API Index - S





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

Key TAGs | Excel Index | API Index


http://www.QuantTools.com



FunctionName - (Excel FunctionName) - (Category)


SABRATMVol - (CT.MKT.SABRATMVol) - (CapeTools Query Curves)
SABRAlpha - (CT.MKT.SABRAlpha) - (CapeTools Query Curves)
SABRBeta - (CT.MKT.SABRBeta) - (CapeTools Query Curves)
SABRCalibInst2 - (CT.CAL.SABRCalibInst2) - (CapeTools SABR Calibration)
SABRCalibInst3 - (CT.CAL.SABRCalibInst3) - (CapeTools SABR Calibration)
SABRCalibInst - (CT.CAL.SABRCalibInst) - (CapeTools SABR Calibration)
SABRRho - (CT.MKT.SABRRho) - (CapeTools Query Curves)
SABRVol2 - (CT.MKT.SABRVol2) - (CapeTools Query Curves)
SABRVol3 - (CT.MKT.SABRVol3) - (CapeTools Query Curves)
SABRVolCurve - (CT.CRV.SABRVolCurve) - (CapeTools Volatility Curves)
SABRVol - (CT.MKT.SABRVol) - (CapeTools Query Curves)
SOLVEAmericanExchangeOption - (CT.SOLVEAmericanExchangeOption) - (CapeTools Option Solver)
SOLVEAssetOrNothing - (CT.SOLVEAssetOrNothing) - (CapeTools Option Solver)
SOLVEBAWAmericanApprox - (CT.SOLVEBAWAmericanApprox) - (CapeTools Option Solver)
SOLVEBSAmericanApprox - (CT.SOLVEBSAmericanApprox) - (CapeTools Option Solver)
SOLVEBinaryBarrier - (CT.SOLVEBinaryBarrier) - (CapeTools Option Solver)
SOLVEBlack76 - (CT.SOLVEBlack76) - (CapeTools Option Solver)
SOLVECashOrNothingOption - (CT.SOLVECashOrNothingOption) - (CapeTools Option Solver)
SOLVEComplexChooser - (CT.SOLVEComplexChooser) - (CapeTools Option Solver)
SOLVEDoubleBarrier - (CT.SOLVEDoubleBarrier) - (CapeTools Option Solver)
SOLVEEquityLinkedFXO - (CT.SOLVEEquityLinkedFXO) - (CapeTools Option Solver)
SOLVEEuropeanExchangeOption - (CT.SOLVEEuropeanExchangeOption) - (CapeTools Option Solver)
SOLVEExchangeExchangeOption - (CT.SOLVEExchangeExchangeOption) - (CapeTools Option Solver)
SOLVEExecutive - (CT.SOLVEExecutive) - (CapeTools Option Solver)
SOLVEExtendibleWriter - (CT.SOLVEExtendibleWriter) - (CapeTools Option Solver)
SOLVEExtremeSpreadOption - (CT.SOLVEExtremeSpreadOption) - (CapeTools Option Solver)
SOLVEFixedStrikeLookback - (CT.SOLVEFixedStrikeLookback) - (CapeTools Option Solver)
SOLVEFloatingStrikeLookback - (CT.SOLVEFloatingStrikeLookback) - (CapeTools Option Solver)
SOLVEForEquOptInDomCur - (CT.SOLVEForEquOptInDomCur) - (CapeTools Option Solver)
SOLVEForwardStartOption - (CT.SOLVEForwardStartOption) - (CapeTools Option Solver)
SOLVEGBlackScholes - (CT.SOLVEGBlackScholes) - (CapeTools Option Solver)
SOLVEGapOption - (CT.SOLVEGapOption) - (CapeTools Option Solver)
SOLVEGeometricAverageRateOption - (CT.SOLVEGeometricAverageRateOption) - (CapeTools Option Solver)
SOLVEJumpDiffusion - (CT.SOLVEJumpDiffusion) - (CapeTools Option Solver)
SOLVELevyAsian - (CT.SOLVELevyAsian) - (CapeTools Option Solver)
SOLVELookBarrier - (CT.SOLVELookBarrier) - (CapeTools Option Solver)
SOLVEOptionsOnOptions - (CT.SOLVEOptionsOnOptions) - (CapeTools Option Solver)
SOLVEOptionsOnTheMaxMin - (CT.SOLVEOptionsOnTheMaxMin) - (CapeTools Option Solver)
SOLVEPartialFixedLB - (CT.SOLVEPartialFixedLB) - (CapeTools Option Solver)
SOLVEPartialFloatLB - (CT.SOLVEPartialFloatLB) - (CapeTools Option Solver)
SOLVEPartialTimeTwoAssetBarrier - (CT.SOLVEPartialTimeTwoAssetBarrier) - (CapeTools Option Solver)
SOLVEQuanto - (CT.SOLVEQuanto) - (CapeTools Option Solver)
SOLVESimpleChooser - (CT.SOLVESimpleChooser) - (CapeTools Option Solver)
SOLVESoftBarrier - (CT.SOLVESoftBarrier) - (CapeTools Option Solver)
SOLVESpreadApproximation - (CT.SOLVESpreadApproximation) - (CapeTools Option Solver)
SOLVEStandardBarrier - (CT.SOLVEStandardBarrier) - (CapeTools Option Solver)
SOLVESuperShare - (CT.SOLVESuperShare) - (CapeTools Option Solver)
SOLVETakeoverFXoption - (CT.SOLVETakeoverFXoption) - (CapeTools Option Solver)
SOLVETimeSwitchOption - (CT.SOLVETimeSwitchOption) - (CapeTools Option Solver)
SOLVETurnbullWakemanAsian - (CT.SOLVETurnbullWakemanAsian) - (CapeTools Option Solver)
SOLVETwoAssetBarrier - (CT.SOLVETwoAssetBarrier) - (CapeTools Option Solver)
SOLVETwoAssetCashOrNothing - (CT.SOLVETwoAssetCashOrNothing) - (CapeTools Option Solver)
SOLVETwoAssetCorrelation - (CT.SOLVETwoAssetCorrelation) - (CapeTools Option Solver)
SQRTProcess - (CT.PRO.SQRTProcess) - (CapeTools Simple Processes)
SSWPAccrualDays - (CT.SWP.SSWPAccrualDays) - (CapeTools Query Swaps)
SSWPAccrualTimes - (CT.SWP.SSWPAccrualTimes) - (CapeTools Query Swaps)
SSWPCouponArray - (CT.SWP.SSWPCouponArray) - (CapeTools Query Swaps)
SSWPDCFs - (CT.SWP.SSWPDCFs) - (CapeTools Query Swaps)
SSWPEndDates - (CT.SWP.SSWPEndDates) - (CapeTools Query Swaps)
SSWPFairRate - (CT.SWP.SSWPFairRate) - (CapeTools Query Swaps)
SSWPFairSpread - (CT.SWP.SSWPFairSpread) - (CapeTools Query Swaps)
SSWPFixings - (CT.SWP.SSWPFixings) - (CapeTools Query Swaps)
SSWPFlatFixedRate - (CT.SWP.SSWPFlatFixedRate) - (CapeTools Query Swaps)
SSWPFlatSpread - (CT.SWP.SSWPFlatSpread) - (CapeTools Query Swaps)
SSWPLegBPS - (CT.SWP.SSWPLegBPS) - (CapeTools Query Swaps)
SSWPLegNominals - (CT.SWP.SSWPLegNominals) - (CapeTools Query Swaps)
SSWPPayTimes - (CT.SWP.SSWPPayTimes) - (CapeTools Query Swaps)
SSWPResetTimes - (CT.SWP.SSWPResetTimes) - (CapeTools Query Swaps)
SSWPSpreadArray - (CT.SWP.SSWPSpreadArray) - (CapeTools Query Swaps)
SSWPStartDates - (CT.SWP.SSWPStartDates) - (CapeTools Query Swaps)
STK_AmericanExchangeOption - (CT.STK_AmericanExchangeOption) - (CapeTools Stock Option Portfolio)
STK_AssetOrNothing - (CT.STK_AssetOrNothing) - (CapeTools Stock Option Portfolio)
STK_BAWAmericanApprox - (CT.STK_BAWAmericanApprox) - (CapeTools Stock Option Portfolio)
STK_BSAmericanApprox - (CT.STK_BSAmericanApprox) - (CapeTools Stock Option Portfolio)
STK_BinaryBarrier - (CT.STK_BinaryBarrier) - (CapeTools Stock Option Portfolio)
STK_Black76 - (CT.STK_Black76) - (CapeTools Stock Option Portfolio)
STK_CashOrNothingOption - (CT.STK_CashOrNothingOption) - (CapeTools Stock Option Portfolio)
STK_ComplexChooser - (CT.STK_ComplexChooser) - (CapeTools Stock Option Portfolio)
STK_DoubleBarrier - (CT.STK_DoubleBarrier) - (CapeTools Stock Option Portfolio)
STK_EquityLinkedFXO - (CT.STK_EquityLinkedFXO) - (CapeTools Stock Option Portfolio)
STK_EuropeanExchangeOption - (CT.STK_EuropeanExchangeOption) - (CapeTools Stock Option Portfolio)
STK_ExchangeExchangeOption - (CT.STK_ExchangeExchangeOption) - (CapeTools Stock Option Portfolio)
STK_Executive - (CT.STK_Executive) - (CapeTools Stock Option Portfolio)
STK_ExtendibleWriter - (CT.STK_ExtendibleWriter) - (CapeTools Stock Option Portfolio)
STK_ExtremeSpreadOption - (CT.STK_ExtremeSpreadOption) - (CapeTools Stock Option Portfolio)
STK_FixedStrikeLookback - (CT.STK_FixedStrikeLookback) - (CapeTools Stock Option Portfolio)
STK_FloatingStrikeLookback - (CT.STK_FloatingStrikeLookback) - (CapeTools Stock Option Portfolio)
STK_ForEquOptInDomCur - (CT.STK_ForEquOptInDomCur) - (CapeTools Stock Option Portfolio)
STK_ForwardStartOption - (CT.STK_ForwardStartOption) - (CapeTools Stock Option Portfolio)
STK_GBlackScholes - (CT.STK_GBlackScholes) - (CapeTools Stock Option Portfolio)
STK_GapOption - (CT.STK_GapOption) - (CapeTools Stock Option Portfolio)
STK_GeometricAverageRateOption - (CT.STK_GeometricAverageRateOption) - (CapeTools Stock Option Portfolio)
STK_JumpDiffusion - (CT.STK_JumpDiffusion) - (CapeTools Stock Option Portfolio)
STK_LevyAsian - (CT.STK_LevyAsian) - (CapeTools Stock Option Portfolio)
STK_LookBarrier - (CT.STK_LookBarrier) - (CapeTools Stock Option Portfolio)
STK_OptionsOnOptions - (CT.STK_OptionsOnOptions) - (CapeTools Stock Option Portfolio)
STK_OptionsOnTheMaxMin - (CT.STK_OptionsOnTheMaxMin) - (CapeTools Stock Option Portfolio)
STK_PartialFixedLB - (CT.STK_PartialFixedLB) - (CapeTools Stock Option Portfolio)
STK_PartialFloatLB - (CT.STK_PartialFloatLB) - (CapeTools Stock Option Portfolio)
STK_PartialTimeTwoAssetBarrier - (CT.STK_PartialTimeTwoAssetBarrier) - (CapeTools Stock Option Portfolio)
STK_Quanto - (CT.STK_Quanto) - (CapeTools Stock Option Portfolio)
STK_SimpleChooser - (CT.STK_SimpleChooser) - (CapeTools Stock Option Portfolio)
STK_SoftBarrier - (CT.STK_SoftBarrier) - (CapeTools Stock Option Portfolio)
STK_SpreadApproximation - (CT.STK_SpreadApproximation) - (CapeTools Stock Option Portfolio)
STK_StandardBarrier - (CT.STK_StandardBarrier) - (CapeTools Stock Option Portfolio)
STK_SuperShare - (CT.STK_SuperShare) - (CapeTools Stock Option Portfolio)
STK_TakeoverFXoption - (CT.STK_TakeoverFXoption) - (CapeTools Stock Option Portfolio)
STK_TimeSwitchOption - (CT.STK_TimeSwitchOption) - (CapeTools Stock Option Portfolio)
STK_TurnbullWakemanAsian - (CT.STK_TurnbullWakemanAsian) - (CapeTools Stock Option Portfolio)
STK_TwoAssetBarrier - (CT.STK_TwoAssetBarrier) - (CapeTools Stock Option Portfolio)
STK_TwoAssetCashOrNothing - (CT.STK_TwoAssetCashOrNothing) - (CapeTools Stock Option Portfolio)
STK_TwoAssetCorrelation - (CT.STK_TwoAssetCorrelation) - (CapeTools Stock Option Portfolio)
SWBKDisplayLeg2 - (CT.BOOK.SWBKDisplayLeg2) - (CapeTools Swap Portfolio)
SWBKDisplayLeg - (CT.BOOK.SWBKDisplayLeg) - (CapeTools Swap Portfolio)
SaveVCRiskReport - (CT.RSK.SaveVCRiskReport) - (CapeTools IR Risk)
SaveYCRiskReport - (CT.RSK.SaveYCRiskReport) - (CapeTools IR Risk)
Secant - (CT.SOLVER.Secant) - (CapeTools One-Dimensional Solvers)
SecondAdjustedPrincipleExchangeDate - (CT.FpML.SW.SecondAdjustedPrincipleExchangeDate) - (CapeTools FpML Swaps)
SecondPrincipleExchangeAmount - (CT.FpML.SW.SecondPrincipleExchangeAmount) - (CapeTools FpML Swaps)
SegmentIntegral - (CT.FUNC.SegmentIntegral) - (CapeTools Utils)
SelectCols - (CT.Range.SelectCols) - (CapeTools Range Utils)
SelectCol - (CT.Range.SelectCol) - (CapeTools Range Utils)
SelectRows - (CT.Range.SelectRows) - (CapeTools Range Utils)
SelectRow - (CT.Range.SelectRow) - (CapeTools Range Utils)
SelectSubRange - (CT.Range.SubRange) - (CapeTools Range Utils)
SellerPartyRef - (CT.FpML.OS.SellerPartyRef) - (CapeTools FpML Swaption)
ShowIndexForwards - (CT.MKT.ShowIndexForwards) - (CapeTools Display Curves)
ShowIndexFwdSpreads - (CT.MKT.ShowIndexFwdSpreads) - (CapeTools Display Curves)
ShowYCCashRates - (CT.MKT.ShowYCCashRates) - (CapeTools Display Curves)
ShowYCDiscounts2 - (CT.MKT.ShowYCDiscounts2) - (CapeTools Display Curves)
ShowYCDiscounts3 - (CT.MKT.ShowYCDiscounts3) - (CapeTools Display Curves)
ShowYCDiscounts - (CT.MKT.ShowYCDiscounts) - (CapeTools Display Curves)
ShowYCEndDates - (CT.MKT.ShowYCEndDates) - (CapeTools Display Curves)
ShowYCForwards - (CT.MKT.ShowYCForwards) - (CapeTools Display Curves)
ShowYCFwdSpreads - (CT.MKT.ShowYCFwdSpreads) - (CapeTools Display Curves)
ShowYCMKTRates2 - (CT.MKT.ShowYCMKTRates2) - (CapeTools Display Curves)
ShowYCMKTRates3 - (CT.MKT.ShowYCMKTRates3) - (CapeTools Display Curves)
ShowYCMKTRates - (CT.MKT.ShowYCMKTRates) - (CapeTools Display Curves)
ShowYCStartDates - (CT.MKT.ShowYCStartDates) - (CapeTools Display Curves)
ShowYCZeros2 - (CT.MKT.ShowYCZeros2) - (CapeTools Display Curves)
ShowYCZeros3 - (CT.MKT.ShowYCZeros3) - (CapeTools Display Curves)
ShowYCZeros - (CT.MKT.ShowYCZeros) - (CapeTools Display Curves)
SimpleChooser - (CT.EXO.SimpleChooser) - (CapeTools Exotic Options)
SimpleDCF_T - (CT.UTIL.SimpleDCF_T) - (CapeTools Utils)
SimpleDCF - (CT.UTIL.SimpleDCF) - (CapeTools Utils)
Simplex - (CT.CALIB.Simplex) - (CapeTools Calibration Tools)
SimpsonIntegral - (CT.FUNC.SimpsonIntegral) - (CapeTools Utils)
SoftBarrier - (CT.EXO.SoftBarrier) - (CapeTools Exotic Options)
SolveForCoupon - (CT.LEG.SolveForCoupon) - (CapeTools Query Legs)
SolveForMargin - (CT.LEG.SolveForMargin) - (CapeTools Query Legs)
SouthAfricanGovtBond_p - (CT.BOND.SouthAfricanGovtBond_p) - (CapeTools Bonds (Price))
SouthAfricanGovtBond_y - (CT.BOND.SouthAfricanGovtBond_y) - (CapeTools Bonds (Yield))
SpanishGovtBond_p - (CT.BOND.SpanishGovtBond_p) - (CapeTools Bonds (Price))
SpanishGovtBond_y - (CT.BOND.SpanishGovtBond_y) - (CapeTools Bonds (Yield))
SpreadApproximation - (CT.EXO.SpreadApproximation) - (CapeTools Exotic Options)
SpreadInitialValue - (CT.FpML.SW.SpreadInitialValue) - (CapeTools FpML Swaps)
SpreadStepDates - (CT.FpML.SW.SpreadStepDates) - (CapeTools FpML Swaps)
SpreadStepValues - (CT.FpML.SW.SpreadStepValues) - (CapeTools FpML Swaps)
SquareRangeCreate - (CT.Range.SquareRangeCreate) - (CapeTools Range Utils)
StandardBarrier - (CT.EXO.StandardBarrier) - (CapeTools Exotic Options)
SteepestDescent - (CT.CALIB.SteepestDescent) - (CapeTools Calibration Tools)
StepMonteCarlo - (CT.PRO.StepMonteCarlo) - (CapeTools (Compact) Process Simulation)
StrgyBackSpread - (CT.Strategy.StrgyBackSpread) - (CapeTools Option Strategy)
StrgyBearBull - (CT.Strategy.StrgyBearBull) - (CapeTools Option Strategy)
StrgyBfly - (CT.Strategy.StrgyBfly) - (CapeTools Option Strategy)
StrgyCallPut - (CT.Strategy.StrgyCallPut) - (CapeTools Option Strategy)
StrgyCondor - (CT.Strategy.StrgyCondor) - (CapeTools Option Strategy)
StrgyIronBfly - (CT.Strategy.StrgyIronBfly) - (CapeTools Option Strategy)
StrgyRatioVSpread - (CT.Strategy.StrgyRatioVSpread) - (CapeTools Option Strategy)
StrgyStraddle - (CT.Strategy.StrgyStraddle) - (CapeTools Option Strategy)
StrgyStrangle - (CT.Strategy.StrgyStrangle) - (CapeTools Option Strategy)
StrgyTimeSpread - (CT.Strategy.StrgyTimeSpread) - (CapeTools Option Strategy)
StrgyXmasTree - (CT.Strategy.StrgyXmasTree) - (CapeTools Option Strategy)
StubCalcRef - (CT.FpML.SW.StubCalcRef) - (CapeTools FpML Swaps)
StudentTDist - (CT.STAT.StudentTDist) - (CapeTools Statistical Distributions)
StulzEngine - (CT.ENG.StulzEngine) - (CapeTools Basket Engine)
SubOptionBook - (CT.EXOT.SubOptionBook) - (CapeTools Exotic Options Tools)
SuperShare - (CT.EXO.SuperShare) - (CapeTools Exotic Options)
Swap2 - (CT.SWP.Swap2) - (CapeTools Swaps)
SwapComment - (CT.FpML.SW.SwapComment) - (CapeTools FpML Swaps)
SwapFIXFIX2 - (CT.SWP.SwapFIXFIX2) - (CapeTools Swaps)
SwapFIXFIX3 - (CT.SWP.SwapFIXFIX3) - (CapeTools Swaps)
SwapFIXFIX - (CT.SWP.SwapFIXFIX) - (CapeTools Swaps)
SwapFIXFLT2 - (CT.SWP.SwapFIXFLT2) - (CapeTools Swaps)
SwapFIXFLT - (CT.SWP.SwapFIXFLT) - (CapeTools Swaps)
SwapFLTFLT2 - (CT.SWP.SwapFLTFLT2) - (CapeTools Swaps)
SwapFLTFLT3 - (CT.SWP.SwapFLTFLT3) - (CapeTools Swaps)
SwapFLTFLT - (CT.SWP.SwapFLTFLT) - (CapeTools Swaps)
SwapPortfolio - (CT.BOOK.SwapPortfolio) - (CapeTools Swap Portfolio)
SwaptionPortfolio - (CT.BOOK.SwaptionPortfolio) - (CapeTools Swaption Portfolio)
Swaption - (CT.OPT.Swaption) - (CapeTools IREngineOptions)
Swap - (CT.SWP.Swap) - (CapeTools Swaps)
SwedishGovtBond_p - (CT.BOND.SwedishGovtBond_p) - (CapeTools Bonds (Price))
SwedishGovtBond_y - (CT.BOND.SwedishGovtBond_y) - (CapeTools Bonds (Yield))
SwissGovtBond_p - (CT.BOND.SwissGovtBond_p) - (CapeTools Bonds (Price))
SwissGovtBond_y - (CT.BOND.SwissGovtBond_y) - (CapeTools Bonds (Yield))

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