFunctionVasicekBondPrice

Vasicek: value zero coupon bond */

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

↓ 3 callersFunctionbisection

* NOTE: Til meg selv. * Alt denne funksjonen gj�r er � tiln�rme en volatilitet som * passer for � f� ut en pris. Epsilon brukes for avrunding/presis

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

↓ 3 callersFunctionblack76_call

src/models/metaoptions/src/black76.c:66

↓ 3 callersFunctionblack_scholes_call

src/models/abradford/black_scholes.cpp:33

↓ 3 callersFunctionbond_option_price_put_zero_black_scholes

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

↓ 3 callersFunctionbonds_yield_to_maturity

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

↓ 3 callersFunctioncarry

Carry for the generalized Black and Scholes formula */

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

↓ 3 callersMethodclear

src/models/financialrecipes/src/term_structure_class_interpolated.cc:3

↓ 3 callersFunctiondelta_call

src/models/metaoptions/src/gdelta.c:47

↓ 3 callersFunctionfile_export

src/gtk/gtk_display.cpp:35

↓ 3 callersFunctionfrench

French (1984) adjusted Black and Scholes model for trading day volatility */

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

↓ 3 callersFunctiongeneric_process_button

src/gtk/gtk_cashflow.cpp:288

↓ 3 callersFunctionhT

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

↓ 3 callersFunctioninterest_rate_trees_gbm_build

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

↓ 3 callersFunctionmerton73

Merton (1973) Options on stock indices, page 4. */

src/models/metaoptions/src/merton73.c:26

↓ 3 callersFunctionmv_calculate_variance

src/models/financialrecipes/src/mv_calc_itpp.cc:18

↓ 3 callersFunctionoption_price_european_lookback_put

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

↓ 3 callersFunctionoption_price_european_put_payout

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

↓ 3 callersFunctionoption_put_delta

src/common/greeks.cpp:141

↓ 3 callersFunctionprice_european_call_option_on_bond_using_ho_lee

src/models/financialrecipes/src/term_structure_class_ho_lee_price_bond_option.cc:34

↓ 3 callersFunctionprogramInits

src/common/defaults.cpp:34

↓ 3 callersFunctionprogram_check_pricing_models

src/common/args.cpp:458

↓ 3 callersFunctionrandom_uniform_0_1

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

↓ 3 callersFunctionrho

Rho for the generalized Black and Scholes formula */

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

↓ 3 callersFunctionset_up_combobox_with_array_use_groups

src/gtk/gtk_combobox.cpp:176

↓ 3 callersFunctionshow_label_expirations

src/gtk/gtk_main.cpp:92

↓ 3 callersFunctionsimulate_lognormal_random_variable

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

↓ 3 callersFunctiontext_export

src/gtk/gtk_display.cpp:88

↓ 3 callersFunctiontheta

Theta for the generalized Black and Scholes formula */

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

↓ 3 callersFunctionupdateVolatility

src/gtk/gtk_main.cpp:109

↓ 3 callersFunctionwarrant_price_adjusted_black_scholes

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

↓ 2 callersFunctionBarrierBinomial

European and American barrier options in binomial trees */

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

↓ 2 callersFunctionCRRBinomial

Cox-Ross-Rubinstein binomial tree */

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

↓ 2 callersFunctionComplexChooser

Complex chooser options */

src/models/metaoptions/src/ComplexChooser.c:72

↓ 2 callersFunctionCriticalPart2

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

↓ 2 callersFunctionCriticalPart3

src/models/metaoptions/src/ExchangeExchangeOption.c:49

↓ 2 callersFunctionDoWeHaveOptions

src/curses/curses_misc.cpp:291

↓ 2 callersFunctionGamma

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

↓ 2 callersFunctionGeometricAverageRateOption

Geometric average rate option */

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

↓ 2 callersFunctionN3

src/models/financialrecipes/src/N3.cc:33

↓ 2 callersFunctionNewtonRaphson_put

src/models/metaoptions/src/NewtonRaphson.c:81

↓ 2 callersFunctionOptionsOnTheMaxMin

Options on the maximum or minimum of two risky assets */

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

↓ 2 callersFunctionPayoffFunction

Payoff function used in three dimensional binomial tree */

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

↓ 2 callersFunctionRollGeskeWhaley

American Calls on stocks with known dividends, Roll-Geske-Whaley */

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

↓ 2 callersFunctionSimpleChooser

Simple chooser options */

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

↓ 2 callersFunctionThreeDimensionalBinomial

Three dimensional binomial tree */

src/models/metaoptions/src/ThreeDimensionalBinominal.c:87

↓ 2 callersFunctionTrinomialTree

Trinomial tree */

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

↓ 2 callersFunctionTwoAssetCorrelation

Two asset correlation options */

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

↓ 2 callersFunctionbond_option_price_call_zero_american_rendleman_bartter

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

↓ 2 callersFunctionbond_option_price_call_zero_black_scholes

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

↓ 2 callersFunctionbond_option_price_call_zero_vasicek

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

↓ 2 callersFunctionbond_option_price_put_american_binomial

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

↓ 2 callersFunctionbond_option_price_put_coupon_bond_black_scholes

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

↓ 2 callersFunctionbonds_convexity_discrete

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

↓ 2 callersFunctionbonds_duration_modified_discrete

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

↓ 2 callersFunctioncall_delta

src/models/abradford/delta.cpp:33

↓ 2 callersFunctioncash_flow_irr

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

↓ 2 callersFunctioncash_flow_irr_discrete

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

↓ 2 callersFunctioncheckForSourceCode

src/gtk/gtk_menu.cpp:499

↓ 2 callersFunctioncurrency_option_price_call_american_binomial

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

↓ 2 callersFunctioncurrency_option_price_call_european

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

↓ 2 callersFunctionday_changed

src/common/time.cpp:32

↓ 2 callersFunctiondecimal_date_to_int_year

src/common/time.cpp:558

↓ 2 callersFunctiondisplay_source

display_source() fails on displaying src/models/metaoptions/src/bisection.c source file (under Linux but not Windows) due to some Norwegian in the com

src/gtk/gtk_menu.cpp:408

↓ 2 callersFunctionfutures_option_price_call_american_binomial

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

↓ 2 callersFunctionfutures_option_price_put_european_black

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

↓ 2 callersFunctionfutures_price

src/models/abradford/future.cpp:33

↓ 2 callersFunctionheston_Pj

src/models/financialrecipes/src/heston_price.cc:44

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