Web function | Short description of function |
MnBSBinaryCallCharm | Returns the 'Charm' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallColour | Returns the 'Colour' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallDelta | Returns the 'Delta' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallGamma | Returns the 'Gamma' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallPayoff | Returns the 'Payoff' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallPrice | Returns the 'Price' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallRhoDividend | Returns the 'RhoDividend' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallRhoInterest | Returns the 'RhoInterest' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallSpeed | Returns the 'Speed' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallTheta | Returns the 'Theta' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallVanna | Returns the 'Vanna' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallVega | Returns the 'Vega' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryCallVolga | Returns the 'Volga' (a greek) of a binary call (in a Black-Scholes world) |
MnBSBinaryPutCharm | Returns the 'Charm' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutColour | Returns the 'Colour' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutDelta | Returns the 'Delta' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutGamma | Returns the 'Gamma' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutPayoff | Returns the 'Payoff' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutPrice | Returns the 'Price' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutRhoDividend | Returns the 'RhoDividend' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutRhoInterest | Returns the 'RhoInterest' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutSpeed | Returns the 'Speed' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutTheta | Returns the 'Theta' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutVanna | Returns the 'Vanna' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutVega | Returns the 'Vega' (a greek) of a binary put (in a Black-Scholes world) |
MnBSBinaryPutVolga | Returns the 'Volga' (a greek) of a binary put (in a Black-Scholes world) |
MnBSCall | Returns the value/price of a European-style call option (in a Black-Scholes world) |
MnBSCallCharm | Returns the Charm (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallColour | Returns the Colour (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallDelta | Returns the Delta (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallGamma | Returns the Gamma (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallPayoff | Returns the Payoff (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallPrice | Returns the Price (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallRhoDividend | Returns the RhoDividend (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallRhoInterest | Returns the RhoInterest (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallSpeed | Returns the Speed (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallTheta | Returns the Theta (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallVanna | Returns the Vanna (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallVega | Returns the Vega (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSCallVolga | Returns the Volga (a greek) of a (vanilla) European-style call (in a Black-Scholes world) |
MnBSPut | Returns the value/price of a put option (in a Black-Scholes world) |
MnBSPutCharm | Returns the Charm (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutColour | Returns the Colour (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutDelta | Returns the Delta (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutGamma | Returns the Gamma (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutPayoff | Returns the Payoff (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutPrice | Returns the Price (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutRhoDividend | Returns the RhoDividend (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutRhoInterest | Returns the RhoInterest (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutSpeed | Returns the Speed (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutTheta | Returns the Theta (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutVanna | Returns the Vanna (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutVega | Returns the Vega (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnBSPutVolga | Returns the Volga (a greek) of a (vanilla) European-style put (in a Black-Scholes world) |
MnCCCall | Returns the price of a European call under the 'cost of capital' model |
MnCCPut | Returns the price of a European put under the 'cost of capital' model |
MnOptimisedTrinomialLatticeProbs | Returns an array giving the optimised trinomial lattice movement probabilities |
MnPVAnnuityCts | Returns the value of a continuously payable cash flow stream |
MnPVSwapCts | Returns the value of a continuously payable swap |
MnPVZero | Returns the value of a zero coupon bond |