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Toolkit Brochure and please contact
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for more information on our new Modeling Toolkit
and how we can assist!
The Modeling
Toolkit (with the Premium Edition) provides the
following analytical software and modeling toolkits:
· MODELING
TOOLKIT SOFTWARE
· RISK
SIMULATOR SOFTWARE
· REAL
OPTIONS SLS SOFTWARE
MODELING TOOLKIT
Real Options Valuation, Inc. is proud to present its
latest innovation, the Modeling Toolkit (PLATINUM Edition).
This toolkit comprises over 800
analytical models, functions and tools, and
about 300 analytical
model Excel/SLS templates and example spreadsheets
covering the areas of risk analysis, simulation,
forecasting, Basel II risk analysis, credit and default
risk, statistical models, and much more! This toolkit is
a set of mathematically sophisticated models written in
C++ and linked into Excel spreadsheets. There are over
1100 models,
functions, with spreadsheet and SLS templates in this
toolkit and the analytical areas covered include:
Analytics
1.
Central Limit Theorem
2.
Central Limit Theorem (Lottery Analysis)
3.
Flaw of Averages
4.
Mathematical Integration
5.
Parametric and Nonparametric Hypothesis Tests Dataset
6.
Projectile Motion
7.
Regression Diagnostics
8.
Ships in the Night
9.
Statistical Analysis
10.
Weighting of Ratios
Banking Models
11.
Audit of Construction Lending
12.
Banker's Construction Budget
13.
Classified Breakeven Loan Inventory
14.
Classified Loan Borrowing Base
15.
Classified Loan Cash Budget and Overdraft Facilities
16.
Federal Reserve Camels Rating System
17.
Firm in Financial Distress
18.
Project Finance Risk Rating Model
19.
Queuing Models
20.
Reconciling Enron’s Cash Flow
21.
Risk Rating Model
22.
Sample Cash Flows
23.
Sensitivity Projections
24.
Stochastic Loan Pricing Model
25.
Valuation and Appraisal
Credit Analysis
26.
Credit Default Swaps and Credit Spread Options
27.
Credit Default Swaps (with Counterparty Defaults and
Correlations)
28.
Credit Premium
29.
Credit Risk and Effects on Prices
30.
External Debt Rating and Spreads
31.
Internal Credit Risk Rating Model
32.
Profit Cost Analysis of New Credit
Debt Analysis
33.
Asset Equity Parity Model
34.
Cox Model on Price and Yield of Risky Debt with Mean
Reverting Rates
35.
Debt Repayment and Amortization
36.
Debt Sensitivity Models
37.
Merton Price of Risky Debt with Stochastic Asset and
Interest
38.
Vasicek Debt Option Valuation
39.
Vasicek Price and Yield of Risky Debt
Decision Analysis
40.
Decision Tree Basics
41.
Decision Tree with EVPI, Minimax and Bayes Theorem
42.
Economic Order Quantity and Inventory Reorder Point
43.
Economic Order Quantity and Optimal Manufacturing
44.
Expected Utility Analysis
45.
Inventory Control
46.
Queuing Models
Exotic Options
47.
American, Bermudan and European Options
48.
Asian Arithmetic
49.
Asian Geometric
50.
Asset or Nothing
51.
Barrier Options
52.
Binary Digital Options
53.
Cash or Nothing
54.
Commodity Options
55.
Complex Chooser
56.
Credit Spread Options
57.
Currency Options
58.
Double Barriers
59.
Exchange Assets
60.
Extreme Spread
61.
Foreign Equity Linked Forex
62.
Foreign Equity Domestic Currency
63.
Foreign Equity Fixed Forex
64.
Foreign Takeover Options
65.
Forward Start
66.
Futures and Forward Options
67.
Gap Options
68.
Graduated Barriers
69.
Index Options
70.
Inverse Gamma Out-of-the-money Options
71.
Jump Diffusion
72.
Leptokurtic and Skewed Options
73.
Lookback Fixed Strike Partial Time
74.
Lookback Fixed Strike
75.
Lookback Floating Strike Partial Time
76.
Lookback Floating Strike
77.
Min and Max of Two Assets
78.
Option Collar
79.
Options on Options
80.
Perpetual Options
81.
Simple Chooser
82.
Spread on Futures
83.
Supershares
84.
Time Switch
85.
Trading Day Corrections
86.
Two Assets Barrier
87.
Two Assets Cash
88.
Two Assets Correlated
89.
Uneven Dividends
90.
Writer Extendible
Forecasting
91.
Brownian Motion Stochastic Process
92.
Data Diagnostics
93.
Econometric, Correlations and Multiple Regression Modeling
94.
Exponential J-Growth Curves
95.
Forecasting Manual Computations
96.
Jump-Diffusion Stochastic Process
97.
Linear Interpolation
98.
Logistic S-Growth Curves
99.
Markov Chains and Market Share
100.Mean-Reverting Stochastic Process
101.Multiple Regression
102.Nonlinear Extrapolation
103.Stochastic Processes and Yield Curves
104.Stock Distribution at Horizon
105.Time-Series Analysis
106.Time-Series ARIMA
Industry Applications
107.Asset Liability Management ALM
108.Biotech – Manufacturing Strategy
109.Biotech – In-licensing and Deal Structuring
110.Biotech – Investment Valuation
111.Electric Utility – Efficient Frontier Generation
112.Electric Utility – Electricity Contract Risk
113.Information Technology – Forecasting Use
114.Information Technology – Decision Analysis
115.Pensions – Closed Group Portfolio Matching
116.Pensions – Accounting Modeling and Optimization
117.Real Estate – Commercial ROI
Optimization
118.Capital Investments (Part A)
119.Capital Investments (Part B)
120.Continuous Portfolio Allocation
121.Discrete Project Selection
122.Inventory Optimization
123.Investment Portfolio Allocation
124.Military Portfolio and Efficient Frontier
125.Optimal Pricing with Elasticity
126.Optimization of a Harvest Model
127.Optimizing Ordinary Least Squares
128.Stochastic Portfolio Allocation
Options Analysis
129.Binary Digital Instruments
130.Inverse Floater Bond Lattice Maker
131.Options Adjusted Spreads on Debt
132.Options on Debt
133.Options Trading Strategies
Probability of Default
134.Empirical (Individuals)
135.External Options Model (Public Company)
136.Merton Internal Model (Private Company)
137.Merton Market Options Model (Industry Comparable)
138.Yields and Spreads (Market Comparable)
Project Management
139.Cost Estimation Model
140.Critical Path Analysis (CPM PERT GANTT)
141.Project Timing
Real Options SLS
142.
Employee Stock Options - Simple American Call
143.
Employee Stock Options - Simple Bermudan Call with
Vesting
144.
Employee Stock Options - Simple European Call
145.
Employee Stock Options - Suboptimal Exercise
146.
Employee Stock Options - Vesting and Suboptimal
Exercise
147.
Employee Stock Options - Vesting, Blackout, Suboptimal,
Forfeiture
148.
Exotic Options - American Call Option with
Dividends
149.
Exotic Options - Accruals on Basket of Assets
150.
Exotic Options - American Call Option on Foreign
Exchange
151.
Exotic Options - American Call Option on Index
Futures
152.
Exotic Options - Barrier Option - Down and In Lower
Barrier
153.
Exotic Options - Barrier Option - Down and Out Lower
Barrier
154.
Exotic Options - Barrier Option - Up and In Upper Barrier
Call
155.
Exotic Options - Barrier Option - Up and In, Down and In
Double Barrier Call
156.
Exotic Options - Barrier Option - Up and Out Upper Barrier
Call
157.
Exotic Options - Barrier Option - Up and Out, Down and Out
Double Barrier Call
158.
Exotic Options - Basic American, European, versus Bermudan
Call Options
159.
Exotic Options - Chooser Option
160.
Exotic Options - Equity Linked Notes
161.
Exotic Options - European Call Option with
Dividends
162.
Exotic Options - Range Accruals
163.
Options Analysis - Plain Vanilla Call Option I
164.
Options Analysis - Plain Vanilla Call Option II
165.
Options Analysis - Plain Vanilla Call Option III
166.
Options Analysis - Plain Vanilla Call Option IV
167.
Options Analysis - Plain Vanilla Put Option
168.
Real Options - Abandonment American Option
169.
Real Options - Abandonment Bermudan Option
170.
Real Options - Abandonment Customized Option
171.
Real Options - Abandonment European Option
172.
Real Options - Contraction American and European
Option
173.
Real Options - Contraction Bermudan Option
174.
Real Options - Contraction Customized Option
175.
Real Options - Dual-Asset Rainbow Option Pentanomial
Lattice
176.
Real Options – Excel-based Options Models
177.
Real Options - Exotic Complex Floating American
Chooser
178.
Real Options - Exotic Complex Floating European
Chooser
179.
Real Options - Expand Contract Abandon American and European
Option
180.
Real Options - Expand Contract Abandon Bermudan
Option
181.
Real Options - Expand Contract Abandon Customized Option
I
182.
Real Options - Expand Contract Abandon Customized Option
II
183.
Real Options - Expansion American and European
Option
184.
Real Options - Expansion Bermudan Option
185.
Real Options - Expansion Customized Option
186.
Real Options - Jump Diffusion Calls and Puts using
Quadranomial Lattices
187.
Real Options - Mean Reverting Calls and Puts using Trinomial
Lattices
188.
Real Options - Multiple Asset Competing Options (3D
Binomial)
189.
Real Options - Multiple Phased Complex Sequential Compound
Option
190.
Real Options - Multiple Phased Sequential Compound
Option
191.
Real Options - Multiple Phased Simultaneous Compound
Option
192.
Real Options - Simple Calls and Puts using Trinomial
Lattices
193.
Real Options - Simple Two Phased Sequential Compound
Option
194.
Real Options - Simple Two Phased Simultaneous Compound
Option
195.
Real Options - Strategic Cases - High-Tech Manufacturing
Strategy A
196.
Real Options - Strategic Cases - High-Tech Manufacturing
Strategy B
197.
Real Options - Strategic Cases - High-Tech Manufacturing
Strategy C
198.
Real Options - Strategic Cases - Oil and Gas - Strategy
A
199.
Real Options - Strategic Cases - Oil and Gas - Strategy
B
200.
Real Options - Strategic Cases - R&D Stage-Gate Process
A
201.
Real Options - Strategic Cases - R&D Stage-Gate Process
B
202.
Real Options - Strategic Cases - Switching Option's Strategy
A
203.
Real Options - Strategic Cases - Switching Option's Strategy
B
204.
Trinomial Lattices - American Call Option
205.
Trinomial Lattices - American Put Option
206.
Trinomial Lattices - European Call Option
207.
Trinomial Lattices - European Put Option
208.
Trinomial Lattices - Mean Reverting American Call Option
209.
Trinomial Lattices - Mean Reverting American Put Option
210.
Trinomial Lattices - Mean Reverting European Call Option
211.
Trinomial Lattices - Mean Reverting European Put Option
212.
Trinomial Lattices - Mean Reverting American Abandonment
Option
213.
Trinomial Lattices - Mean Reverting American Contraction
Option
214.
Trinomial Lattices - Mean Reverting American Expansion
Option
215.
Trinomial Lattices - Mean Reverting American Abandonment,
Contraction, Expansion
216.
Trinomial Lattices - Mean Reverting Bermudan Abandonment,
Contraction, Expansion
217.
Trinomial Lattices - Mean Reverting Customized Abandonment,
Contraction, Expansion
218.
Trinomial Lattices - Mean Reverting European Abandonment,
Contraction, Expansion
219.
Quadranomial Lattices - Jump Diffusion American Call Option
220.
Quadranomial Lattices - Jump Diffusion American Put Option
221.
Quadranomial Lattices - Jump Diffusion European Call Option
222.
Quadranomial Lattices - Jump Diffusion European Put Option
223.
Pentanomial Lattices - American Rainbow Call Option
224.
Pentanomial Lattices - American Rainbow Put Option
225.
Pentanomial Lattices - Dual Reverse Strike American Call (3D
Binomial)
226.
Pentanomial Lattices - Dual Reverse Strike American Put (3D
Binomial)
227.
Pentanomial Lattices - Dual Strike American Call (3D
Binomial)
228.
Pentanomial Lattices - Dual Strike American Put (3D
Binomial)
229.
Pentanomial Lattices - European Rainbow Call Option
230.
Pentanomial Lattices - European Rainbow Put Option
231.
Pentanomial Lattices - Exchange of Two Assets American Put
(3D Binomial)
232.
Pentanomial Lattices - Maximum of Two Assets American Call
(3D Binomial)
233.
Pentanomial Lattices - Maximum of Two Assets American Put
(3D Binomial)
234.
Pentanomial Lattices - Minimum of Two Assets American Call
(3D Binomial)
235.
Pentanomial Lattices - Minimum of Two Assets American Put
(3D Binomial)
236.
Pentanomial Lattices - Portfolio American Call (3D Binomial)
237.
Pentanomial Lattices - Portfolio American Put (3D Binomial)
238.
Pentanomial Lattices - Spread of Two Assets American Call
(3D Binomial)
239.
Pentanomial Lattices - Spread of Two Assets American Put (3D
Binomial)
Risk Analysis
240.Integrated Risk Analysis
241.Interest Rate Risk
242.Portfolio Risk and Return Profile
Risk Hedging
243.Delta Gamma Hedge
244.Delta Hedge
245.Effects of Fixed versus Floating Rates
246.Foreign Exchange Cash Flow Model
247.Foreign Exchange Exposure Hedging
Sensitivity
248.Greeks
249.Tornado and Sensitivity Charts Linear
250.Tornado and Sensitivity Nonlinear
Simulation
251.Basic Simulation Model
252.Best Surgical Team
253.Correlated Simulation
254.Correlation Effects Model
255.Data Fitting
256.DCF, ROI and Volatility
257.Debt Repayment and Amortization
258.Demand Curve and Elasticity Estimation
259.Infectious Diseases
260.Recruitment Budget (Negative Binomial and
Multidimensional Simulation)
261.Retirement Funding with VBA Macros
262.Roulette Wheel
263.Time Value of Money
Six Sigma
264.Confidence Intervals with Hypothesis Testing
265.Control Charts (c, n, p, u, X, XmR, R)
266.Delta Precision
267.Design of Experiments and Combinatorics
268.Hypothesis Testing and Bootstrap Simulation
269.Sample Size Correlation
270.Sample Size DPU
271.Sample Size Mean
272.Sample Size Proportion
273.Sample Size Sigma
274.Statistical Analysis (CDF, PDF, ICDF) with Hypothesis
Testing
275.Statistical Capability Measures
276.Unit Capability Measures
Valuation
277.APT, BETA and CAPM
278.Buy versus Lease
279.Caps and Floors
280.Convertible Bonds
281.Financial Ratios Analysis
282.Financial Statements Analysis
283.Valuation Model
284.Valuation - Warrant - Combined Value
285.Valuation - Warrant - Put Only
286.Valuation - Warrant - Warrant Only
Value at Risk
287.Optimized and Simulated Portfolio VaR
288.Options Delta Portfolio
289.Portfolio Operational and Capital Adequacy
290.Right Tail Capital Requirements
291.Static Covariance Method
Volatility
292.EWMA Volatility Models
293.GARCH Volatility Models
294.Implied Volatility
295.Log Asset Returns Approach
296.Log Cash Flow Returns Approach Probability to Volatility
Yield Curve
297.CIR Model
298.Curve Interpolation BIM
299.Curve Interpolation NS
300.Forward Rates from Spot Rates
301.Spline Interpolation and Extrapolation.xls
302.Term Structure of Volatility
303.US Treasury Risk Free Rate
304.Vasicek Model
Below is a
comprehensive list of the functions in Modeling Toolkit that
can be accessed either through the analytical DLL libraries
or in Excel. Please keep checking back at the website for a
more updated list. The software is continually evolving and
newer applications and models are constantly added. Finally,
the applicable Risk Simulator tools applicable when using
the Modeling Toolkit are also listed at the end.
1.
B2AEPMarketValueAsset
Market Value
of Asset using the Asset-Equity Parity Model.
2.
B2AEPMarketValueDebt
Market Value
of Debt using the Asset-Equity Parity Model.
3.
B2AEPRequiredReturnDebt
Required
Return on Risky Debt using the Asset-Equity Parity Model.
4.
B2AltDistributionCallOption
Computes the
European call option for an underlying asset returns
distribution with skew and kurtosis, and is not perfectly
normal. May return an error for unsolvable inputs.
5.
B2AltDistributionPutOption
Computes the
European put option for an underlying asset returns
distribution with skew and kurtosis, and is not perfectly
normal. May return an error for unsolvable inputs.
6.
B2AnnuityRate
Returns the
percentage equivalent of the required periodic payment on an
annuity (e.g., mortgage payments, loan repayment). Returns
the percentage of the total principal at initiation.
7.
B2AsianCallwithArithmeticAverageRate
An average
rate option is a cash-settled option whose payoff is based
on the difference between the arithmetic average value of
the underlying during the life of the option and a fixed
strike.
8.
B2AsianCallwithGeometricAverageRate
An average
rate option is a cash-settled option whose payoff is based
on the difference between the geometric average value of the
underlying during the life of the option and a fixed strike.
9.
B2AsianPutwithArithmeticAverageRate
An average
rate option is a cash-settled option whose payoff is based
on the difference between a fixed strike and the arithmetic
average value of the underlying during the life of the
option.
10.
B2AsianPutwithGeometricAverageRate
An average
rate option is a cash-settled option whose payoff is based
on the difference between a fixed strike and the geometric
average value of the underlying during the life of the
option.
11.
B2AssetExchangeAmericanOption
Option
holder has the right up to and including expiration to swap
out Asset 2 and receive Asset 1, with predetermined
quantities.
12.
B2AssetExchangeEuropeanOption
Option
holder has the right at expiration to swap out Asset 2 and
receive Asset 1, with predetermined quantities.
13.
B2AssetOrNothingCall
At
expiration, if in the money, the option holder receives the
stock or asset. For a call option, as long as the stock or
asset price exceeds the strike at expiration, the stock is
received.
14.
B2AssetOrNothingPut
At
expiration, if in the money, the option holder receives the
stock or asset. For a put option, stock is received only if
the stock or asset value falls below the strike price.
15.
B2BarrierDoubleUpInDownInCall
Valuable or
knocked in the money only if either barrier (upper or lower)
is breached (i.e., asset value is above the upper or below
the lower barriers), and the payout is in the form of a call
option on the underlying asset.
16.
B2BarrierDoubleUpInDownInPut
Valuable or
knocked in the money only if either barrier (upper or lower)
is breached (i.e., asset value is above the upper or below
the lower barriers), and the payout is in the form of a put
option on the underlying asset.
17.
B2BarrierDoubleUpOutDownOutCall
Valuable or
stays in the money only if either barrier (upper or lower
barrier) is not breached, and the payout is in the form of a
call option on the underlying asset.
18.
B2BarrierDoubleUpOutDownOutPut
Valuable or
stays in the money only if either barrier (upper or lower
barrier) is not breached, and the payout is in the form of a
put option on the underlying asset.
19.
B2BarrierDownandInCall
Becomes
valuable or knocked in the money if the lower barrier is
breached, and the payout is the call option on the
underlying asset. Sometimes cash is paid at maturity,
assuming that the option has not been knocked in.
20.
B2BarrierDownandInPut
Becomes
valuable or knocked in the money if the lower barrier is
breached, and the payout is the put option on the underlying
asset. Sometimes cash is paid at maturity, assuming that the
option has not been knocked in.
21.
B2BarrierDownandOutCall
Valuable or
in the money only if the lower barrier is not breached, and
the payout is the call option on the underlying asset.
Sometimes cash is paid at maturity, assuming that the option
has not been knocked out.
22.
B2BarrierDownandOutPut
Valuable or
in the money only if the lower barrier is not breached, and
the payout is the put option on the underlying asset.
Sometimes cash is paid at maturity, assuming that the option
has not been knocked out.
23.
B2BarrierUpandInCall
Becomes
valuable or knocked in the money if the upper barrier is
breached, and the payout is the call option on the
underlying asset. Sometimes cash is paid at maturity,
assuming that the option has not been knocked in.
24.
B2BarrierUpandInPut
Becomes
valuable or knocked in the money if the upper barrier is
breached, and the payout is the put option on the underlying
asset. Sometimes cash is paid at maturity, assuming that the
option has not been knocked in.
25.
B2BarrierUpandOutCall
Valuable or
in the money only if the upper barrier is not breached, and
the payout is the call option on the underlying asset.
Sometimes cash is paid at maturity, assuming that the option
has not been knocked out.
26.
B2BarrierUpandOutPut
Valuable or
in the money only if the upper barrier is not breached, and
the payout is the put option on the underlying asset.
Sometimes cash is paid at maturity, assuming that the option
has not been knocked out.
27.
B2BDTAmericanCallonDebtLattice
Computes the
American call option on interest-based instruments and debt
or bonds, and creates the entire pricing lattice.
28.
B2BDTAmericanCallonDebtValue
Computes the
American call option value on interest-based instruments and
debt or bonds, and returns only one value instead of the
entire lattice.
29.
B2BDTAmericanPutonDebtLattice
Computes the
American put option on interest-based instruments and debt
or bonds, and creates the entire pricing lattice.
30.
B2BDTAmericanPutonDebtValue
Computes the
American put option value on interest-based instruments and
debt or bonds, and returns only one value instead of the
entire lattice.
31.
B2BDTCallableDebtPriceLattice
Computes the
revised price lattice of a callable debt such that the
options adjusted spread can be imputed. Allows for changing
interest and interest volatilities over time.
32.
B2BDTCallableDebtPriceValue
Computes the
present value of a coupon bond/debt that is callable, to see
the differences in value from a noncallable debt. The
lattice can be computed using the function call:
B2BDTCallableDebtPriceLattice.
33.
B2BDTCallableSpreadValue
Computes the
option adjusted spread (i.e., the additional premium that
should be charged on the callable option provision).
34.
B2BDTEuropeanCallonDebtLattice
Computes the
European call option on interest-based instruments and debt
or bonds, and creates the entire pricing lattice.
35.
B2BDTEuropeanCallonDebtValue
Computes the
European call option value on interest-based instruments and
debt or bonds, and returns only one value instead of the
entire lattice.
36.
B2BDTEuropeanPutonDebtLattice
Computes the
European put option on interest-based instruments and debt
or bonds, and creates the entire pricing lattice.
37.
B2BDTEuropeanPutonDebtValue
Computes the
European put option value on interest-based instruments and
debt or bonds, and returns only one value instead of the
entire lattice.
38.
B2BDTFloatingCouponPriceLattice
Value of the
floater bond’s lattice (coupon rate is floating and can be
directly or inversely related to interest rates; e.g., rates
drop, coupon increases, the bond appreciates in price, and
the yield increases).
39.
B2BDTFloatingCouponPriceValue
Value of the
floater bond (coupon rate is floating and can be directly or
inversely related to interest rates; e.g., rates drop,
coupon increases, the bond appreciates in price, and the
yield increases).
40.
B2BDTNoncallableDebtPriceLattice
Computes the
pricing lattice of a coupon bond/debt that is not callable,
to see the differences in value from a callable debt.
41.
B2BDTNoncallableDebtPriceValue
Computes the
present value of a coupon bond/debt that is not callable, to
see the differences in value from a callable debt.
42.
B2BDTInterestRateLattice
Computes the
short rate interest lattice based on a term structure of
interest rates and changing interest volatilities, as a
means to compute option values.
43.
B2BDTNonCallableSpreadValue
Computes the
straight spread on a bond that is noncallable in order to
compare it with the option provision of an option adjusted
spread model.
44.
B2BDTZeroPriceLattice
Computes the
straight price lattice of zero bonds based on a term
structure of interest rates and changing interest
volatilities, as a means to compute interest-based option
values.
45.
B2BDTZeroPriceLattice2
Computes the
straight price lattice of zero bonds based on a term
structure of interest rates and changing interest
volatilities, as a means to compute interest-based option
values. Returns the same results as the
B2BDTZeroPriceLattice function but requires interest rates
and interest volatilities as inputs, rather than the entire
interest rate lattice.
46.
B2BDTZeroPriceValue
Computes the
straight price of zero bonds at time zero, based on a term
structure of interest rates and changing interest
volatilities, as a means to compute interest-based option
values.
47.
B2BinaryDownAndInAssetAtExpirationOrNothing
Binary
digital instrument receiving the asset at expiration, only
if a corresponding asset hits a lower barrier or receives
nothing otherwise. DT is monitoring steps: 1/12 monthly,
1/52 weekly, 1/250 daily, 0 continuously.
48.
B2BinaryDownAndInAssetAtExpirationOrNothingCall
Binary
digital call option receiving the asset at expiration if the
asset hits a lower barrier or receives nothing otherwise. DT
is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily,
0 continuously.
49.
B2BinaryDownAndInAssetAtExpirationOrNothingPut
Binary
digital put option receiving the asset at expiration if the
asset hits a lower barrier or receives nothing otherwise. DT
is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily,
0 continuously.
50.
B2BinaryDownAndInAssetAtHitOrNothing
Binary
digital instrument receiving the asset when it hits a lower
barrier or receives nothing otherwise. DT is monitoring
steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0
continuously.
51.
B2BinaryDownAndInCashAtExpirationOrNothing
Binary
digital instrument receiving a cash amount at expiration,
only if a corresponding asset hits a lower barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
52.
B2BinaryDownAndInCashAtExpirationOrNothingCall
Binary
digital call option receiving the cash at expiration if the
asset hits a lower barrier or receives nothing otherwise. DT
is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily,
0 continuously.
53.
B2BinaryDownAndInCashAtExpirationOrNothingPut
Binary
digital put option receiving the cash at expiration if the
asset hits a lower barrier or receives nothing otherwise. DT
is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily,
0 continuously.
54.
B2BinaryDownAndInCashAtHitOrNothing
Binary
digital instrument receiving a cash amount when a
corresponding asset hits a lower barrier or receives nothing
otherwise. DT is monitoring steps: 1/12 monthly, 1/52
weekly, 1/250 daily, 0 continuously.
55.
B2BinaryDownAndOutAssetAtExpirationOrNothing
Binary
digital instrument receiving the asset at expiration, only
if a corresponding asset does not hit a lower barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
56.
B2BinaryDownAndOutAssetAtExpirationOrNothingCall
Binary
digital call options receiving the asset at expiration, only
if a corresponding asset does not hit a lower barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
57.
B2BinaryDownAndOutAssetAtExpirationOrNothingPut
Binary
digital put options receiving the asset at expiration, only
if a corresponding asset does not hit a lower barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
58.
B2BinaryDownAndOutCashAtExpirationOrNothing
Binary
digital instrument receiving a cash amount at expiration,
only if a corresponding asset does not hit a lower barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
59.
B2BinaryDownAndOutCashAtExpirationOrNothingCall
Binary
digital call option receiving a cash amount at expiration,
only if a corresponding asset does not hit a lower barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
60.
B2BinaryDownAndOutCashAtExpirationOrNothingPut
Binary
digital put option receiving a cash amount at expiration,
only if a corresponding asset does not hit a lower barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
61.
B2BinaryUpAndInAssetAtExpirationOrNothing
Binary
digital instrument receiving the asset at expiration, only
if a corresponding asset hits an upper barrier or receives
nothing otherwise. DT is monitoring steps: 1/12 monthly,
1/52 weekly, 1/250 daily, 0 continuously.
62.
B2BinaryUpAndInAssetAtExpirationOrNothingCall
Binary
digital call option receiving the asset at expiration if the
asset hits an upper barrier or receives nothing otherwise.
DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250
daily, 0 continuously.
63.
B2BinaryUpAndInAssetAtExpirationOrNothingPut
Binary
digital put option receiving the asset at expiration if the
asset hits an upper barrier or receives nothing otherwise.
DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250
daily, 0 continuously.
64.
B2BinaryUpAndInAssetAtHitOrNothing
Binary
digital instrument receiving the asset when it hits an upper
barrier or receives nothing otherwise. DT is monitoring
steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0
continuously.
65.
B2BinaryUpAndInCashAtExpirationOrNothing
Binary
digital instrument receiving a cash amount at expiration,
only if a corresponding asset hits an upper barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
66.
B2BinaryUpAndInCashAtExpirationOrNothingCall
Binary
digital call option receiving the cash at expiration if the
asset hits an upper barrier or receives nothing otherwise.
DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250
daily, 0 continuously.
67.
B2BinaryUpAndInCashAtExpirationOrNothingPut
Binary
digital put option receiving the cash at expiration if the
asset hits an upper barrier or receives nothing otherwise.
DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250
daily, 0 continuously.
68.
B2BinaryUpAndInCashAtHitOrNothing
Binary
digital instrument receiving a cash amount when a
corresponding asset hits an upper barrier or receives
nothing otherwise. DT is monitoring steps: 1/12 monthly,
1/52 weekly, 1/250 daily, 0 continuously.
69.
B2BinaryUpAndOutAssetAtExpirationOrNothing
Binary
digital instrument receiving the asset at expiration, only
if a corresponding asset does not hit an upper barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
70.
B2BinaryUpAndOutAssetAtExpirationOrNothingCall
Binary
digital call options receiving the asset at expiration, only
if a corresponding asset does not hit an upper barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
71.
B2BinaryUpAndOutAssetAtExpirationOrNothingPut
Binary
digital put options receiving the asset at expiration, only
if a corresponding asset does not hit an upper barrier or
receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
72.
B2BinaryUpAndOutCashAtExpirationOrNothing
Binary
digital instrument receiving a cash amount at expiration,
only if a corresponding asset does not hit an upper barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
73.
B2BinaryUpAndOutCashAtExpirationOrNothingCall
Binary
digital call option receiving a cash amount at expiration,
only if a corresponding asset does not hit an upper barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
74.
B2BinaryUpAndOutCashAtExpirationOrNothingPut
Binary
digital put option receiving a cash amount at expiration,
only if a corresponding asset does not hit an upper barrier
or receives nothing otherwise. DT is monitoring steps: 1/12
monthly, 1/52 weekly, 1/250 daily, 0 continuously.
75.
B2Binomial3DAmericanDualStrikeCallOption
Returns the
American option with the payoff [Max(Q2S2
– X2, Q1S1 – X1)]
and valued using a 3D binomial lattice model.
76.
B2Binomial3DAmericanDualStrikePutOption
Returns the
American option with the payoff [Max(X2 – Q2S2,
X1 – Q1S1)] and valued
using a 3D binomial lattice model.
77.
B2Binomial3DEuropeanDualStrikeCallOption
Returns the
European option with the payoff [Max(Q2S2
– X2, Q1S1 – X1)]
and valued using a 3D binomial lattice model.
78.
B2Binomial3DEuropeanDualStrikePutOption
Returns the
European option with the payoff [Max(X2 – Q2S2,
X1 – Q1S1)] and valued
using a 3D binomial lattice model.
79.
B2Binomial3DAmericanExchangeOption
Returns the
American and European call and put option (same values exist
for all types) with the payoff (Q2S2 –
Q1S1) and valued using a 3D binomial
lattice model.
80.
B2Binomial3DAmericanMaximumTwoAssetsCallOption
Returns the
American option with the payoff [Max(Q2S2,
Q1S1) – X] and valued using a 3D
binomial lattice model.
81.
B2Binomial3DAmericanMaximumTwoAssetsPutOption
Returns the
American option with the payoff [X – Max(Q2S2,
Q1S1)] and valued using a 3D binomial
lattice model.
82.
B2Binomial3DEuropeanMaximumTwoAssetsCallOption
Returns the
European option with the payoff [Max(Q2S2,
Q1S1) – X] and valued using a 3D
binomial lattice model.
83.
B2Binomial3DEuropeanMaximumTwoAssetsPutOption
Returns the
European option with the payoff [X – Max(Q2S2,
Q1S1)] and valued using a 3D binomial
lattice model.
84.
B2Binomial3DAmericanMinimumTwoAssetsCallOption
Returns the
American option with the payoff [Min(Q2S2,
Q1S1) – X] and valued using a 3D
binomial lattice model.
85.
B2Binomial3DAmericanMinimumTwoAssetsPutOption
Returns the
American option with the payoff [X – Min(Q2S2,
Q1S1)] and valued using a 3D binomial
lattice model.
86.
B2Binomial3DEuropeanMinimumTwoAssetsCallOption
Returns the
European option with the payoff [Min(Q2S2,
Q1S1) – X] and valued using a 3D
binomial lattice model.
87.
B2Binomial3DEuropeanMinimumTwoAssetsPutOption
Returns the
European option with the payoff [X – Min(Q2S2,
Q1S1)] and valued using a 3D binomial
lattice model.
88.
B2Binomial3DAmericanPortfolioCallOption
Returns the
American option with the payoff (Q2S2
+ Q1S1 – X) and valued using a 3D
binomial lattice model.
89.
B2Binomial3DAmericanPortfolioPutOption
Returns the
American option with the payoff (X – Q2S2
+ Q1S1) and valued using a 3D binomial
lattice model.
90.
B2Binomial3DEuropeanPortfolioCallOption
Returns the
European option with the payoff (Q2S2
+ Q1S1 – X) and valued using a 3D
binomial lattice model.
91.
B2Binomial3DEuropeanPortfolioPutOption
Returns the
European option with the payoff (X – Q2S2
+ Q1S1) and valued using a 3D binomial
lattice model.
92.
B2Binomial3DAmericanReverseDualStrikeCallOption
Returns the
American option with the payoff [Max(X2 – Q2S2,
Q1S1 – X1)] and valued using a 3D
binomial lattice model.
93.
B2Binomial3DAmericanReverseDualStrikePutOption
Returns the
American option with the payoff [Max(Q2S2
– X2, X1 – Q1S1)]
and valued using a 3D binomial lattice model.
94.
B2Binomial3DEuropeanReverseDualStrikeCallOption
Returns the
European option with the payoff [Max(X2 – Q2S2,
Q1S1 – X1)] and valued
using a 3D binomial lattice model.
95.
B2Binomial3DEuropeanReverseDualStrikePutOption
Returns the
American option with the payoff [Max(Q2S2
– X2, X1 – Q1S1)]
and valued using a 3D binomial lattice model.
96.
B2Binomial3DAmericanSpreadCallOption
Returns the
American option with the payoff (Q1S1
– Q2S2 – X) and valued using a 3D
binomial lattice model.
97.
B2Binomial3DAmericanSpreadPutOption
Returns the
American option with the payoff (X + Q2S2
– Q1S1) and valued using a 3D binomial
lattice model.
98.
B2Binomial3DEuropeanSpreadCallOption
Returns the
European option with the payoff (Q1S1
– Q2S2 – X) and valued using a 3D
binomial lattice model.
99.
B2Binomial3DEuropeanSpreadPutOption
Returns the
European option with the payoff (X + Q2S2
– Q1S1) and valued using a 3D binomial
lattice model.
100.
B2BinomialAdjustedBarrierSteps
Computes the
correct binomial lattice steps to use for convergence and
barrier matching when running a barrier option.
101.
B2BinomialAmericanCall
Returns the
American call option with a continuous dividend yield using
a binomial lattice, where the option can be exercised at any
time up to and including maturity.
102.
B2BinomialAmericanPut
Returns the
American put option with a continuous dividend yield using a
binomial lattice, where the option can be exercised at any
time up to and including maturity.
103.
B2BinomialBermudanCall
Returns the
American call option with a continuous dividend yield using
a binomial lattice, where the option can be exercised at any
time up to and including maturity except during the vesting
period.
104.
B2BinomialBermudanPut
Returns the
American put option with a continuous dividend yield using a
binomial lattice, where the option can be exercised at any
time up to and including maturity except during the vesting
period.
105.
B2BinomialEuropeanCall
Returns the
European call option with a continuous dividend yield using
a binomial lattice, where the option can be exercised only
at maturity.
106.
B2BinomialEuropeanPut
Returns the
European put option with a continuous dividend yield using a
binomial lattice, where the option can be exercised only at
maturity.
107.
B2BlackCallOptionModel
Returns the
Black model (modified Black-Scholes-Merton) for forward
contracts and interest-based call options.
108.
B2BlackPutOptionModel
Returns the
Black model (modified Black-Scholes-Merton) for forward
contracts and interest-based put options.
109.
B2BlackFuturesCallOption
Computes the
value of a commodities futures call option given the value
of the futures contract.
110.
B2BlackFuturesPutOption
Computes the
value of a commodities futures put option given the value of
the futures contract.
111.
B2BlackScholesCall
European
call option using the Black-Scholes-Merton model.
112.
B2BlackScholesProbabilityAbove
Computes the
expected probability the stock price will rise above the
strike price under a Black-Scholes paradigm.
113.
B2BlackScholesPut
European put
option using the Black-Scholes-Merton model.
114.
B2BondCIRBondDiscountFactor
Returns the
discount factor on a bond or risky debt using the
Cox-Ingersoll-Ross model, accounting for mean-reverting
interest rates.
115.
B2BondCIRBondPrice
Cox-Ross
model on Zero Coupon Bond Pricing assuming no arbitrage and
mean-reverting interest rates.
116.
B2BondCIRBondYield
Cox-Ross
model on Zero Coupon Bond Yield assuming no arbitrage and
mean-reverting interest rates.
117.
B2BondConvexityContinuous
Returns the
debt’s Convexity or second order sensitivity using a series
of cash flows and current interest rate, with continuous
discounting.
118.
B2BondConvexityDiscrete
Returns the
debt’s Convexity or second order sensitivity using a series
of cash flows and current interest rate, with discrete
discounting.
119.
B2BondConvexityYTMContinuous
Returns the
debt’s Convexity or second order sensitivity using an
internal Yield to Maturity of the cash flows, with
continuous discounting.
120.
B2BondConvexityYTMDiscrete
Returns the
debt’s Convexity or second order sensitivity using an
internal Yield to Maturity of the cash flows, with discrete
discounting.
121.
B2BondDurationContinuous
Returns the
debt’s first order sensitivity Duration measure using
continuous discounting.
122.
B2BondDurationDiscrete
Returns the
debt’s first order sensitivity Duration measure using
discrete discounting.
123.
B2BondHullWhiteBondCallOption
Values a
European call option on a bond where the interest rates are
stochastic and mean-reverting. Make sure Bond Maturity >
Option Maturity.
124.
B2BondHullWhiteBondPutOption
Values a
European put option on a bond where the interest rates are
stochastic and mean-reverting. Make sure Bond Maturity >
Option Maturity.
125.
B2BondMacaulayDuration
Returns the
debt’s first order sensitivity Macaulay Duration measure.
126.
B2BondMertonBondPrice
Bond price
using Merton Stochastic Interest and Stochastic Asset Model.
127.
B2BondModifiedDuration
Returns the
debt’s first order sensitivity Modified Duration measure.
128.
B2BondPriceContinuous
Returns the
bond price of a cash flow series given the time and discount
rate, using continuous discounting.
129.
B2BondPriceDiscrete
Returns the
bond price of a cash flow series given the time and discount
rate, using discrete discounting.
130.
B2BondVasicekBondCallOption
Values a
European call option on a bond where the interest rates are
stochastic and mean-reverting to a long-term rate. Make sure
Bond Maturity > Option Maturity.
131.
B2BondVasicekBondPrice
Vasicek Zero
Coupon Price assuming no arbitrage and mean-reverting
interest rates.
132.
B2BondVasicekBondPutOption
Values a
European put option on a bond where the interest rates are
stochastic and mean-reverting to a long-term rate. Make sure
Bond Maturity > Option Maturity.
133.
B2BondVasicekBondYield
Vasicek Zero
Coupon Yield assuming no arbitrage and mean-reverting
interest rates.
134.
B2BondYTMContinuous
Returns
bond’s Yield to Maturity assuming continuous discounting.
135.
B2BondYTMDiscrete
Returns
bond’s Yield to Maturity assuming discrete discounting.
136.
B2CallDelta
Returns the
option valuation sensitivity Delta (a call option value’s
sensitivity to changes in the asset value).
137.
B2CallGamma
Returns the
option valuation sensitivity Gamma (a call option value’s
sensitivity to changes in the Delta value).
138.
B2CallOptionOnTheMax
The maximum
values at expiration of both assets are used in option
exercise, where the call option payoff at expiration is the
maximum price between Asset 1 and Asset 2 against the strike
price.
139.
B2CallOptionOnTheMin
The minimum
values at expiration of both assets are used in option
exercise, where the call option payoff at expiration is the
minimum price between Asset 1 and Asset 2 against the strike
price.
140.
B2CallRho
Returns the
option valuation sensitivity Rho (a call option value’s
sensitivity to changes in the interest rate).
141.
B2CallTheta
Returns the
option valuation sensitivity Theta (a call option value’s
sensitivity to changes in the maturity).
142.
B2CallVega
Returns the
option valuation sensitivity Vega (a call option value’s
sensitivity to changes in the volatility).
143.
B2CashOrNothingCall
At
expiration, if the option is in the money, the option holder
receives a predetermined cash payment. For a call option, as
long as the stock or asset price exceeds the strike at
expiration, cash is received.
144.
B2CashOrNothingPut
At
expiration, if the option is in the money, the option holder
receives a predetermined cash payment. For a put option,
cash is received only if the stock or asset value falls
below the strike price.
145.
B2ChooserBasicOption
Holder
chooses whether the option is a call or a put by the chooser
time, with the same strike price and maturity. Typically
cheaper than buying a call and a put together while
providing the same level of hedge.
146.
B2ChooserComplexOption
Holder gets
to choose whether the option is a call or a put within the
Chooser Time, with different strike prices and maturities.
Typically cheaper than buying a call and a put, while
providing the same level of hedge.
147.
B2ClosedFormAmericanCall
Returns the
American option approximation model with a continuous
dividend yield call option.
148.
B2ClosedFormAmericanPut
Returns the
American option approximation model with a continuous
dividend yield put option.
149.
B2CoefficientofVariationPopulation
Computes the
population coefficient of variation (standard deviation of
the sample divided by the mean), to obtain a relative
measure of risk and dispersion.
150.
B2CoefficientofVariationSample
Computes the
sample coefficient of variation (standard deviation of the
sample divided by the mean), to obtain a relative measure of
risk and dispersion.
151.
B2CommodityCallOptionModel
Computes the
value of a commodity-based call option based on spot and
futures market, and accounting for volatility of the forward
rate.
152.
B2CommodityPutOptionModel
Computes the
value of a commodity-based put option based on spot and
futures market, and accounting for volatility of the forward
rate.
153.
B2CompoundOptionsCallonCall
A compound
option allowing the holder to buy (call) a call option with
some maturity, in the future within the option maturity
period, for a specified strike price on the option.
154.
B2CompoundOptionsCallonPut
A compound
option allowing the holder to buy (call) a put option with
some maturity, in the future within the option maturity
period, for a specified strike price on the option.
155.
B2CompoundOptionsPutonCall
A compound
option allowing the holder to sell (put) a call option with
some maturity, in the future within the option maturity
period, for a specified strike price on the option.
156.
B2CompoundOptionsPutonPut
A compound
option allowing the holder to sell (put) a call option with
some maturity, in the future within the option maturity
period, for a specified strike price on the option.
157.
B2ConvenienceYield
The
convenience yield is simply the rate differential between a
non-arbitrage futures and spot price and a real-life fair
market value of the futures price.
158.
B2ConvertibleBondAmerican
Computes the
value of an American convertible bond using binomial
lattices, and accounting for the stock's volatility and
dividend yield, as well as the bond's credit spread above
risk-free.
159.
B2ConvertibleBondEuropean
Computes the
value of a European convertible bond using binomial
lattices, and accounting for the stock's volatility and
dividend yield, as well as the bond's credit spread above
risk-free.
160.
B2CreditAcceptanceCost
Computes the
risk-adjusted cost of accepting a new credit line with a
probability of default.
161.
B2CreditAssetSpreadCallOption
Provides
protection from an increase in spread but ceases to exist if
the underlying asset defaults and the option is based on the
price of the asset.
162.
B2CreditAssetSpreadPutOption
Provides
protection from a decrease in spread but ceases to exist if
the underlying asset defaults and the option is based on the
price of the asset.
163.
B2CreditDefaultSwapSpread
Returns the
valuation of a credit default swap (CDS) spread, allowing
the holder to sell a bond/debt at par value when a credit
event occurs.
164.
B2CreditDefaultSwapCorrelatedBondandSwapPrice
Computes the
valuation of a bond with a credit default swap where both
parties are correlated and each has a probability of default
and possible recovery rates. At default, the holder receives
the notional principal or par value of the bond.
165.
B2CreditDefaultSwapCorrelatedBondPrice
Computes the
valuation of a bond without any credit default swap where
the bond or debt has a probability of default and possible
recovery rate.
166.
B2CreditDefaultSwapCorrelatedSwapPrice
Computes the
price of a credit default swap where both parties are
correlated and each has a probability of default and
possible recovery rates. At default, the holder receives the
notional principal or par value of the bond.
167.
B2CreditRatingWidth
Computes the
credit ratings width to generate the credit ratings table.
168.
B2CreditRejectionCost
Computes the
risk-adjusted cost of rejecting a new credit line with a
probability of default.
169.
B2CreditRiskShortfall
Returns the
Credit Risk Shortfall given probability of default and
recovery rates.
170.
B2CreditSpreadCallOption
Provides
protection from an increase in spread but ceases to exist if
the underlying asset defaults. Only credit default swaps can
cover default events. Credit spread options (CSOs) are
sometimes combined with CDSs.
171.
B2CreditSpreadPutOption
Provides
protection from a decrease in spread but ceases to exist if
the underlying asset defaults. Only credit default swaps can
cover default events (CSOs are sometimes combined with CDSs).
172.
B2CubicSpline
Interpolates
and extrapolates the unknown Y values (based on the
required X value) given some series of known X
and Y values, and can be used to interpolate inside
the data sample or extrapolate outside the known sample.
173.
B2CurrencyCallOption
Option to
exchange foreign currency into domestic currency by buying
domestic currency (selling foreign currency) at a set
exchange rate on a specified date. Exchange rate is foreign
currency to domestic currency.
174.
B2CurrencyForwardCallOption
Computes the
value of a currency forward call option.
175.
B2CurrencyForwardPutOption
Computes the
value of a currency forward put option.
176.
B2CurrencyPutOption
Option to
exchange domestic currency into foreign currency by selling
domestic currency (buying foreign currency) at a set
exchange rate on a specified date. Exchange rate is foreign
currency to domestic currency.
177.
B2DeltaGammaHedgeCallBought
Computes the
total amount of call values that has to be bought to perform
a Delta-Gamma neutral hedge. Returns a negative value
indicating cash outflow.
178.
B2DeltaGammaHedgeCallSold
Computes the
single unit of call value that has to be sold to perform a
Delta-Gamma neutral hedge. Returns a positive value
indicating cash inflow.
179.
B2DeltaGammaHedgeMoneyBorrowed
Computes the
amount of money that has to be borrowed to perform a
Delta-Gamma neutral hedge. Returns a positive value
indicating cash inflow.
180.
B2DeltaGammaHedgeSharesBought
Computes the
total value of stocks that have to be bought to perform a
Delta-Gamma neutral hedge. Returns a negative value
indicating cash outflow.
181.
B2DeltaHedgeCallSold
Computes the
single unit of call value that has to be sold to perform a
Delta-neutral hedge. Returns a positive value indicating
cash inflow.
182.
B2DeltaHedgeMoneyBorrowed
Computes the
amount of money that has to be borrowed to perform a
Delta-neutral hedge. Returns a positive value indicating
cash inflow.
183.
B2DeltaHedgeSharesBought
Computes the
total value of stocks that have to be bought to perform a
Delta-neutral hedge. Returns a negative value indicating
cash outflow.
184.
B2DistributionBernoulliKurtosis
Returns the
Bernoulli distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
185.
B2DistributionBernoulliMean
Returns the
Bernoulli distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
186.
B2DistributionBernoulliSkew
Returns the
Bernoulli distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and the tail points to the left.
187.
B2DistributionBernoulliStdev
Returns the
Bernoulli distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
188.
B2DistributionBetaKurtosis
Returns the
Beta distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
189.
B2DistributionBetaMean
Returns the
Beta distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
190.
B2DistributionBetaSkew
Returns the
Beta distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and the tail points to the left.
191.
B2DistributionBetaStdev
Returns the
Beta distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
192.
B2DistributionBinomialKurtosis
Returns the
Binomial distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
193.
B2DistributionBinomialMean
Returns the
Binomial distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
194.
B2DistributionBinomialSkew
Returns the
Binomial distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and the tail points to the left.
195.
B2DistributionBinomialStdev
Returns the
Binomial distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
196.
B2DistributionCauchyKurtosis
Returns the
Cauchy distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
197.
B2DistributionCauchyMean
Returns the
Cauchy distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
198.
B2DistributionCauchySkew
Returns the
Cauchy distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and tail points to left.
199.
B2DistributionCauchyStdev
Returns the
Cauchy distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
200.
B2DistributionChiSquareKurtosis
Returns the
Chi-Square distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
201.
B2DistributionChiSquareMean
Returns the
Chi-Square distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
202.
B2DistributionChiSquareSkew
Returns the
Chi-Square distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and tail points to left.
203.
B2DistributionChiSquareStdev
Returns the
Chi-Square distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
204.
B2DistributionDiscreteUniformKurtosis
Returns the
Discrete Uniform distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
205.
B2DistributionDiscreteUniformMean
Returns the
Discrete Uniform distribution’s theoretical mean or expected
value (first moment), measuring the central tendency of the
distribution.
206.
B2DistributionDiscreteUniformSkew
Returns the
Discrete Uniform distribution’s theoretical skew (third
moment), measuring the direction of the distribution’s tail.
Positive skew means average exceeds median and the tail
points to the right, whereas negative skew means average is
less than median and tail points to left.
207.
B2DistributionDiscreteUniformStdev
Returns the
Discrete Uniform distribution’s theoretical standard
deviation (second moment), measuring the width and average
dispersion of all points around the mean.
208.
B2DistributionExponentialKurtosis
Returns the
Exponential distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
209.
B2DistributionExponentialMean
Returns the
Exponential distribution’s theoretical mean or expected
value (first moment), measuring the central tendency of the
distribution.
210.
B2DistributionExponentialSkew
Returns the
Exponential distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and tail points to left.
211.
B2DistributionExponentialStdev
Returns the
Exponential distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
212.
B2DistributionFKurtosis
Returns the
F distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
213.
B2DistributionFMean
Returns the
F distribution’s theoretical mean or expected value (first
moment), measuring the central tendency of the distribution.
214.
B2DistributionFSkew
Returns the
F distribution’s theoretical skew (third moment), measuring
the direction of the distribution’s tail. Positive skew
means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and tail points to left.
215.
B2DistributionFStdev
Returns the
F distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
216.
B2DistributionGammaKurtosis
Returns the
Gamma distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
217.
B2DistributionGammaMean
Returns the
Gamma distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
218.
B2DistributionGammaSkew
Returns the
Gamma distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
skew means average exceeds median and the tail points to the
right, whereas negative skew means average is less than
median and tail points to left.
219.
B2DistributionGammaStdev
Returns the
Gamma distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
220.
B2DistributionGeometricKurtosis
Returns the
Geometric distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
221.
B2DistributionGeometricMean
Returns the
Geometric distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
222.
B2DistributionGeometricSkew
Returns the
Geometric distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
223.
B2DistributionGeometricStdev
Returns the
Geometric distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
224.
B2DistributionGumbelMaxKurtosis
Returns the
Gumbel Max distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
225.
B2DistributionGumbelMaxMean
Returns the
Gumbel Max distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
226.
B2DistributionGumbelMaxSkew
Returns the
Gumbel Max distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
227.
B2DistributionGumbelMaxStdev
Returns the
Gumbel Max distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
228.
B2DistributionGumbelMinKurtosis
Returns the
Gumbel Min distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
229.
B2DistributionGumbelMinMean
Returns the
Gumbel Min distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
230.
B2DistributionGumbelMinSkew
Returns the
Gumbel Min distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
231.
B2DistributionGumbelMinStdev
Returns the
Gumbel Min distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
232.
B2DistributionHypergeometricKurtosis
Returns the
Hypergeometric distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
233.
B2DistributionHypergeometricMean
Returns the
Hypergeometric distribution’s theoretical mean or expected
value (first moment), measuring the central tendency of the
distribution.
234.
B2DistributionHypergeometricSkew
Returns the
Hypergeometric distribution’s theoretical skew (third
moment), measuring the direction of the distribution’s tail.
Positive (negative) skew means average exceeds (is less
than) median and the tail points to the right (left).
235.
B2DistributionHypergeometricStdev
Returns the
Hypergeometric distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
236.
B2DistributionLogisticKurtosis
Returns the
Logistic distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
237.
B2DistributionLogisticMean
Returns the
Logistic distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
238.
B2DistributionLogisticSkew
Returns the
Logistic distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
239.
B2DistributionLogisticStdev
Returns the
Logistic distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
240.
B2DistributionLognormalKurtosis
Returns the
Lognormal distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
241.
B2DistributionLognormalMean
Returns the
Lognormal distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
242.
B2DistributionLognormalSkew
Returns the
Lognormal distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
243.
B2DistributionLognormalStdev
Returns the
Lognormal distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
244.
B2DistributionNegativeBinomialKurtosis
Returns the
Negative Binomial distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
245.
B2DistributionNegativeBinomialMean
Returns the
Negative Binomial distribution’s theoretical mean or
expected value (first moment), measuring the central
tendency of the distribution.
246.
B2DistributionNegativeBinomialSkew
Returns the
Negative Binomial distribution’s theoretical skew (third
moment), measuring the direction of the distribution’s tail.
Positive (negative) skew means average exceeds (is less
than) median and the tail points to the right (left).
247.
B2DistributionNegativeBinomialStdev
Returns the
Negative Binomial distribution’s theoretical standard
deviation (second moment), measuring the width and average
dispersion of all points around the mean.
248.
B2DistributionNormalKurtosis
Returns the
Normal distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
249.
B2DistributionNormalMean
Returns the
Normal distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
250.
B2DistributionNormalSkew
Returns the
Normal distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
251.
B2DistributionNormalStdev
Returns the
Normal distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
252.
B2DistributionParetoKurtosis
Returns the
Pareto distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
253.
B2DistributionParetoMean
Returns the
Pareto distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
254.
B2DistributionParetoSkew
Returns the
Pareto distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
255.
B2DistributionParetoStdev
Returns the
Pareto distribution’s theoretical standard deviation (second
moment), measuring the width and average dispersion of all
points around the mean.
256.
B2DistributionPoissonKurtosis
Returns the
Poisson distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
257.
B2DistributionPoissonMean
Returns the
Poisson distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
258.
B2DistributionPoissonSkew
Returns the
Poisson distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
259.
B2DistributionPoissonStdev
Returns the
Poisson distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
260.
B2DistributionRayleighKurtosis
Returns the
Rayleigh distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
261.
B2DistributionRayleighMean
Returns the
Rayleigh distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
262.
B2DistributionRayleighSkew
Returns the
Rayleigh distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
263.
B2DistributionRayleighStdev
Returns the
Rayleigh distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
264.
B2DistributionTKurtosis
Returns the
Student’s T distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
265.
B2DistributionTMean
Returns the
Student’s T distribution’s theoretical mean or expected
value (first moment), measuring the central tendency of the
distribution.
266.
B2DistributionTSkew
Returns the
Student’s T distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
267.
B2DistributionTStdev
Returns the
Student’s T distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
268.
B2DistributionTriangularKurtosis
Returns the
Triangular distribution’s theoretical excess kurtosis
(fourth moment), measuring the peakedness of the
distribution and its extreme tail events. An excess kurtosis
of 0 implies a normal tail.
269.
B2DistributionTriangularMean
Returns the
Triangular distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
270.
B2DistributionTriangularSkew
Returns the
Triangular distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
271.
B2DistributionTriangularStdev
Returns the
Triangular distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
272.
B2DistributionUniformKurtosis
Returns the
Uniform distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
273.
B2DistributionUniformMean
Returns the
Uniform distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
274.
B2DistributionUniformSkew
Returns the
Uniform distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
275.
B2DistributionUniformStdev
Returns the
Uniform distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
276.
B2DistributionWeibullKurtosis
Returns the
Weibull distribution’s theoretical excess kurtosis (fourth
moment), measuring the peakedness of the distribution and
its extreme tail events. An excess kurtosis of 0 implies a
normal tail.
277.
B2DistributionWeibullMean
Returns the
Weibull distribution’s theoretical mean or expected value
(first moment), measuring the central tendency of the
distribution.
278.
B2DistributionWeibullSkew
Returns the
Weibull distribution’s theoretical skew (third moment),
measuring the direction of the distribution’s tail. Positive
(negative) skew means average exceeds (is less than) median
and the tail points to the right (left).
279.
B2DistributionWeibullStdev
Returns the
Weibull distribution’s theoretical standard deviation
(second moment), measuring the width and average dispersion
of all points around the mean.
280.
B2DistributionCDFBernoulli
Computes the
Bernoulli distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
281.
B2DistributionCDFBeta
Computes the
Beta distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
282.
B2DistributionCDFBinomial
Computes the
Binomial distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
283.
B2DistributionCDFChiSquare
Computes the
Chi-Square distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
284.
B2DistributionCDFDiscreteUniform
Computes the
Discrete Uniform distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
285.
B2DistributionCDFExponential
Computes the
Exponential distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
286.
B2DistributionCDFFDist
Computes the
F distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
287.
B2DistributionCDFGamma
Computes the
Gamma distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
288.
B2DistributionCDFGeometric
Computes the
Geometric distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
289.
B2DistributionCDFGumbelMax
Computes the
Gumbel Max distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
290.
B2DistributionCDFGumbelMin
Computes the
Gumbel Min distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
291.
B2DistributionCDFLogistic
Computes the
Logistic distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
292.
B2DistributionCDFLognormal
Computes the
Lognormal distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
293.
B2DistributionCDFNormal
Computes the
Normal distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
294.
B2DistributionCDFPareto
Computes the
Pareto distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
295.
B2DistributionCDFPoisson
Computes the
Poisson distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
296.
B2DistributionCDFRayleigh
Computes the
Rayleigh distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
297.
B2DistributionCDFStandardNormal
Computes the
Standard Normal distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
298.
B2DistributionCDFTDist
Computes the
Student’s T distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
299.
B2DistributionCDFTriangular
Computes the
Triangular distribution’s theoretical Cumulative
Distribution Function (CDF)—that is, the cumulative
probability of the distribution at all points less than or
equal to X.
300.
B2DistributionCDFUniform
Computes the
Uniform distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
301.
B2DistributionCDFWeibull
Computes the
Weibull distribution’s theoretical Cumulative Distribution
Function (CDF)—that is, the cumulative probability of the
distribution at all points less than or equal to X.
302.
B2DistributionICDFBernoulli
Computes the
Bernoulli distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
303.
B2DistributionICDFBeta
Computes the
Beta distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
304.
B2DistributionICDFBinomial
Computes the
Binomial distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
305.
B2DistributionICDFChiSquare
Computes the
Chi-Square distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
306.
B2DistributionICDFDiscreteUniform
Computes the
Discrete Uniform distribution’s theoretical Inverse
Cumulative Distribution Function (ICDF); that is, given the
cumulative probability between 0 and 1 and the
distribution’s parameters, the function returns the relevant
X value.
307.
B2DistributionICDFExponential
Computes the
Exponential distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
308.
B2DistributionICDFFDist
Computes the
F distribution’s theoretical Inverse Cumulative Distribution
Function (ICDF); that is, given the cumulative probability
between 0 and 1 and the distribution’s parameters, the
function returns the relevant X value.
309.
B2DistributionICDFGamma
Computes the
Gamma distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
310.
B2DistributionICDFGeometric
Computes the
Geometric distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
311.
B2DistributionICDFGumbelMax
Computes the
Gumbel Max distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
312.
B2DistributionICDFGumbelMin
Computes the
Gumbel Min distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
313.
B2DistributionICDFLogistic
Computes the
Logistic distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
314.
B2DistributionICDFLognormal
Computes the
Lognormal distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
315.
B2DistributionICDFNormal
Computes the
Normal distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
316.
B2DistributionICDFPareto
Computes the
Pareto distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
317.
B2DistributionICDFPoisson
Computes the
Poisson distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
318.
B2DistributionICDFRayleigh
Computes the
Rayleigh distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
319.
B2DistributionICDFStandardNormal
Computes the
Standard Normal distribution’s theoretical Inverse
Cumulative Distribution Function (ICDF); that is, given the
cumulative probability between 0 and 1 and the
distribution’s parameters, the function returns the relevant
X value.
320.
B2DistributionICDFTDist
Computes the
Student’s T distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
321.
B2DistributionICDFTriangular
Computes the
Triangular distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
322.
B2DistributionICDFUniform
Computes the
Uniform distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
323.
B2DistributionICDFWeibull
Computes the
Weibull distribution’s theoretical Inverse Cumulative
Distribution Function (ICDF); that is, given the cumulative
probability between 0 and 1 and the distribution’s
parameters, the function returns the relevant X
value.
324.
B2DistributionPDFBernoulli
Computes the
Bernoulli distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
325.
B2DistributionPDFBeta
Computes the
Beta distribution’s theoretical Probability Density Function
(PDF). The PDF of a discrete distribution returns the exact
probability mass function or probability of occurrence, but
the PDFs of continuous distributions are only theoretical
values and not exact probabilities.
326.
B2DistributionPDFBinomial
Computes the
Binomial distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
327.
B2DistributionPDFChiSquare
Computes the
Chi-Square distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
328.
B2DistributionPDFDiscreteUniform
Computes the
Discrete Uniform distribution’s theoretical Probability
Density Function (PDF). The PDF of a discrete distribution
returns the exact probability mass function or probability
of occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
329.
B2DistributionPDFExponential
Computes the
Exponential distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
330.
B2DistributionPDFFDist
Computes the
F distribution’s theoretical Probability Density Function
(PDF). The PDF of a discrete distribution returns the exact
probability mass function or probability of occurrence, but
the PDFs of continuous distributions are only theoretical
values and not exact probabilities.
331.
B2DistributionPDFGamma
Computes the
Gamma distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
332.
B2DistributionPDFGeometric
Computes the
Geometric distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
333.
B2DistributionPDFGumbelMax
Computes the
Gumbel Max distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
334.
B2DistributionPDFGumbelMin
Computes the
Gumbel Min distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
335.
B2DistributionPDFLogistic
Computes the
Logistic distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
336.
B2DistributionPDFLognormal
Computes the
Lognormal distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
337.
B2DistributionPDFNormal
Computes the
Normal distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
338.
B2DistributionPDFPareto
Computes the
Pareto distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
339.
B2DistributionPDFPoisson
Computes the
Poisson distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
340.
B2DistributionPDFRayleigh
Computes the
Rayleigh distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
341.
B2DistributionPDFStandardNormal
Computes the
Standard Normal distribution’s theoretical Probability
Density Function (PDF). The PDF of a discrete distribution
returns the exact probability mass function or probability
of occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
342.
B2DistributionPDFTDist
Computes the
Student’s T distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
343.
B2DistributionPDFTriangular
Computes the
Triangular distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
344.
B2DistributionPDFUniform
Computes the
Uniform distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
345.
B2DistributionPDFWeibull
Computes the
Weibull distribution’s theoretical Probability Density
Function (PDF). The PDF of a discrete distribution returns
the exact probability mass function or probability of
occurrence, but the PDFs of continuous distributions are
only theoretical values and not exact probabilities.
346.
B2EquityLinkedFXCallOptionDomesticValue
Call options
whose underlying asset is in a foreign equity market, and
the fluctuations of the foreign exchange risk are hedged by
having a strike price on the foreign exchange rate.
Resulting valuation is in the domestic currency.
347.
B2EquityLinkedFXPutOptionDomesticValue
Put options
whose underlying asset is in a foreign equity market, and
the fluctuations of the foreign exchange risk are hedged by
having a strike price on the foreign exchange rate.
Resulting valuation is in the domestic currency.
348.
B2EWMAVolatilityForecastGivenPastPrices
Computes the
annualized volatility forecast of the next period, given a
series of historical prices and the corresponding weights
placed on the previous volatility estimate.
349.
B2EWMAVolatilityForecastGivenPastVolatility
Computes the
annualized volatility forecast of the next period given the
previous period’s volatility and changes in stock returns in
the previous period.
350.
B2ExtremeSpreadCallOption
Maturities
are divided into two segments, and the call option pays the
difference between the max assets from segment two and max
of segment one.
351.
B2ExtremeSpreadPutOption
Maturities
are divided into two segments, and the put option pays the
difference between the min of segment two’s asset value and
the min of segment one’s asset value.
352.
B2ExtremeSpreadReverseCallOption
Maturities
are divided into two segments, and a reverse call pays the
min from segment one less the min of segment two.
353.
B2ExtremeSpreadReversePutOption
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