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Functions742 in github.com/AnthonyBradford/optionmatrix

⨍ Functions 742◇ Types & classes 123

↓ 2 callersFunctionheston_call_option_price

src/models/financialrecipes/src/heston_price.cc:59

↓ 2 callersFunctioninterest_rate_trees_gbm_value_of_cashflows

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

↓ 2 callersFunctionmv_calculate_mean

src/models/financialrecipes/src/mv_calc_itpp.cc:13

↓ 2 callersFunctionmv_calculate_portfolio_given_mean_unconstrained

src/models/financialrecipes/src/mv_calc_port_unconstrained_itpp.cc:10

↓ 2 callersFunctionmv_calculate_st_dev

src/models/financialrecipes/src/mv_calc_itpp.cc:23

↓ 2 callersFunctionoption_call_rho

src/common/greeks.cpp:581

↓ 2 callersFunctionoption_call_theta

src/common/greeks.cpp:417

↓ 2 callersFunctionoption_gamma

src/common/greeks.cpp:255

↓ 2 callersFunctionoption_price_american_call_approximated_baw

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

↓ 2 callersFunctionoption_price_american_call_one_dividend

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

↓ 2 callersFunctionoption_price_american_perpetual_call

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

↓ 2 callersFunctionoption_price_american_put_approximated_johnson

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

↓ 2 callersFunctionoption_price_asian_geometric_average_price_call

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

↓ 2 callersFunctionoption_price_call_american_discrete_dividends_binomial

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

↓ 2 callersFunctionoption_price_call_american_proportional_dividends_binomial

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

↓ 2 callersFunctionoption_price_call_european_binomial

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

↓ 2 callersFunctionoption_price_call_european_binomial_multi_period_given_ud

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

↓ 2 callersFunctionoption_price_call_european_binomial_single_period

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

↓ 2 callersFunctionoption_price_call_european_simulated

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

↓ 2 callersFunctionoption_price_call_merton_jump_diffusion

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

↓ 2 callersFunctionoption_price_delta_call_black_scholes

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

↓ 2 callersFunctionoption_price_delta_call_european_simulated

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

↓ 2 callersFunctionoption_price_delta_generic_binomial

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

↓ 2 callersFunctionoption_price_delta_put_european_simulated

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

↓ 2 callersFunctionoption_price_european_call_dividends

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

↓ 2 callersFunctionoption_price_implied_volatility_call_black_scholes_bisections

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

↓ 2 callersFunctionoption_price_implied_volatility_call_black_scholes_newton

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

↓ 2 callersFunctionoption_price_put_american_finite_diff_explicit

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

↓ 2 callersFunctionoption_price_put_american_finite_diff_implicit

src/models/financialrecipes/src/findiff_imp_am_put_newmat.cc:17

↓ 2 callersFunctionoption_price_put_american_finite_diff_implicit_itpp

src/models/financialrecipes/src/findiff_imp_am_put_itpp.cc:14

↓ 2 callersFunctionoption_price_put_american_trinomial

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

↓ 2 callersFunctionoption_price_put_bermudan_binomial

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

↓ 2 callersFunctionoption_price_put_european_binomial

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

↓ 2 callersFunctionoption_price_put_european_finite_diff_explicit

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

↓ 2 callersFunctionoption_price_put_european_finite_diff_implicit

src/models/financialrecipes/src/findiff_imp_eur_put_newmat.cc:17

↓ 2 callersFunctionoption_price_put_european_simulated

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

↓ 2 callersFunctionoption_put_rho

src/common/greeks.cpp:663

↓ 2 callersFunctionoption_put_theta

src/common/greeks.cpp:499

↓ 2 callersFunctionoption_vega

src/common/greeks.cpp:335

↓ 2 callersFunctionpayoff_call

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

↓ 2 callersFunctionprocess_arguments

src/common/args.cpp:48

↓ 2 callersFunctionprogram_source

src/common/args.cpp:413

↓ 2 callersFunctionprops

src/curses/curses_prop.cpp:33

↓ 2 callersFunctionprops_defaults_futures

props_defaults_futures() is only used by the curses version of this program...

src/common/defaults.cpp:193

↓ 2 callersFunctionput_delta

src/models/abradford/delta.cpp:67

↓ 2 callersFunctionquit

src/curses/curses_misc.cpp:34

↓ 2 callersFunctionselect_model

src/curses/curses_inputs.cpp:103

↓ 2 callersFunctionset_scale_button

src/gtk/gtk_radio.cpp:396

↓ 2 callersFunctionsimple_help

src/curses/curses_misc.cpp:163

↓ 2 callersFunctionsimulate_lognormally_distributed_sequence

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

↓ 2 callersFunctionterm_structure_discount_factor_cir

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

↓ 2 callersFunctionterm_structure_discount_factor_cubic_spline

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

↓ 2 callersFunctionterm_structure_discount_factor_from_yield

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

↓ 2 callersFunctionterm_structure_forward_rate_from_discount_factors

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

↓ 2 callersFunctionterm_structure_yield_from_discount_factor

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

↓ 2 callersFunctionterm_structure_yield_nelson_siegel

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

↓ 2 callersFunctionterm_structure_yield_svensson

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

↓ 2 callersFunctionunit_normal_poly_approx4

* Calculate the cumulative normal distribution function using * polynomial approximation * See M. Abramowitz and I. Stegun, Handbook of Mathematic

src/common/cumulative_norm.cpp:187

↓ 2 callersFunctionupdateStepping

src/gtk/gtk_main.cpp:374

↓ 2 callersFunctionvalidate_date

* the greatest date this allow to be entered is 99 which is * the year 2099 */

src/common/time.cpp:154

↓ 1 callersFunctionAssetOrNothing_put

src/models/metaoptions/src/AssetOrNothing.c:56

↓ 1 callersFunctionBAWAmericanCallApprox

American call */

src/models/metaoptions/src/BAWAmericanApprox.c:130

↓ 1 callersFunctionBAWAmericanPutApprox

American put */

src/models/metaoptions/src/BAWAmericanApprox.c:170

↓ 1 callersFunctionConvertibleBond

Convertible bonds in binomial trees */

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

↓ 1 callersFunctionCriticalPrice

Numerical search algorithm to find critical price I */

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

↓ 1 callersFunctionCriticalValueChooser

Critical value complex chooser option */

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

↓ 1 callersFunctionCriticalValueOptionsOnOptions

Calculation of critical price options on options */

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

↓ 1 callersFunctionDiscreteAdjustedBarrier

Discrete barrier monitoring adjustment */

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

↓ 1 callersFunctionExecutive_call

src/models/metaoptions/src/Executive.c:36

↓ 1 callersFunctionGetConst

calculate up, down, and probability based on method used*/

src/models/spinsky/binomial.cpp:32

↓ 1 callersFunctionInitPaint

src/gtk/gtk_cashflow.cpp:34

↓ 1 callersFunctionKc

src/models/metaoptions/src/BAWAmericanApprox.c:82

↓ 1 callersFunctionKp

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

↓ 1 callersFunctionNewtonRaphson_call

* TODO(20070506 boa): * This function (and its _put buddy) is broken by design. If cm(aka price) * is outside sane limits, vi (Vol Implied) goes < 0

src/models/metaoptions/src/NewtonRaphson.c:54

↓ 1 callersFunctionPartialTimeBarrier

Partial-time singel asset barrier options */

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

↓ 1 callersFunctionSetToOption

src/curses/curses_misc.cpp:262

↓ 1 callersFunctionTakeoverFXoption

Takeover foreign exchange options */

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

↓ 1 callersFunctionTwoAssetCashOrNothing

Two asset cash-or-nothing options */

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

↓ 1 callersFunctionadjust_to_current_time_forward

src/common/time.cpp:646

↓ 1 callersFunctionalternative_formulas_examples

src/models/financialrecipes/examples/examples_alternative_formulas.cc:40

↓ 1 callersFunctionapproximations_examples

src/models/financialrecipes/examples/examples_approximations.cc:21

↓ 1 callersFunctionaverage_and_lookback_options_examples

src/models/financialrecipes/examples/examples_average_and_lookback_options.cc:75

↓ 1 callersFunctionbachelier_call

Louis Bachelier 1870 – 1946...

src/models/abradford/pre-BSM.cpp:34

↓ 1 callersFunctionbachelier_modified_call

Bachelier call model modified to adjust for time value of money...

src/models/abradford/pre-BSM.cpp:67

↓ 1 callersFunctionbachelier_modified_put

Bachelier put model modified to adjust for time value of money...

src/models/abradford/pre-BSM.cpp:84

↓ 1 callersFunctionbachelier_put

src/models/abradford/pre-BSM.cpp:50

↓ 1 callersFunctionbinomial_approximations_examples

src/models/financialrecipes/examples/examples_binomial_approximations.cc:79

↓ 1 callersFunctionbinomial_examples

src/models/financialrecipes/examples/examples_binomial.cc:17

↓ 1 callersFunctionbinomial_term_structure_models_examples

src/models/financialrecipes/examples/examples_binomial_term_structure_models.cc:18

↓ 1 callersFunctionblack76call

src/models/abradford/black_76.cpp:33

↓ 1 callersFunctionblack76put

src/models/abradford/black_76.cpp:63

↓ 1 callersFunctionblack_scholes_examples

src/models/financialrecipes/examples/examples_black_scholes.cc:35

↓ 1 callersFunctionblack_scholes_extensions_examples

src/models/financialrecipes/examples/examples_black_scholes_extensions.cc:53

↓ 1 callersFunctionblack_scholes_put

src/models/abradford/black_scholes.cpp:70

↓ 1 callersFunctionbond_option_price_call_american_binomial

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

↓ 1 callersFunctionbond_option_price_call_coupon_bond_black_scholes

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

↓ 1 callersFunctionbond_option_price_put_zero_vasicek

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

↓ 1 callersFunctionbond_options_examples

src/models/financialrecipes/examples/examples_bond_options.cc:26

↓ 1 callersFunctionbond_pricing_flat_term_structure_examples

src/models/financialrecipes/examples/examples_bond_flat_term_structure.cc:27

↓ 1 callersFunctionbonddispatch

src/gtk/gtk_bonds.cpp:34

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