Class C19: Other special functions
Modules
Package IMSLM (Installed on ITL)
- CONST
- Various mathematical and physical constants.
- CUNIT
- Convert X in units XUNITS to Y in units YUNITS.
- DCONST
- Various mathematical and physical constants.
- DCUNIT
- Convert X in units XUNITS to Y in units YUNITS.
Package NAG
- C05BAF
- Real values of Lambert's W function, W(x)
- S30AAF
- Black–Scholes–Merton option pricing formula
- S30ABF
- Black–Scholes–Merton option pricing formula with Greeks
- S30BAF
- Floating-strike lookback option pricing formula
- S30BBF
- Floating-strike lookback option pricing formula
with Greeks
- S30CAF
- Binary option: cash-or-nothing pricing formula
- S30CBF
- Binary option: cash-or-nothing pricing formula
with Greeks
- S30CCF
- Binary option: asset-or-nothing pricing formula
- S30CDF
- Binary option: asset-or-nothing pricing formula
with Greeks
- S30FAF
- Standard barrier option pricing formula
- S30JAF
- Jump-diffusion, Merton's model, option pricing formula
- S30JBF
- Jump-diffusion, Merton's model, option pricing formula
with Greeks
- S30NAF
- Heston's model option pricing formula
- S30QCF
- American option: Bjerksund and Stensland pricing formula
- S30SAF
- Asian option: geometric continuous average rate pricing formula
- S30SBF
- Asian option: geometric continuous average rate pricing formula with Greeks
Package SLATEC (Downloadable; Installed on ITL, ARNO)
- DRC3JJ
- Evaluate the 3j symbol f(L1) = ( L1 L2 L3)(-M2-M3 M2 M3) for all allowed values of L1, the other parameters being held fixed.
- DRC3JM
- Evaluate the 3j symbol g(M2) = (L1 L2 L3 )(M1 M2 -M1-M2) for all allowed values of M2, the other parameters being held fixed.
- DRC6J
- Evaluate the 6j symbol h(L1) = {L1 L2 L3}{L4 L5 L6} for all allowed values of L1, the other parameters being held fixed.
- RC3JJ
- Evaluate the 3j symbol f(L1) = ( L1 L2 L3)(-M2-M3 M2 M3) for all allowed values of L1, the other parameters being held fixed.
- RC3JM
- Evaluate the 3j symbol g(M2) = (L1 L2 L3 )(M1 M2 -M1-M2) for all allowed values of M2, the other parameters being held fixed.
- RC6J
- Evaluate the 6j symbol h(L1) = {L1 L2 L3}{L4 L5 L6} for all allowed values of L1, the other parameters being held fixed.
Package TOMS (Downloadable)
- 743
- WAPR: Calculates real values of the W-function, where W(x) is defined by solutions of W exp(W) = x. Results are computed to the floating-point precision available on the host machine. (See D. Barry, S. Barry, and P. Culligan-Hensley, ACM TOMS 21 (1995) pp. 172-181.).
- 745
- Evaluates Fermi_Dirac integrals, complete and incomplete, for real order and argument. (See M. Goano, ACM TOMS 21 (1995) pp. 221-232.).
- 757
- MISCFUN: computes less common special functions such as Abramowitz functions, Airy variants, Bessel integrals, Debye functions, Struve functions, Synchrotron radiation functions, transport integrals, Clausen''s integral, Lobachevski''s integral, Stromgren''s integral, and others. (See A.J. MacLeod, ACM TOMS 22 (1996) pp. 288-30).
- 779
- Computes Fermi-Dirac integrals of orders -1/2, 1/2, 3/2 and 5/2, using Chebyshev polynomial expansions which provide double precision IEEE accuracy. (See A. MacLeod, ACM TOMS 24 (1997) pp. 1-12.).