List of Functions


Asian/Lookback Options
avgprice average price Asian options
avgstrike, avgstrike2 average strike Asian options
lookback lookback options
quanto quanto options
cntgnt contingent premium options


Barrier/Binary Options
downin down-and-in barrier options
downout down-and-out barrier options
upin up-and-in barrier options
upout up-and-out barrier options
aonth asset-or-nothing binary options
conth cash-or-nothing binary options
gap gap binary options
super supershare binary options
otahit one-touch asset-at-hit options
otchit one-touch cash-at-hit options
otaexp one-touch asset-at-expiry options
otcexp one-touch cash-at-expiry options
dblkickin double barrier kick-in options
dblknockout double barrier knock-out options
dblnotouch double barrier no-touch options
dblotchit double barrier one-touch cash at hit options
dblotcexp double barrier one-touch cash at expiration options
dblotahit double barrier one-touch asset at hit options
dblotaexp double barrier one-touch asset at expiration options
aonupin asset-or-nothing up-and-in digital barrier options
aonupout asset-or-nothing up-and-out digital barrier options
aondwnin asset-or-nothing down-and-in digital barrier options
aonupin asset-or-nothing up-and-in digital barrier options
conupin cash-or-nothing up-and-in digital barrier options
conupout cash-or-nothing up-and-out digital barrier options
condwnin cash-or-nothing down-and-in digital barrier options
conupin cash-or-nothing up-and-in digital barrier options


Multiple Asset Options
basket basket options
basketoftwo two-item basket options
gbasket generalized basket options
rmax rainbow option - "best of two"
rmin rainbow option - "worst of two"
exch exchange options
binexch American exchange options
spread spread options
gap2 two asset digital correlation gap (contingent payout) options
Compute exponentially-weighted correlations with correxp


Multiple Exercise Options
compound compound options
chooser chooser options
chooserc complex chooser options
fstart forward start options
bermudan Bermudan options
swing swing options
cliquet cliquet options
shout shout options
genbinopt generalized binomial option pricing
 

All exotics @nalyst pricing functions have a corresponding price sensitivity function. These functions computes delta, gamma, theta, vega, rho, and other sensitivities.

The different exotics @nalyst modules all come with TechHackers' date, business date, and conversion functions, as well.