S Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Special functions

S01BAF   ln(1 + x)
S01EAF   Complex exponential, ez
S07AAF   tanx
S09AAF   arcsinx
S09ABF   arccosx
S10AAF   tanhx
S10ABF   sinhx
S10ACF   coshx
S11AAF   arctanhx
S11ABF   arcsinhx
S11ACF   arccoshx
S13AAF   Exponential integral E1(x)
S13ACF   Cosine integral Ci(x)
S13ADF   Sine integral Si(x)
S14AAF   Gamma function
S14ABF   Log gamma function, real argument
S14ACF   ψ(x)lnx
S14ADF   Scaled derivatives of ψ(x)
S14AEF   Polygamma function ψ(n)(x) for real x
S14AFF   Polygamma function ψ(n)(z) for complex z
S14AGF   Logarithm of the gamma function lnΓ(z), complex argument
S14AHF   Scaled log gamma function
S14BAF   Incomplete gamma functions P(a,x) and Q(a,x)
S14CBF   Logarithm of the beta function ln(B,a,b)
S14CCF   Incomplete beta function Ix(a,b) and its complement 1Ix
S15ABF   Cumulative Normal distribution function P(x)
S15ACF   Complement of cumulative Normal distribution function Q(x)
S15ADF   Complement of error function erfc(x)
S15AEF   Error function erf(x)
S15AFF   Dawson's integral
S15AGF   Scaled complement of error function, erfcx(x)
S15DDF   Scaled complex complement of error function, exp(z2)erfc(iz)
S17ACF   Bessel function Y0(x)
S17ADF   Bessel function Y1(x)
S17AEF   Bessel function J0(x)
S17AFF   Bessel function J1(x)
S17AGF   Airy function Ai(x)
S17AHF   Airy function Bi(x)
S17AJF   Airy function Ai(x)
S17AKF   Airy function Bi(x)
S17ALF   Zeros of Bessel functions Jα(x), Jα(x), Yα(x) or Yα(x)
S17AQF   Bessel function vectorized Y0(x)
S17ARF   Bessel function vectorized Y1(x)
S17ASF   Bessel function vectorized J0(x)
S17ATF   Bessel function vectorized J1(x)
S17AUF   Airy function vectorized Ai(x)
S17AVF   Airy function vectorized Bi(x)
S17AWF   Airy function vectorized Ai(x)
S17AXF   Airy function vectorized Bi(x)
S17DCF   Bessel functions Yν + a(z), real a0, complex z, ν = 0,1,2,
S17DEF   Bessel functions Jν + a(z), real a0, complex z, ν = 0,1,2,
S17DGF   Airy functions Ai(z) and Ai(z), complex z
S17DHF   Airy functions Bi(z) and Bi(z), complex z
S17DLF   Hankel functions Hν + a(j)(z), j = 1,2, real a0, complex z, ν=0,1,2,
S18ACF   Modified Bessel function K0(x)
S18ADF   Modified Bessel function K1(x)
S18AEF   Modified Bessel function I0(x)
S18AFF   Modified Bessel function I1(x)
S18AQF   Modified Bessel function vectorized K0(x)
S18ARF   Modified Bessel function vectorized K1(x)
S18ASF   Modified Bessel function vectorized I0(x)
S18ATF   Modified Bessel function vectorized I1(x)
S18CCF   Scaled modified Bessel function exK0(x)
S18CDF   Scaled modified Bessel function exK1(x)
S18CEF   Scaled modified Bessel function e|x|I0(x)
S18CFF   Scaled modified Bessel function e|x|I1(x)
S18CQF   Scaled modified Bessel function vectorized exK0(x)
S18CRF   Scaled modified Bessel function vectorized exK1(x)
S18CSF   Scaled modified Bessel function vectorized e|x|I0(x)
S18CTF   Scaled modified Bessel function vectorized e|x|I1(x)
S18DCF   Modified Bessel functions Kν + a(z), real a0, complex z, ν = 0,1,2,
S18DEF   Modified Bessel functions Iν + a(z), real a0, complex z, ν = 0,1,2,
S18GKF   Bessel function of the 1st kind Jα ± n(z)
S19AAF   Kelvin function berx
S19ABF   Kelvin function beix
S19ACF   Kelvin function kerx
S19ADF   Kelvin function keix
S19ANF   Kelvin function vectorized berx
S19APF   Kelvin function vectorized beix
S19AQF   Kelvin function vectorized kerx
S19ARF   Kelvin function vectorized keix
S20ACF   Fresnel integral S(x)
S20ADF   Fresnel integral C(x)
S20AQF   Fresnel integral vectorized S(x)
S20ARF   Fresnel integral vectorized C(x)
S21BAF   Degenerate symmetrised elliptic integral of 1st kind RC(x,y)
S21BBF   Symmetrised elliptic integral of 1st kind RF(x,y,z)
S21BCF   Symmetrised elliptic integral of 2nd kind RD(x,y,z)
S21BDF   Symmetrised elliptic integral of 3rd kind RJ(x,y,z,r)
S21BEF   Elliptic integral of 1st kind, Legendre form, F(φm)
S21BFF   Elliptic integral of 2nd kind, Legendre form, E (φm)
S21BGF   Elliptic integral of 3rd kind, Legendre form, Π (n ; φm)
S21BHF   Complete elliptic integral of 1st kind, Legendre form, K (m)
S21BJF   Complete elliptic integral of 2nd kind, Legendre form, E (m)
S21CAF   Jacobian elliptic functions sn, cn and dn of real argument
S21CBF   Jacobian elliptic functions sn, cn and dn of complex argument
S21CCF   Jacobian theta functions θk(x,q) of real argument
S21DAF   General elliptic integral of 2nd kind F(z,k,a,b) of complex argument
S22AAF   Legendre functions of 1st kind Pnm(x) or Pnm(x)
S22BAF   Real confluent hypergeometric function 1F1 (a ; b ; x)
S22BBF   Real confluent hypergeometric function 1F1 (a ; b ; x) in scaled form
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
S30NBF   Heston's model option pricing formula with Greeks
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

S Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013