Function Name |
Mark of Introduction |
Purpose |
s01bac
Example Text
Example Data |
7 |
nag_shifted_log
|
s10aac
Example Text
Example Data |
1 |
nag_tanh
Hyperbolic tangent, tanh |
s10abc
Example Text
Example Data |
1 |
nag_sinh
Hyperbolic sine, sinh |
s10acc
Example Text
Example Data |
1 |
nag_cosh
Hyperbolic cosine, cosh |
s11aac
Example Text
Example Data |
1 |
nag_arctanh
Inverse hyperbolic tangent, arctanh |
s11abc
Example Text
Example Data |
1 |
nag_arcsinh
Inverse hyperbolic sine, arcsinh |
s11acc
Example Text
Example Data |
1 |
nag_arccosh
Inverse hyperbolic cosine, arccosh |
s13aac
Example Text
Example Data Example Plot |
1 |
nag_exp_integral
Exponential integral |
s13acc
Example Text
Example Data Example Plot |
1 |
nag_cos_integral
Cosine integral |
s13adc
Example Text
Example Data Example Plot |
1 |
nag_sin_integral
Sine integral |
s14aac
Example Text
Example Data Example Plot |
1 |
nag_gamma
Gamma function |
s14abc
Example Text
Example Data Example Plot |
1 |
nag_log_gamma
Log gamma function |
s14acc
Example Text
Example Data Example Plot |
7 |
nag_polygamma_fun
|
s14adc
Example Text
Example Data |
7 |
nag_polygamma_deriv
Scaled derivatives of |
s14aec
Example Text
Example Data |
6 |
nag_real_polygamma
Derivative of the psi function |
s14afc
Example Text
Example Data |
6 |
nag_complex_polygamma
Derivative of the psi function |
s14agc
Example Text
Example Data |
7 |
nag_complex_log_gamma
Logarithm of the gamma function , complex argument |
s14ahc
Example Text
Example Data Example Plot |
9 |
nag_scaled_log_gamma
Scaled log gamma function , where |
s14bac
Example Text
Example Data Example Plot |
1 |
nag_incomplete_gamma
Incomplete gamma functions and |
s14cbc
Example Text
Example Data |
23 |
nag_log_beta
Logarithm of the beta function |
s14ccc
Example Text
Example Data |
23 |
nag_incomplete_beta
Incomplete beta function and its complement |
s15abc
Example Text
Example Data |
1 |
nag_cumul_normal
Cumulative Normal distribution function |
s15acc
Example Text
Example Data |
1 |
nag_cumul_normal_complem
Complement of cumulative Normal distribution function |
s15adc
Example Text
Example Data |
1 |
nag_erfc
Complement of error function |
s15aec
Example Text
Example Data |
1 |
nag_erf
Error function |
s15afc
Example Text
Example Data |
7 |
nag_dawson
Dawson's integral |
s15agc
Example Text
Example Data |
9 |
nag_erfcx
Scaled complement of error function, |
s15ddc
Example Text
Example Data |
7 |
nag_complex_erfc
Scaled complex complement of error function, |
s17acc
Example Text
Example Data Example Plot |
1 |
nag_bessel_y0
Bessel function |
s17adc
Example Text
Example Data Example Plot |
1 |
nag_bessel_y1
Bessel function |
s17aec
Example Text
Example Data Example Plot |
1 |
nag_bessel_j0
Bessel function |
s17afc
Example Text
Example Data Example Plot |
1 |
nag_bessel_j1
Bessel function |
s17agc
Example Text
Example Data Example Plot |
1 |
nag_airy_ai
Airy function |
s17ahc
Example Text
Example Data Example Plot |
1 |
nag_airy_bi
Airy function |
s17ajc
Example Text
Example Data Example Plot |
1 |
nag_airy_ai_deriv
Airy function |
s17akc
Example Text
Example Data Example Plot |
1 |
nag_airy_bi_deriv
Airy function |
s17alc
Example Text
Example Data |
6 |
nag_bessel_zeros
Zeros of Bessel functions , , or |
s17aqc
Example Text
Example Data |
23 |
nag_bessel_y0_vector
Bessel function vectorized |
s17arc
Example Text
Example Data |
23 |
nag_bessel_y1_vector
Bessel function vectorized |
s17asc
Example Text
Example Data |
23 |
nag_bessel_j0_vector
Bessel function vectorized |
s17atc
Example Text
Example Data |
23 |
nag_bessel_j1_vector
Bessel function vectorized |
s17auc
Example Text
Example Data |
23 |
nag_airy_ai_vector
Airy function vectorized |
s17avc
Example Text
Example Data |
23 |
nag_airy_bi_vector
Airy function vectorized |
s17awc
Example Text
Example Data |
23 |
nag_airy_ai_deriv_vector
Derivatives of the Airy function, vectorized |
s17axc
Example Text
Example Data |
23 |
nag_airy_bi_deriv_vector
Derivatives of the Airy function, vectorized |
s17dcc
Example Text
Example Data |
7 |
nag_complex_bessel_y
Bessel functions , real , complex , |
s17dec
Example Text
Example Data |
7 |
nag_complex_bessel_j
Bessel functions , real , complex , |
s17dgc
Example Text
Example Data |
7 |
nag_complex_airy_ai
Airy functions and , complex |
s17dhc
Example Text
Example Data |
7 |
nag_complex_airy_bi
Airy functions and , complex |
s17dlc
Example Text
Example Data |
7 |
nag_complex_hankel
Hankel functions , , real , complex , |
s17gac
Example Text
Example Data Example Plot |
26.1 |
nag_struve_h0
Struve function of order , |
s17gbc
Example Text
Example Data Example Plot |
26.1 |
nag_struve_h1
Struve function of order , |
s18acc
Example Text
Example Data Example Plot |
1 |
nag_bessel_k0
Modified Bessel function |
s18adc
Example Text
Example Data Example Plot |
1 |
nag_bessel_k1
Modified Bessel function |
s18aec
Example Text
Example Data Example Plot |
1 |
nag_bessel_i0
Modified Bessel function |
s18afc
Example Text
Example Data Example Plot |
1 |
nag_bessel_i1
Modified Bessel function |
s18aqc
Example Text
Example Data |
23 |
nag_bessel_k0_vector
Modified Bessel function vectorized |
s18arc
Example Text
Example Data |
23 |
nag_bessel_k1_vector
Modified Bessel function vectorized |
s18asc
Example Text
Example Data |
23 |
nag_bessel_i0_vector
Modified Bessel function vectorized |
s18atc
Example Text
Example Data |
23 |
nag_bessel_i1_vector
Modified Bessel function vectorized |
s18ccc
Example Text
Example Data |
2 |
nag_bessel_k0_scaled
Scaled modified Bessel function |
s18cdc
Example Text
Example Data |
2 |
nag_bessel_k1_scaled
Scaled modified Bessel function |
s18cec
Example Text
Example Data |
2 |
nag_bessel_i0_scaled
Scaled modified Bessel function |
s18cfc
Example Text
Example Data |
2 |
nag_bessel_i1_scaled
Scaled modified Bessel function |
s18cqc
Example Text
Example Data |
23 |
nag_bessel_k0_scaled_vector
Scaled modified Bessel function vectorized |
s18crc
Example Text
Example Data |
23 |
nag_bessel_k1_scaled_vector
Scaled modified Bessel function vectorized |
s18csc
Example Text
Example Data |
23 |
nag_bessel_i0_scaled_vector
Scaled modified Bessel function vectorized |
s18ctc
Example Text
Example Data |
23 |
nag_bessel_i1_scaled_vector
Scaled modified Bessel function vectorized |
s18dcc
Example Text
Example Data |
7 |
nag_complex_bessel_k
Modified Bessel functions , real , complex , |
s18dec
Example Text
Example Data |
7 |
nag_complex_bessel_i
Modified Bessel functions , real , complex , |
s18ecc
Example Text
Example Data |
6 |
nag_bessel_i_nu_scaled
Scaled modified Bessel function |
s18edc
Example Text
Example Data |
6 |
nag_bessel_k_nu_scaled
Scaled modified Bessel function |
s18eec
Example Text
Example Data |
6 |
nag_bessel_i_nu
Modified Bessel function |
s18efc
Example Text
Example Data |
6 |
nag_bessel_k_nu
Modified Bessel function |
s18egc
Example Text
Example Data |
6 |
nag_bessel_k_alpha
Modified Bessel functions for real , selected values of and |
s18ehc
Example Text
Example Data |
6 |
nag_bessel_k_alpha_scaled
Scaled modified Bessel functions for real , selected values of and |
s18ejc
Example Text
Example Data |
6 |
nag_bessel_i_alpha
Modified Bessel functions or for real , non-negative and |
s18ekc
Example Text
Example Data |
6 |
nag_bessel_j_alpha
Bessel functions or for real , non-negative and |
s18gac
Example Text
Example Data Example Plot |
26.1 |
nag_struve_l0
Modified Struve function of order , |
s18gbc
Example Text
Example Data Example Plot |
26.1 |
nag_struve_l1
Modified Struve function of order , |
s18gcc
Example Text
Example Data Example Plot |
26.1 |
nag_struve_i0ml0
The function , where is a modified Bessel function and is a Struve function |
s18gdc
Example Text
Example Data Example Plot |
26.1 |
nag_struve_i1ml1
The function , where is a modified Bessel function and is a Struve function |
s18gkc
Example Text
Example Data |
7 |
nag_complex_bessel_j_seq
Bessel function of the 1st kind |
s19aac
Example Text
Example Data |
1 |
nag_kelvin_ber
Kelvin function |
s19abc
Example Text
Example Data |
1 |
nag_kelvin_bei
Kelvin function |
s19acc
Example Text
Example Data |
1 |
nag_kelvin_ker
Kelvin function |
s19adc
Example Text
Example Data |
1 |
nag_kelvin_kei
Kelvin function |
s19anc
Example Text
Example Data |
23 |
nag_kelvin_ber_vector
Kelvin function vectorized |
s19apc
Example Text
Example Data |
23 |
nag_kelvin_bei_vector
Kelvin function vectorized |
s19aqc
Example Text
Example Data |
23 |
nag_kelvin_ker_vector
Kelvin function vectorized |
s19arc
Example Text
Example Data |
23 |
nag_kelvin_kei_vector
Kelvin function vectorized |
s20acc
Example Text
Example Data Example Plot |
1 |
nag_fresnel_s
Fresnel integral |
s20adc
Example Text
Example Data Example Plot |
1 |
nag_fresnel_c
Fresnel integral |
s20aqc
Example Text
Example Data |
23 |
nag_fresnel_s_vector
Fresnel integral vectorized |
s20arc
Example Text
Example Data |
23 |
nag_fresnel_c_vector
Fresnel integral vectorized |
s21bac
Example Text |
1 |
nag_elliptic_integral_rc
Degenerate symmetrised elliptic integral of 1st kind |
s21bbc
Example Text |
1 |
nag_elliptic_integral_rf
Symmetrised elliptic integral of 1st kind |
s21bcc
Example Text |
1 |
nag_elliptic_integral_rd
Symmetrised elliptic integral of 2nd kind |
s21bdc
Example Text |
1 |
nag_elliptic_integral_rj
Symmetrised elliptic integral of 3rd kind |
s21bec
Example Text Example Plot |
9 |
nag_elliptic_integral_F
Elliptic integral of 1st kind, Legendre form, |
s21bfc
Example Text Example Plot |
9 |
nag_elliptic_integral_E
Elliptic integral of 2nd kind, Legendre form, |
s21bgc
Example Text |
9 |
nag_elliptic_integral_pi
Elliptic integral of 3rd kind, Legendre form, |
s21bhc
Example Text |
9 |
nag_elliptic_integral_complete_K
Complete elliptic integral of 1st kind, Legendre form, |
s21bjc
Example Text |
9 |
nag_elliptic_integral_complete_E
Complete elliptic integral of 2nd kind, Legendre form, |
s21cac
Example Text
Example Data |
7 |
nag_real_jacobian_elliptic
Jacobian elliptic functions sn, cn and dn of real argument |
s21cbc
Example Text
Example Data |
6 |
nag_jacobian_elliptic
Jacobian elliptic functions sn, cn and dn of complex argument |
s21ccc
Example Text
Example Data |
6 |
nag_jacobian_theta
Jacobian theta functions with real arguments |
s21dac
Example Text
Example Data |
6 |
nag_general_elliptic_integral_f
Elliptic integrals of the second kind with complex arguments |
s22aac
Example Text
Example Data |
6 |
nag_legendre_p
Legendre and associated Legendre functions of the first kind with real arguments |
s22bac
Example Text |
24 |
nag_specfun_1f1_real
Real confluent hypergeometric function |
s22bbc
Example Text |
24 |
nag_specfun_1f1_real_scaled
Real confluent hypergeometric function in scaled form |
s22bec
Example Text |
24 |
nag_specfun_2f1_real
Real Gauss hypergeometric function |
s22bfc
Example Text |
24 |
nag_specfun_2f1_real_scaled
Real Gauss hypergeometric function in scaled form |
s30aac
Example Text
Example Data |
9 |
nag_bsm_price
Black–Scholes–Merton option pricing formula |
s30abc
Example Text
Example Data |
9 |
nag_bsm_greeks
Black–Scholes–Merton option pricing formula with Greeks |
s30bac
Example Text
Example Data |
9 |
nag_lookback_fls_price
Floating-strike lookback option pricing formula in the Black-Scholes-Merton model |
s30bbc
Example Text
Example Data |
9 |
nag_lookback_fls_greeks
Floating-strike lookback option pricing formula with Greeks in the Black-Scholes-Merton model |
s30cac
Example Text
Example Data |
9 |
nag_binary_con_price
Binary option, cash-or-nothing pricing formula |
s30cbc
Example Text
Example Data |
9 |
nag_binary_con_greeks
Binary option, cash-or-nothing pricing formula with Greeks |
s30ccc
Example Text
Example Data |
9 |
nag_binary_aon_price
Binary option, asset-or-nothing pricing formula |
s30cdc
Example Text
Example Data |
9 |
nag_binary_aon_greeks
Binary option, asset-or-nothing pricing formula with Greeks |
s30fac
Example Text
Example Data |
9 |
nag_barrier_std_price
Standard barrier option pricing formula |
s30jac
Example Text
Example Data |
9 |
nag_jumpdiff_merton_price
Jump-diffusion, Merton's model, option pricing formula |
s30jbc
Example Text
Example Data |
9 |
nag_jumpdiff_merton_greeks
Jump-diffusion, Merton's model, option pricing formula with Greeks |
s30nac
Example Text
Example Data |
9 |
nag_heston_price
Heston's model option pricing formula |
s30nbc
Example Text
Example Data |
23 |
nag_heston_greeks
Heston's model option pricing formula with Greeks |
s30ncc
Example Text
Example Data |
24 |
nag_heston_term
Heston's model option pricing with term structure |
s30qcc
Example Text
Example Data |
9 |
nag_amer_bs_price
American option, Bjerksund and Stensland pricing formula |
s30sac
Example Text
Example Data |
9 |
nag_asian_geom_price
Asian option, geometric continuous average rate pricing formula |
s30sbc
Example Text
Example Data |
9 |
nag_asian_geom_greeks
Asian option, geometric continuous average rate pricing formula with Greeks |