API Index - A
http://www.QuantTools.com
FunctionName - (Excel FunctionName) - (Category)
ABCDAdjFactors - (CT.ABCD.AdjFactors) - (CapeTools LMM Volatility/Correlation Models)
ABCDBlackErrors2 - (CT.ABCD.BlackErrors2) - (CapeTools LMM Volatility/Correlation Models)
ABCDBlackErrors - (CT.ABCD.BlackErrors) - (CapeTools LMM Volatility/Correlation Models)
ABCDCalculator - (CT.ABCD.ABCDCalculator) - (CapeTools LMM Volatility/Correlation Models)
ABCDCapletCalib - (CT.ABCD.CapletCalib) - (CapeTools LMM Volatility/Correlation Models)
ABCDLongTermVol - (CT.ABCD.LongTermVol) - (CapeTools LMM Volatility/Correlation Models)
ABCDMaxLocation - (CT.ABCD.MaxLocation) - (CapeTools LMM Volatility/Correlation Models)
ABCDMaxVolatility - (CT.ABCD.MaxVolatility) - (CapeTools LMM Volatility/Correlation Models)
ABCDModCov - (CT.ABCD.Covariance) - (CapeTools LMM Volatility/Correlation Models)
ABCDModInstCov - (CT.ABCD.InstCov) - (CapeTools LMM Volatility/Correlation Models)
ABCDModInstVar - (CT.ABCD.InstVar) - (CapeTools LMM Volatility/Correlation Models)
ABCDModInstVol - (CT.ABCD.InstVol) - (CapeTools LMM Volatility/Correlation Models)
ABCDModVar - (CT.ABCD.Variance) - (CapeTools LMM Volatility/Correlation Models)
ABCDModVol - (CT.ABCD.Volatility) - (CapeTools LMM Volatility/Correlation Models)
ABCDShortTermVol - (CT.ABCD.ShortTermVol) - (CapeTools LMM Volatility/Correlation Models)
APMCBasketEngine2 - (CT.ENG.APMCBasketEngine2) - (CapeTools Basket Engine)
APMCBasketEngine - (CT.ENG.APMCBasketEngine) - (CapeTools Basket Engine)
AQMCBasketEngine - (CT.ENG.AQMCBasketEngine) - (CapeTools Basket Engine)
ATMVolMatrix - (CT.CRV.ATMVolMatrix) - (CapeTools Volatility Curves)
AdditionalPaymentsAmount - (CT.FpML.SwapExt.AdditionalPaymentsAmount) - (CapeTools FpML SwapsExt)
AdditionalPaymentsBDC - (CT.FpML.SwapExt.AdditionalPaymentsBDC) - (CapeTools FpML SwapsExt)
AdditionalPaymentsCcy - (CT.FpML.SwapExt.AdditionalPaymentsCcy) - (CapeTools FpML SwapsExt)
AdditionalPaymentsPayDate - (CT.FpML.SwapExt.AdditionalPaymentsPayDate) - (CapeTools FpML SwapsExt)
AdditionalPayments - (CT.FpML.SwapExt.AdditionalPayments) - (CapeTools FpML SwapsExt)
AdditiveEQPEngine - (CT.ENG.AdditiveEQPEngine) - (CapeTools Vanilla Tree Engine)
AdjExerciseDate - (CT.FpML.OS.AdjExerciseDate) - (CapeTools FpML Swaption)
AdjRelSwapEffDate - (CT.FpML.OS.AdjRelSwapEffDate) - (CapeTools FpML Swaption)
AdjustBarrier - (CT.UTIL.AdjustBarrier) - (CapeTools Utils)
AdjustedPrincipleExchangeDates - (CT.FpML.SW.AdjustedPrincipleExchangeDates) - (CapeTools FpML Swaps)
AdvanceDateByTenor - (CT.CAL.AdvanceDateByTenor) - (CapeTools Calendars)
AdvanceDatesByTenor - (CT.CAL.AdvanceDatesByTenor) - (CapeTools Calendars)
AmerCommencementDateBCs - (CT.FpML.OS.AmerCommencementDateBCs) - (CapeTools FpML Swaption)
AmerCommencementDateBDC - (CT.FpML.OS.AmerCommencementDateBDC) - (CapeTools FpML Swaption)
AmerCommencementDate - (CT.FpML.OS.AmerCommencementDate) - (CapeTools FpML Swaption)
AmerExpirationDateBCs - (CT.FpML.OS.AmerExpirationDateBCs) - (CapeTools FpML Swaption)
AmerExpirationDateBDC - (CT.FpML.OS.AmerExpirationDateBDC) - (CapeTools FpML Swaption)
AmerExpirationDate - (CT.FpML.OS.AmerExpirationDate) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDateBCs - (CT.FpML.OS.AmerRelevantUnderlyingDateBCs) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDateBDC - (CT.FpML.OS.AmerRelevantUnderlyingDateBDC) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDateDayType - (CT.FpML.OS.AmerRelevantUnderlyingDateDayType) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDateMultiplier - (CT.FpML.OS.AmerRelevantUnderlyingDateMultiplier) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDatePeriod - (CT.FpML.OS.AmerRelevantUnderlyingDatePeriod) - (CapeTools FpML Swaption)
AmerRelevantUnderlyingDateRelativeTo - (CT.FpML.OS.AmerRelevantUnderlyingDateRelativeTo) - (CapeTools FpML Swaption)
AmericanEarliestTimeBC - (CT.FpML.OS.AmericanEarliestTimeBC) - (CapeTools FpML Swaption)
AmericanEarliestTime - (CT.FpML.OS.AmericanEarliestTime) - (CapeTools FpML Swaption)
AmericanExchangeOption - (CT.EXO.AmericanExchangeOption) - (CapeTools Exotic Options)
AmericanExercise - (CT.EX.AmericanExercise) - (CapeTools Exercise)
AmericanExpirationTimeBC - (CT.FpML.OS.AmericanExpirationTimeBC) - (CapeTools FpML Swaption)
AmericanExpirationTime - (CT.FpML.OS.AmericanExpirationTime) - (CapeTools FpML Swaption)
AmericanLatestTimeBC - (CT.FpML.OS.AmericanLatestTimeBC) - (CapeTools FpML Swaption)
AmericanLatestTime - (CT.FpML.OS.AmericanLatestTime) - (CapeTools FpML Swaption)
AmortFixedCouponBond_p - (CT.BOND.AmortFixedCouponBond_p) - (CapeTools Bonds (Price))
AmortFixedCouponBond_y - (CT.BOND.AmortFixedCouponBond_y) - (CapeTools Bonds (Yield))
AmortFixedCouponBond - (CT.BOND.AmortFixedCouponBond) - (CapeTools Bonds)
AmortFloatingRateBond_p - (CT.BOND.AmortFloatingRateBond_p) - (CapeTools Bonds (Price))
AmortFloatingRateBond_y - (CT.BOND.AmortFloatingRateBond_y) - (CapeTools Bonds (Yield))
AmortFloatingRateBond - (CT.BOND.AmortFloatingRateBond) - (CapeTools Bonds)
Amortise2 - (CT.UTIL.Amortise2) - (CapeTools Utils)
AmortiseDB2 - (CT.UTIL.AmortiseDB2) - (CapeTools Utils)
AmortiseDB - (CT.UTIL.AmortiseDB) - (CapeTools Utils)
AmortiseDDBExact2 - (CT.UTIL.AmortiseDDBExact2) - (CapeTools Utils)
AmortiseDDBExact - (CT.UTIL.AmortiseDDBExact) - (CapeTools Utils)
AmortiseGeneralDB2 - (CT.UTIL.AmortiseGeneralDB2) - (CapeTools Utils)
AmortiseGeneralDB - (CT.UTIL.AmortiseGeneralDB) - (CapeTools Utils)
AmortiseLinear - (CT.UTIL.AmortiseLinear) - (CapeTools Utils)
AmortiseSLN2 - (CT.UTIL.AmortiseSLN2) - (CapeTools Utils)
AmortiseSLN - (CT.UTIL.AmortiseSLN) - (CapeTools Utils)
AmortiseSYD2 - (CT.UTIL.AmortiseSYD2) - (CapeTools Utils)
AmortiseSYD - (CT.UTIL.AmortiseSYD) - (CapeTools Utils)
AmortisedDates - (CT.FpML.SW.AmortisedDates) - (CapeTools FpML Swaps)
AmortisedValues - (CT.FpML.SW.AmortisedValues) - (CapeTools FpML Swaps)
Amortise - (CT.UTIL.Amortise) - (CapeTools Utils)
AnaCliquetEngine - (CT.ENG.AnaCliquetEngine) - (CapeTools Cliquet Engine)
AnaDigitalAmEngine - (CT.ENG.AnaDigitalAmEngine) - (CapeTools American Engine)
AnaDivEuroEngine - (CT.ENG.AnaDivEuroEngine) - (CapeTools Vanilla Engine)
AnaPerformanceEngine - (CT.ENG.AnaPerformanceEngine) - (CapeTools Cliquet Engine)
AnalyticBarrierEngine - (CT.ENG.AnalyticBarrierEngine) - (CapeTools Barrier Engine)
AnalyticCapFloorEngine - (CT.ENG.AnalyticCapFloorEngine) - (CapeTools IR Engine)
AnalyticEuropeanEngine - (CT.ENG.AnalyticEuropeanEngine) - (CapeTools Vanilla Engine)
AnalyticHestonEngine - (CT.ENG.AnalyticHestonEngine) - (CapeTools Vanilla Engine)
ApplyKeyDataFile - (CT.GRID.ApplyKeyDataFile) - (CapeTools Grid Computing Tools)
ApplyKeyDataID - (CT.GRID.ApplyKeyDataID) - (CapeTools Grid Computing Tools)
ApplyKeyDataXML - (CT.GRID.ApplyKeyDataXML) - (CapeTools Grid Computing Tools)
AreBusinessDates - (CT.CAL.AreBusinessDates) - (CapeTools Query Market)
AreEndOfMonth - (CT.CAL.AreEndOfMonth) - (CapeTools Query Market)
AreHolidays - (CT.CAL.AreHolidays) - (CapeTools Query Market)
AreThereCashflows - (CT.FpML.SW.AreThereCashflows) - (CapeTools FpML Swaps)
ArmijoLineSearch - (CT.CALIB.ArmijoLineSearch) - (CapeTools Calibration Tools)
AssetOrNothingPayoff - (CT.PAY.AssetOrNothingPayoff) - (CapeTools Payoff)
AssetOrNothing - (CT.EXO.AssetOrNothing) - (CapeTools Exotic Options)
AustralianGovtBond_p - (CT.BOND.AustralianGovtBond_p) - (CapeTools Bonds (Price))
AustralianGovtBond_y - (CT.BOND.AustralianGovtBond_y) - (CapeTools Bonds (Yield))
AustrianGovtBond_p - (CT.BOND.AustrianGovtBond_p) - (CapeTools Bonds (Price))
AustrianGovtBond_y - (CT.BOND.AustrianGovtBond_y) - (CapeTools Bonds (Yield))
AvgFixingRate - (CT.MKT.AvgFixingRate) - (CapeTools Query Curves)
AvgForwardRate - (CT.MKT.AvgForwardRate) - (CapeTools Query Curves)
AvgMKTSwap2 - (CT.MKT.AvgMKTSwap2) - (CapeTools Query Curves)
AvgMKTSwap - (CT.MKT.AvgMKTSwap) - (CapeTools Query Curves)
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