Types of functions included in the
Nematrian Function Library
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The Nematrian function library currently includes functions
covering the following topics. To view a list of functions in each category
please follow the relevant hyperlink.
-
Calculator-type
computations (e.g. ones you might find on a pocket calculator)
-
Cash-flow
projections (including ones for carrying
out pension fund cash flow projections)
-
Charting (e.g.
plotting functions or statistical distributions)
-
Code
generation (to help users manipulate the Nematrian function library)
-
Complex
numbers (akin to Calculator-type
functions but accepting complex number inputs)
-
Dates (to
manipulate dates and times)
-
Derivative
pricing (e.g. to calculate Black-Scholes option
pricing greeks)
-
Expression
evaluation (i.e. allowing calculation of complicated expressions)
-
Finance
(akin to those available through spreadsheets)
-
General / miscellaneous (functions not currently categorised
elsewhere)
-
Life
insurance (e.g. valuation of insurance exposures dependent on mortality
rates)
-
Markov
processes (e.g. estimating them, simulating them or analysing their ergodic
properties)
-
Mathematical
puzzles (e.g. solving Sudoku puzzles)
-
Matrices
(e.g. manipulating matrices and solving associated sets of linear equations)
-
Performance
measurement (including functions for manipulating peer group performance
data)
-
Portfolio
optimisation (including efficient frontier derivation and reverse
optimisation)
-
Probability
distributions (a comprehensive suite of functions for estimating and
manipulating a wide range of statistical probability distributions)
-
Risk
management functions (some more specific risk management functions not
otherwise classified elsewhere)
-
Set manipulation
(e.g. counting and deriving unions and intersections of sets)
-
Solvency II
(e.g. for calculating elements of its Standard Formula Solvency Capital
Requirement)
-
Sorting
(sorting or identifying the order of different types of array)
-
Special
functions (i.e. more sophisticated mathematical functions than are included
in Calculator-type
functions)
-
Statistics
(a wide range of functions relevant to statistics not otherwise covered elsewhere,
e.g. under Probability
distributions functions)
-
Strings (for
manipulating strings, e.g. replacing strings in other strings)
-
Tri-segmented
Monte Carlo demonstrations (N.B. tri-segmented Monte
Carlo is an approach for speeding up runtimes of simulation exercises)
-
Unit
conversions (from e.g. SI units to other
units used for physical measurement)
To see a complete list of functions currently available in
the Nematrian Online Toolkit please go to Complete Function
List.
The Nematrian function library also includes a range of
bespoke tools designed to meet specific client needs. These functions are not
publicly accessible.
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