API Index - B




Welcome | Documentation format | QuantTools Groups | QuantTools Categories | Licence

Key TAGs | Excel Index | API Index


http://www.QuantTools.com



FunctionName - (Excel FunctionName) - (Category)


BAWAmericanApprox - (CT.EXO.BAWAmericanApprox) - (CapeTools Exotic Options)
BAWApproxEngine - (CT.ENG.BAWApproxEngine) - (CapeTools American Engine)
BDCFollowing - (CT.BDC.Following) - (CapeTools BusinessDayConvention Enums)
BDCModifiedFollowing - (CT.BDC.MODFollowing) - (CapeTools BusinessDayConvention Enums)
BDCModifiedPreceding - (CT.BDC.MODPreceding) - (CapeTools BusinessDayConvention Enums)
BDCMonthEndReference - (CT.BDC.MonthEndReference) - (CapeTools BusinessDayConvention Enums)
BDCPreceding - (CT.BDC.Preceding) - (CapeTools BusinessDayConvention Enums)
BDCUnadjustedMonthEnd - (CT.BDC.UnadjustedMonthEnd) - (CapeTools BusinessDayConvention Enums)
BDCUnadjusted - (CT.BDC.Unadjusted) - (CapeTools BusinessDayConvention Enums)
BK1FModel - (CT.MOD.BK1FModel) - (CapeTools Models)
BK_AmericanExchangeOption - (CT.BK_AmericanExchangeOption) - (CapeTools Storage)
BK_AssetOrNothing - (CT.BK_AssetOrNothing) - (CapeTools Storage)
BK_BAWAmericanApprox - (CT.BK_BAWAmericanApprox) - (CapeTools Storage)
BK_BSAmericanApprox - (CT.BK_BSAmericanApprox) - (CapeTools Storage)
BK_BinaryBarrier - (CT.BK_BinaryBarrier) - (CapeTools Storage)
BK_Black76 - (CT.BK_Black76) - (CapeTools Storage)
BK_CashOrNothingOption - (CT.BK_CashOrNothingOption) - (CapeTools Storage)
BK_ComplexChooser - (CT.BK_ComplexChooser) - (CapeTools Storage)
BK_DoubleBarrier - (CT.BK_DoubleBarrier) - (CapeTools Storage)
BK_EquityLinkedFXO - (CT.BK_EquityLinkedFXO) - (CapeTools Storage)
BK_EuropeanExchangeOption - (CT.BK_EuropeanExchangeOption) - (CapeTools Storage)
BK_ExchangeExchangeOption - (CT.BK_ExchangeExchangeOption) - (CapeTools Storage)
BK_Executive - (CT.BK_Executive) - (CapeTools Storage)
BK_ExtendibleWriter - (CT.BK_ExtendibleWriter) - (CapeTools Storage)
BK_ExtremeSpreadOption - (CT.BK_ExtremeSpreadOption) - (CapeTools Storage)
BK_FixedStrikeLookback - (CT.BK_FixedStrikeLookback) - (CapeTools Storage)
BK_FloatingStrikeLookback - (CT.BK_FloatingStrikeLookback) - (CapeTools Storage)
BK_ForEquOptInDomCur - (CT.BK_ForEquOptInDomCur) - (CapeTools Storage)
BK_ForwardStartOption - (CT.BK_ForwardStartOption) - (CapeTools Storage)
BK_GBlackScholes - (CT.BK_GBlackScholes) - (CapeTools Storage)
BK_GapOption - (CT.BK_GapOption) - (CapeTools Storage)
BK_GeometricAverageRateOption - (CT.BK_GeometricAverageRateOption) - (CapeTools Storage)
BK_JumpDiffusion - (CT.BK_JumpDiffusion) - (CapeTools Storage)
BK_LevyAsian - (CT.BK_LevyAsian) - (CapeTools Storage)
BK_LookBarrier - (CT.BK_LookBarrier) - (CapeTools Storage)
BK_OptionsOnOptions - (CT.BK_OptionsOnOptions) - (CapeTools Storage)
BK_OptionsOnTheMaxMin - (CT.BK_OptionsOnTheMaxMin) - (CapeTools Storage)
BK_PartialFixedLB - (CT.BK_PartialFixedLB) - (CapeTools Storage)
BK_PartialFloatLB - (CT.BK_PartialFloatLB) - (CapeTools Storage)
BK_Quanto - (CT.BK_Quanto) - (CapeTools Storage)
BK_SimpleChooser - (CT.BK_SimpleChooser) - (CapeTools Storage)
BK_SoftBarrier - (CT.BK_SoftBarrier) - (CapeTools Storage)
BK_SpreadApproximation - (CT.BK_SpreadApproximation) - (CapeTools Storage)
BK_StandardBarrier - (CT.BK_StandardBarrier) - (CapeTools Storage)
BK_SuperShare - (CT.BK_SuperShare) - (CapeTools Storage)
BK_TakeoverFXoption - (CT.BK_TakeoverFXoption) - (CapeTools Storage)
BK_TimeSwitchOption - (CT.BK_TimeSwitchOption) - (CapeTools Storage)
BK_TurnbullWakemanAsian - (CT.BK_TurnbullWakemanAsian) - (CapeTools Storage)
BK_TwoAssetBarrier - (CT.BK_TwoAssetBarrier) - (CapeTools Storage)
BK_TwoAssetCashOrNothing - (CT.BK_TwoAssetCashOrNothing) - (CapeTools Storage)
BK_TwoAssetCorrelation - (CT.BK_TwoAssetCorrelation) - (CapeTools Storage)
BNDBookAccrualDays - (CT.BONDBOOK.AccrualDays) - (CapeTools Bond Portfolio)
BNDBookAccrualTimes - (CT.BONDBOOK.AccrualTimes) - (CapeTools Bond Portfolio)
BNDBookAccruedAmounts - (CT.BONDBOOK.AccruedAmounts) - (CapeTools Bond Portfolio)
BNDBookAccruedAmount - (CT.BONDBOOK.AccruedAmount) - (CapeTools Bond Portfolio)
BNDBookBDC - (CT.BONDBOOK.BDC) - (CapeTools Bond Portfolio)
BNDBookBPV2 - (CT.BONDBOOK.BPV2) - (CapeTools Bond Portfolio)
BNDBookBPV - (CT.BONDBOOK.BPV) - (CapeTools Bond Portfolio)
BNDBookBondYields - (CT.BONDBOOK.Yields) - (CapeTools Bond Portfolio)
BNDBookCalendar - (CT.BONDBOOK.Calendar) - (CapeTools Bond Portfolio)
BNDBookCleanPrice2 - (CT.BONDBOOK.CleanPrice2) - (CapeTools Bond Portfolio)
BNDBookCleanPrices - (CT.BONDBOOK.CleanPrices) - (CapeTools Bond Portfolio)
BNDBookCleanPrice - (CT.BONDBOOK.CleanPrice) - (CapeTools Bond Portfolio)
BNDBookConvexity2 - (CT.BONDBOOK.Convexity2) - (CapeTools Bond Portfolio)
BNDBookConvexity - (CT.BONDBOOK.Convexity) - (CapeTools Bond Portfolio)
BNDBookCoupons - (CT.BONDBOOK.Coupons) - (CapeTools Bond Portfolio)
BNDBookDCFs - (CT.BONDBOOK.DCFs) - (CapeTools Bond Portfolio)
BNDBookDayCount - (CT.BONDBOOK.DayCount) - (CapeTools Bond Portfolio)
BNDBookDaysAccured - (CT.BONDBOOK.DaysAccured) - (CapeTools Bond Portfolio)
BNDBookDaysToMat - (CT.BONDBOOK.DaysToMat) - (CapeTools Bond Portfolio)
BNDBookDaysToNextFlow - (CT.BONDBOOK.DaysToNextFlow) - (CapeTools Bond Portfolio)
BNDBookDetails - (CT.BONDBOOK.BondDetails) - (CapeTools Bond Portfolio)
BNDBookDirtyPrice2 - (CT.BONDBOOK.DirtyPrice2) - (CapeTools Bond Portfolio)
BNDBookDirtyPrices - (CT.BONDBOOK.DirtyPrices) - (CapeTools Bond Portfolio)
BNDBookDirtyPrice - (CT.BONDBOOK.DirtyPrice) - (CapeTools Bond Portfolio)
BNDBookEndDates - (CT.BONDBOOK.EndDates) - (CapeTools Bond Portfolio)
BNDBookFreq - (CT.BONDBOOK.Freq) - (CapeTools Bond Portfolio)
BNDBookJGBYield - (CT.BONDBOOK.JGBYield) - (CapeTools Bond Portfolio)
BNDBookMacDuration2 - (CT.BONDBOOK.MacDuration2) - (CapeTools Bond Portfolio)
BNDBookMacDuration - (CT.BONDBOOK.MacDuration) - (CapeTools Bond Portfolio)
BNDBookModDuration2 - (CT.BONDBOOK.ModDuration2) - (CapeTools Bond Portfolio)
BNDBookModDuration - (CT.BONDBOOK.ModDuration) - (CapeTools Bond Portfolio)
BNDBookNextCashFlow - (CT.BONDBOOK.NextCashFlow) - (CapeTools Bond Portfolio)
BNDBookNoOfCashFlows - (CT.BONDBOOK.NoOfCashFlows) - (CapeTools Bond Portfolio)
BNDBookPayTimes - (CT.BONDBOOK.PayTimes) - (CapeTools Bond Portfolio)
BNDBookPrevCashFlow - (CT.BONDBOOK.PrevCashFlow) - (CapeTools Bond Portfolio)
BNDBookStartDates - (CT.BONDBOOK.StartDates) - (CapeTools Bond Portfolio)
BNDBookSummary - (CT.BONDBOOK.BondSummary) - (CapeTools Bond Portfolio)
BNDBookYVBP2 - (CT.BONDBOOK.YVBP2) - (CapeTools Bond Portfolio)
BNDBookYVBP - (CT.BONDBOOK.YVBP) - (CapeTools Bond Portfolio)
BNDBookYearsToMat - (CT.BONDBOOK.YearsToMat) - (CapeTools Bond Portfolio)
BNDBookYield2 - (CT.BONDBOOK.Yield2) - (CapeTools Bond Portfolio)
BNDBookYieldToCall - (CT.BONDBOOK.YieldToCall) - (CapeTools Bond Portfolio)
BNDBookYields2 - (CT.BONDBOOK.Yields2) - (CapeTools Bond Portfolio)
BNDBookYield - (CT.BONDBOOK.Yield) - (CapeTools Bond Portfolio)
BONDYC_D - (CT.CRV.BONDYC_D) - (CapeTools Bond Curves)
BONDYC_F - (CT.CRV.BONDYC_F) - (CapeTools Bond Curves)
BONDYC_Z - (CT.CRV.BONDYC_Z) - (CapeTools Bond Curves)
BS73Process2 - (CT.PRO.BS73Process2) - (CapeTools Simple Processes)
BS73Process - (CT.PRO.BS73Process) - (CapeTools Simple Processes)
BSAmericanApprox - (CT.EXO.BSAmericanApprox) - (CapeTools Exotic Options)
BSApproxEngine - (CT.ENG.BSApproxEngine) - (CapeTools American Engine)
BSWBKDisplayLeg2 - (CT.BOOK.BSWBKDisplayLeg2) - (CapeTools Basis Swap Portfolio)
BSWBKDisplayLegEx2 - (CT.BOOK.BSWBKDisplayLegEx2) - (CapeTools Basis Swap Portfolio)
BSWBKDisplayLegEx - (CT.BOOK.BSWBKDisplayLegEx) - (CapeTools Basis Swap Portfolio)
BSWBKDisplayLeg - (CT.BOOK.BSWBKDisplayLeg) - (CapeTools Basis Swap Portfolio)
BarrierOption - (CT.OPT.BarrierOption) - (CapeTools EngineOptions)
BasisSwapPortfolioEx - (CT.BOOK.BasisSwapPortfolioEx) - (CapeTools Basis Swap Portfolio)
BasisSwapPortfolio - (CT.BOOK.BasisSwapPortfolio) - (CapeTools Basis Swap Portfolio)
BasisSwap - (CT.MKT.BasisSwap) - (CapeTools Query Curves)
BasketOption - (CT.OPT.BasketOption) - (CapeTools EngineOptions)
BatesDblExpDetJumpEng - (CT.ENG.BatesDblExpDetJumpEng) - (CapeTools Vanilla Engine)
BatesDetJumpEngine - (CT.ENG.BatesDetJumpEngine) - (CapeTools Vanilla Engine)
BatesDoubleExpEngine - (CT.ENG.BatesDoubleExpEngine) - (CapeTools Vanilla Engine)
BatesEngine - (CT.ENG.BatesEngine) - (CapeTools Vanilla Engine)
BelgianGovtBond_p - (CT.BOND.BelgianGovtBond_p) - (CapeTools Bonds (Price))
BelgianGovtBond_y - (CT.BOND.BelgianGovtBond_y) - (CapeTools Bonds (Yield))
BermOptETRelDateBCs - (CT.FpML.SwapExt.BermOptETRelDateBCs) - (CapeTools FpML SwapsExt)
BermOptETRelDateBDC - (CT.FpML.SwapExt.BermOptETRelDateBDC) - (CapeTools FpML SwapsExt)
BermOptETRelDateDayType - (CT.FpML.SwapExt.BermOptETRelDateDayType) - (CapeTools FpML SwapsExt)
BermOptETRelDatePeriodMultiplier - (CT.FpML.SwapExt.BermOptETRelDatePeriodMultiplier) - (CapeTools FpML SwapsExt)
BermOptETRelDatePeriod - (CT.FpML.SwapExt.BermOptETRelDatePeriod) - (CapeTools FpML SwapsExt)
BermOptETRelDateRelativeTo - (CT.FpML.SwapExt.BermOptETRelDateRelativeTo) - (CapeTools FpML SwapsExt)
BermRelevantUnderlyingDateBCs - (CT.FpML.OS.BermRelevantUnderlyingDateBCs) - (CapeTools FpML Swaption)
BermRelevantUnderlyingDateBDC - (CT.FpML.OS.BermRelevantUnderlyingDateBDC) - (CapeTools FpML Swaption)
BermRelevantUnderlyingDateDayType - (CT.FpML.OS.BermRelevantUnderlyingDateDayType) - (CapeTools FpML Swaption)
BermRelevantUnderlyingDateMultiplier - (CT.FpML.OS.BermRelevantUnderlyingDateMultiplier) - (CapeTools FpML Swaption)
BermRelevantUnderlyingDatePeriod - (CT.FpML.OS.BermRelevantUnderlyingDatePeriod) - (CapeTools FpML Swaption)
BermRelevantUnderlyingDateRelativeTo - (CT.FpML.OS.BermRelevantUnderlyingDateRelativeTo) - (CapeTools FpML Swaption)
BermudanEarliestTimeBC - (CT.FpML.OS.BermudanEarliestTimeBC) - (CapeTools FpML Swaption)
BermudanEarliestTime - (CT.FpML.OS.BermudanEarliestTime) - (CapeTools FpML Swaption)
BermudanExerciseDatesBCs - (CT.FpML.OS.BermudanExerciseDatesBCs) - (CapeTools FpML Swaption)
BermudanExerciseDatesBDC - (CT.FpML.OS.BermudanExerciseDatesBDC) - (CapeTools FpML Swaption)
BermudanExerciseDates - (CT.FpML.OS.BermudanExerciseDates) - (CapeTools FpML Swaption)
BermudanExercise - (CT.EX.BermudanExercise) - (CapeTools Exercise)
BermudanExpirationTimeBC - (CT.FpML.OS.BermudanExpirationTimeBC) - (CapeTools FpML Swaption)
BermudanExpirationTime - (CT.FpML.OS.BermudanExpirationTime) - (CapeTools FpML Swaption)
BernoulliDistribution - (CT.STAT.BernoulliDistribution) - (CapeTools Statistical Distributions)
BinaryBarrier - (CT.EXO.BinaryBarrier) - (CapeTools Exotic Options)
BinaryCDSwap - (CT.CDS.BinaryCDSwap) - (CapeTools Query Credit Curves)
BinaryCreditLinkBondObj - (CT.CDS.BinaryCreditLinkBondObj) - (CapeTools Credit Link Bond/Notes)
BinaryCreditLinkFIXLegObj - (CT.CDS.BinaryCreditLinkFIXLegObj) - (CapeTools Credit Link Bond/Notes)
BinaryCreditLinkFLTLegObj - (CT.CDS.BinaryCreditLinkFLTLegObj) - (CapeTools Credit Link Bond/Notes)
BinomialDistribution - (CT.STAT.BinomialDistribution) - (CapeTools Statistical Distributions)
Bisection - (CT.SOLVER.Bisection) - (CapeTools One-Dimensional Solvers)
Black76 - (CT.EXO.Black76) - (CapeTools Exotic Options)
BlackCapFloorEngine - (CT.ENG.BlackCapFloorEngine) - (CapeTools IR Engine)
BlackModel - (CT.MOD.BlackModel) - (CapeTools Models)
BlackProcess2 - (CT.PRO.BlackProcess2) - (CapeTools Simple Processes)
BlackProcess - (CT.PRO.BlackProcess) - (CapeTools Simple Processes)
BlackSwaptionEngine - (CT.ENG.BlackSwaptionEngine) - (CapeTools IR Engine)
BondAccDayCount - (CT.BOND.AccDayCount) - (CapeTools Query Bonds)
BondAccInterest - (CT.FWDBOND.FwdAccInterest) - (CapeTools Forward Bonds)
BondAccruedAmount - (CT.BOND.AccruedAmount) - (CapeTools Query Bonds)
BondBDC - (CT.BOND.BDC) - (CapeTools Query Bonds)
BondBPV2 - (CT.BOND.BPV2) - (CapeTools Query Bonds)
BondBPV - (CT.BOND.BPV) - (CapeTools Query Bonds)
BondCalendar - (CT.BOND.Calendar) - (CapeTools Query Bonds)
BondCleanPrice2 - (CT.BOND.CleanPrice2) - (CapeTools Query Bonds)
BondCleanPrice - (CT.BOND.CleanPrice) - (CapeTools Query Bonds)
BondConvexity2 - (CT.BOND.Convexity2) - (CapeTools Query Bonds)
BondConvexity - (CT.BOND.Convexity) - (CapeTools Query Bonds)
BondD2Price - (CT.FWDBOND.D2Price) - (CapeTools Forward Bonds)
BondD2Repo - (CT.FWDBOND.D2Repo) - (CapeTools Forward Bonds)
BondDPrice - (CT.FWDBOND.DPrice) - (CapeTools Forward Bonds)
BondDRepo - (CT.FWDBOND.DRepo) - (CapeTools Forward Bonds)
BondDaysAccured - (CT.BOND.DaysAccured) - (CapeTools Query Bonds)
BondDaysToMat - (CT.BOND.DaysToMat) - (CapeTools Query Bonds)
BondDaysToNextFlow - (CT.BOND.DaysToNextFlow) - (CapeTools Query Bonds)
BondDirtyPrice2 - (CT.BOND.DirtyPrice2) - (CapeTools Query Bonds)
BondDirtyPrice - (CT.BOND.DirtyPrice) - (CapeTools Query Bonds)
BondExDivDate - (CT.BOND.ExDivDate) - (CapeTools Query Bonds)
BondFreq - (CT.BOND.Freq) - (CapeTools Query Bonds)
BondFwdCleanPrice - (CT.FWDBOND.FwdCleanPrice) - (CapeTools Forward Bonds)
BondFwdDays - (CT.FWDBOND.FwdDays) - (CapeTools Forward Bonds)
BondFwdDirtyPrice - (CT.FWDBOND.FwdDirtyPrice) - (CapeTools Forward Bonds)
BondJGBYield - (CT.BOND.JGBYield) - (CapeTools Query Bonds)
BondModifiedDuration2 - (CT.BOND.ModifiedDuration2) - (CapeTools Query Bonds)
BondModifiedDuration - (CT.BOND.ModifiedDuration) - (CapeTools Query Bonds)
BondNextCashFlow - (CT.BOND.NextCashFlow) - (CapeTools Query Bonds)
BondNoOfCashFlows - (CT.BOND.NoOfCashFlows) - (CapeTools Query Bonds)
BondPerDayCount - (CT.BOND.PerDayCount) - (CapeTools Query Bonds)
BondPortfolio_p - (CT.BONDBOOK.Portfolio_p) - (CapeTools Bond Portfolio)
BondPortfolio_y - (CT.BONDBOOK.Portfolio_y) - (CapeTools Bond Portfolio)
BondPortfolio - (CT.BONDBOOK.Portfolio) - (CapeTools Bond Portfolio)
BondPrevCashFlow - (CT.BOND.PrevCashFlow) - (CapeTools Query Bonds)
BondRepoRate - (CT.FWDBOND.RepoRate) - (CapeTools Forward Bonds)
BondSettDate - (CT.BOND.SettDate) - (CapeTools Query Bonds)
BondSummary - (CT.BOND.BondSummary) - (CapeTools Query Bonds)
BondYVBP2 - (CT.BOND.YVBP2) - (CapeTools Query Bonds)
BondYVBP - (CT.BOND.YVBP) - (CapeTools Query Bonds)
BondYearsToMat - (CT.BOND.YearsToMat) - (CapeTools Query Bonds)
BondYield2 - (CT.BOND.Yield2) - (CapeTools Query Bonds)
BondYieldToCall - (CT.BOND.YieldToCall) - (CapeTools Query Bonds)
BondYields2 - (CT.BOND.Yields2) - (CapeTools Query Bonds)
BondYields - (CT.BOND.Yields) - (CapeTools Query Bonds)
BondYield - (CT.BOND.Yield) - (CapeTools Query Bonds)
Brent - (CT.SOLVER.Brent) - (CapeTools One-Dimensional Solvers)
BuyerPartyRef - (CT.FpML.OS.BuyerPartyRef) - (CapeTools FpML Swaption)

Copyright (c) 2003-2007 CapeTools - All Rights Reserved.