Clique aqui para nosso detalhado Folheto Modeling Toolkit (Basel II) e por favor entre em contato conosco no admin@realoptionsvaluation.com para mais informações sobre o novo Basel II Modeling Toolkit e como podemos ajudar! The Basel II Modeling Toolkit (com a Edição Prêmio) fornece os seguintes softwares analíticos e ferramentas de criação de modelos:

- MODELING TOOLKIT SOFTWARE
- RISK SIMULATOR SOFTWARE
- REAL OPTIONS SLS SOFTWARE

Real Options Valuation, Inc. se orgulha de apresentar a sua mais recente inovação, o Modeling Toolkit (Edição Prêmio). Esse conjunto de ferramentas compreende mais de 800 modelos analíticos, funções e ferrramentas, e cerca de 300 modelos analíticos em templates de Excel/SLS e exemplos de planilhas abrangendo as áreas de análise de risco, simulação, previsão, análise de risco Basel II, de crédito e de risco de inadimplência, riscos estatísticos, e muito mais! Esse kit de ferramentas é um sofisticado conjunto de modelos matemáticos escritos em C++ e ligados às planilhas do Excel. Existem mais de 1100 modelos, funções, com planilhas e SLS nesse kit e as áreas analíticas abrangidas incluem:

- Central Limit Theorem
- Central Limit Theorem (Lottery Analysis)
- Flaw of Averages
- Mathematical Integration
- Parametric and Nonparametric Hypothesis Tests Dataset
- Projectile Motion
- Regression Diagnostics
- Ships in the Night
- Statistical Analysis
- Weighting of Ratios

- Audit of Construction Lending
- Banker’s Construction Budget
- Classified Breakeven Loan Inventory
- Classified Loan Borrowing Base
- Classified Loan Cash Budget and Overdraft Facilities
- Federal Reserve CAMEL Rating System
- Firm in Financial Distress
- Project Finance Risk Rating Model
- Queuing Models
- Reconciling Enron’s Cash Flow
- Risk Rating Model
- Sample Cash Flows
- Sensitivity Projections
- Stochastic Loan Pricing Model
- Valuation and Appraisal

- Credit Default Swaps and Credit Spread Options
- Credit Default Swaps (with Counterparty Defaults and Correlations)
- Credit Premium
- Credit Risk and Effects on Prices
- External Debt Rating and Spreads
- Internal Credit Risk Rating Model
- Profit Cost Analysis of New Credit

- Asset Equity Parity Model
- Cox Model on Price and Yield of Risky Debt with Mean Reverting Rates
- Debt Repayment and Amortization
- Debt Sensitivity Models
- Merton Price of Risky Debt with Stochastic Asset and Interest
- Vasicek Debt Option Valuation
- Vasicek Price and Yield of Risky Debt

- Decision Tree Basics
- Decision Tree with EVPI, Minimax and Bayes Theorem
- Economic Order Quantity and Inventory Reorder Point
- Economic Order Quantity and Optimal Manufacturing
- Expected Utility Analysis
- Inventory Control
- Queuing Models

- American, Bermudan and European Options
- Asian Arithmetic
- Asian Geometric
- Asset or Nothing
- Barrier Options
- Binary Digital Options
- Cash or Nothing
- Commodity Options
- Complex Chooser
- Credit Spread Options
- Currency Options
- Double Barriers
- Exchange Assets
- Extreme Spread
- Foreign Equity Linked Forex
- Foreign Equity Domestic Currency
- Foreign Equity Fixed Forex
- Foreign Takeover Options
- Forward Start
- Futures and Forward Options
- Gap Options
- Graduated Barriers
- Index Options
- Inverse Gamma Out-of-the-Money Options
- Jump Diffusion
- Leptokurtic and Skewed Options
- Lookback Fixed Strike Partial Time
- Lookback Fixed Strike
- Lookback Floating Strike Partial Time
- Lookback Floating Strike
- Min and Max of Two Assets
- Option Collar
- Options on Options
- Perpetual Options
- Simple Chooser
- Spread on Futures
- Supershares
- Time Switch
- Trading Day Corrections
- Two Assets Barrier
- Two Assets Cash
- Two Assets Correlated
- Uneven Dividends
- Writer Extendible

- Brownian Motion Stochastic Process
- Data Diagnostics
- Econometric, Correlations and Multiple Regression Modeling
- Exponential J-Growth Curves
- Forecasting Manual Computations
- Jump-Diffusion Stochastic Process
- Linear Interpolation
- Logistic S-Growth Curves
- Markov Chains and Market Share
- Mean-Reverting Stochastic Process
- Multiple Regression
- Nonlinear Extrapolation
- Stochastic Processes and Yield Curves
- Stock Distribution at Horizon
- Time-Series Analysis
- Time-Series ARIMA

- Asset Liability Management ALM
- Biotech – Manufacturing Strategy
- Biotech – In-licensing and Deal Structuring
- Biotech – Investment Valuation
- Electric Utility – Efficient Frontier Generation
- Electric Utility – Electricity Contract Risk
- Information Technology – Forecasting Use
- Information Technology – Decision Analysis
- Pensions – Closed Group Portfolio Matching
- Pensions – Accounting Modeling and Optimization
- Real Estate – Commercial ROI

- Capital Investments (Part A)
- Capital Investments (Part B)
- Continuous Portfolio Allocation
- Discrete Project Selection
- Inventory Optimization
- Investment Portfolio Allocation
- Military Portfolio and Efficient Frontier
- Optimal Pricing with Elasticity
- Optimization of a Harvest Model
- Optimizing Ordinary Least Squares
- Product Mix Example
- Stochastic Portfolio Allocation

- Binary Digital Instruments
- Inverse Floater Bond Lattice Maker
- Options Adjusted Spreads on Debt
- Options on Debt
- Options Trading Strategies

- 401(k) Planner
- A Cool Million
- Buy versus Renting Your Home
- Buying versus Leasing a Car
- College Funding with Inflation Adjustment
- Conventional Mortgage Qualification Worksheet
- Credit Card Accelerated Payoff
- Credit Card Minimum Payoff
- Debt Consolidation
- Future Value of Savings and Investments
- Interest Rate Determination
- Invested Future Value (Annual)
- Invested Future Value (Monthly)
- Life Insurance
- Loan Amount
- Mortgage Accelerated Payoff
- Mortgage Amortization Schedule
- Mortgage Amount
- Mortgage Monthly Payments
- Mortgage Refinancing
- Net Worth
- Payroll Calculation
- Periodic Loan Payments
- Personal Monthly Budget
- Purchasing Power Adjustment
- Retirement Funding with Inflation Adjustment
- Savings and Investment Rate of Return
- Savings and Investment Time Required
- Savings and Investments Required
- Twin Retirement and Compounding Effects

- Empirical (Individuals)
- External Options Model (Public Company)
- Merton Internal Model (Private Company)
- Merton Market Options Model (Industry Comparable)
- Yields and Spreads (Market Comparable)

- Cost Estimation Model
- Critical Path Analysis (CPM PERT GANTT)
- Project Timing
- Schedule Risk Model
- Total Cost of Ownership 1
- Total Cost of Ownership 2

- Employee Stock Options – Simple American Call
- Employee Stock Options – Simple Bermudan Call with Vesting
- Employee Stock Options – Simple European Call
- Employee Stock Options – Suboptimal Exercise
- Employee Stock Options – Vesting and Suboptimal Exercise
- Employee Stock Options – Vesting, Blackout, Suboptimal, Forfeiture
- Exotic Options – American Call Option with Dividends
- Exotic Options – Accruals on Basket of Assets
- Exotic Options – American Call Option on Foreign Exchange
- Exotic Options – American Call Option on Index Futures
- Exotic Options – Barrier Option – Down and In Lower Barrier
- Exotic Options – Barrier Option – Down and Out Lower Barrier
- Exotic Options – Barrier Option – Up and In Upper Barrier Call
- Exotic Options – Barrier Option – Up and In, Down and In Double Barrier Call
- Exotic Options – Barrier Option – Up and Out Upper Barrier Call
- Exotic Options – Barrier Option – Up and Out, Down and Out Double Barrier Call
- Exotic Options – Basic American, European, and Bermudan Call Options
- Exotic Options – Chooser Option
- Exotic Options – Equity Linked Notes
- Exotic Options – European Call Option with Dividends
- Exotic Options – Range Accruals
- Options Analysis – Plain Vanilla Call Option I
- Options Analysis – Plain Vanilla Call Option II
- Options Analysis – Plain Vanilla Call Option III
- Options Analysis – Plain Vanilla Call Option IV
- Options Analysis – Plain Vanilla Put Option
- Real Options – Abandonment American Option
- Real Options – Abandonment Bermudan Option
- Real Options – Abandonment Customized Option
- Real Options – Abandonment European Option
- Real Options – Contraction American and European Option
- Real Options – Contraction Bermudan Option
- Real Options – Contraction Customized Option
- Real Options – Dual-Asset Rainbow Option Pentanomial Lattice
- Real Options – Excel-based Options Models
- Real Options – Exotic Complex Floating American Chooser
- Real Options – Exotic Complex Floating European Chooser
- Real Options – Expand Contract Abandon American and European Option
- Real Options – Expand Contract Abandon Bermudan Option
- Real Options – Expand Contract Abandon Customized Option I
- Real Options – Expand Contract Abandon Customized Option II
- Real Options – Expansion American and European Option
- Real Options – Expansion Bermudan Option
- Real Options – Expansion Customized Option
- Real Options – Jump Diffusion Calls and Puts using Quadranomial Lattices
- Real Options – Mean Reverting Calls and Puts using Trinomial Lattices
- Real Options – Multiple Asset Competing Options (3D Binomial)
- Real Options – Multiple Phased Complex Sequential Compound Option
- Real Options – Multiple Phased Sequential Compound Option
- Real Options – Multiple Phased Simultaneous Compound Option
- Real Options – Simple Calls and Puts using Trinomial Lattices
- Real Options – Simple Two Phased Sequential Compound Option
- Real Options – Simple Two Phased Simultaneous Compound Option
- Real Options – Strategic Cases – High-Tech Manufacturing Strategy A
- Real Options – Strategic Cases – High-Tech Manufacturing Strategy B
- Real Options – Strategic Cases – High-Tech Manufacturing Strategy C
- Real Options – Strategic Cases – Oil and Gas – Strategy A
- Real Options – Strategic Cases – Oil and Gas – Strategy B
- Real Options – Strategic Cases – R&D Stage-Gate Process A
- Real Options – Strategic Cases – R&D Stage-Gate Process B
- Real Options – Strategic Cases – Switching Option’s Strategy A
- Real Options – Strategic Cases – Switching Option’s Strategy B
- Trinomial Lattices – American Call Option
- Trinomial Lattices – American Put Option
- Trinomial Lattices – European Call Option
- Trinomial Lattices – European Put Option
- Trinomial Lattices – Mean Reverting American Call Option
- Trinomial Lattices – Mean Reverting American Put Option
- Trinomial Lattices – Mean Reverting European Call Option
- Trinomial Lattices – Mean Reverting European Put Option
- Trinomial Lattices – Mean Reverting American Abandonment Option
- Trinomial Lattices – Mean Reverting American Contraction Option
- Trinomial Lattices – Mean Reverting American Expansion Option
- Trinomial Lattices – Mean Reverting American Abandonment, Contraction, Expansion
- Trinomial Lattices – Mean Reverting Bermudan Abandonment, Contraction, Expansion
- Trinomial Lattices – Mean Reverting Customized Abandonment, Contraction, Expansion
- Trinomial Lattices – Mean Reverting European Abandonment, Contraction, Expansion
- Quadranomial Lattices – Jump Diffusion American Call Option
- Quadranomial Lattices – Jump Diffusion American Put Option
- Quadranomial Lattices – Jump Diffusion European Call Option
- Quadranomial Lattices – Jump Diffusion European Put Option
- Pentanomial Lattices – American Rainbow Call Option
- Pentanomial Lattices – American Rainbow Put Option
- Pentanomial Lattices – Dual Reverse Strike American Call (3D Binomial)
- Pentanomial Lattices – Dual Reverse Strike American Put (3D Binomial)
- Pentanomial Lattices – Dual Strike American Call (3D Binomial)
- Pentanomial Lattices – Dual Strike American Put (3D Binomial)
- Pentanomial Lattices – European Rainbow Call Option
- Pentanomial Lattices – European Rainbow Put Option
- Pentanomial Lattices – Exchange of Two Assets American Put (3D Binomial)
- Pentanomial Lattices – Maximum of Two Assets American Call (3D Binomial)
- Pentanomial Lattices – Maximum of Two Assets American Put (3D Binomial)
- Pentanomial Lattices – Minimum of Two Assets American Call (3D Binomial)
- Pentanomial Lattices – Minimum of Two Assets American Put (3D Binomial)
- Pentanomial Lattices – Portfolio American Call (3D Binomial)
- Pentanomial Lattices – Portfolio American Put (3D Binomial)
- Pentanomial Lattices – Spread of Two Assets American Call (3D Binomial)
- Pentanomial Lattices – Spread of Two Assets American Put (3D Binomial)

- Availability Risk Model
- Integrated Risk Analysis
- Interest Rate Risk
- Portfolio Risk and Return Profile
- Reliability and Failure Risk Model

- Delta Gamma Hedge
- Delta Hedge
- Effects of Fixed versus Floating Rates
- Foreign Exchange Cash Flow Model
- Foreign Exchange Exposure Hedging

- Greeks
- Tornado and Sensitivity Charts Linear
- Tornado and Sensitivity Nonlinear

- Basic Simulation Model
- Best Surgical Team
- Correlated Simulation
- Correlation Effects Model
- Data Fitting
- DCF, ROI and Volatility
- Debt Repayment and Amortization
- Demand Curve and Elasticity Estimation
- Infectious Diseases
- Recruitment Budget (Negative Binomial and Multidimensional Simulation)
- Retirement Funding with VBA Macros
- Roulette Wheel
- Time Value of Money

- Confidence Intervals with Hypothesis Testing
- Control Charts (c, n, p, u, X, XmR, R)
- Delta Precision
- Design of Experiments and Combinatorics
- Hypothesis Testing and Bootstrap Simulation
- Sample Size Correlation
- Sample Size DPU
- Sample Size Mean
- Sample Size Proportion
- Sample Size Sigma
- Statistical Analysis (CDF, PDF, ICDF) with Hypothesis Testing
- Statistical Capability Measures
- Unit Capability Measures

- APT, BETA and CAPM
- Buy versus Lease
- Caps and Floors
- Convertible Bonds
- Financial Ratios Analysis
- Financial Statements Analysis
- Settlement Dates
- Share Price After Warrant Dilution
- Swaps
- Valuation Model
- Valuation – Warrant – Combined Value
- Valuation – Warrant – Put Only
- Valuation – Warrant – Warrant Only

- Optimized and Simulated Portfolio VaR
- Options Delta Portfolio
- Portfolio Operational and Capital Adequacy
- Right Tail Capital Requirements
- Static Covariance Method

- EWMA Volatility Models
- GARCH Volatility Models
- Implied Volatility
- Log Asset Returns Approach
- Log Cash Flow Returns Approach Probability to Volatility

- CIR Model
- Curve Interpolation BIM
- Curve Interpolation NS
- Forward Rates from Spot Rates
- Spline Interpolation and Extrapolation.xls
- Term Structure of Volatility
- US Treasury Risk Free Rate
- Vasicek Model

A seguir é apresentada uma lista completa das funções disponíveis no Modeling Toolkit que podem ser acessados através de bibliotecas DLL analíticos ou no Excel. Por favor, volte sempre ao site para uma lista mais atualizada. O software está em constante evolução e novos modelos e aplicações são constantemente adicionadas. Finalmente, as ferramentas do Risk Simulator e do SLS, listadas no final, também são aplicável quando se utiliza o Modeling Toolkit.

1. B2AEPMarketValueAsset

Market Value of Asset using the Asset-Equity Parity Model.

2. B2AEPMarketValueDebt

Market Value of Debt using the Asset-Equity Parity Model.

3. B2AEPRequiredReturnDebt

Required Return on Risky Debt using the Asset-Equity Parity Model.

4. B2AltDistributionCallOption

Computes the European call option for an underlying asset returns distribution with skew and kurtosis, and is not perfectly normal. May return an error for unsolvable inputs.

5. B2AltDistributionPutOption

Computes the European put option for an underlying asset returns distribution with skew and kurtosis, and is not perfectly normal. May return an error for unsolvable inputs.

6. B2AnnuityRate

Returns the percentage equivalent of the required periodic payment on an annuity (e.g., mortgage payments, loan repayment). Returns the percentage of the total principal at initiation.

7. B2AsianCallwithArithmeticAverageRate

An average rate option is a cash-settled option whose payoff is based on the difference between the arithmetic average value of the underlying during the life of the option and a fixed strike.

8. B2AsianCallwithGeometricAverageRate

An average rate option is a cash-settled option whose payoff is based on the difference between the geometric average value of the underlying during the life of the option and a fixed strike.

9. B2AsianPutwithArithmeticAverageRate

An average rate option is a cash-settled option whose payoff is based on the difference between a fixed strike and the arithmetic average value of the underlying during the life of the option.

10. B2AsianPutwithGeometricAverageRate

An average rate option is a cash-settled option whose payoff is based on the difference between a fixed strike and the geometric average value of the underlying during the life of the option.

11. B2AssetExchangeAmericanOption

Option holder has the right up to and including expiration to swap out Asset 2 and receive Asset 1, with predetermined quantities.

12. B2AssetExchangeEuropeanOption

Option holder has the right at expiration to swap out Asset 2 and receive Asset 1, with predetermined quantities.

13. B2AssetOrNothingCall

At expiration, if in-the-money, the option holder receives the stock or asset. For a call option, as long as the stock or asset price exceeds the strike at expiration, the stock is received.

14. B2AssetOrNothingPut

At expiration, if in-the-money, the option holder receives the stock or asset. For a put option, stock is received only if the stock or asset value falls below the strike price.

15. B2BarrierDoubleUpInDownInCall

Valuable or knocked in-the-money only if either barrier (upper or lower) is breached (i.e., asset value is above the upper or below the lower barriers), and the payout is in the form of a call option on the underlying asset.

16. B2BarrierDoubleUpInDownInPut

Valuable or knocked in-the-money only if either barrier (upper or lower) is breached (i.e., asset value is above the upper or below the lower barriers), and the payout is in the form of a put option on the underlying asset.

17. B2BarrierDoubleUpOutDownOutCall

Valuable or stays in-the-money only if either barrier (upper or lower barrier) is not breached, and the payout is in the form of a call option on the underlying asset.

18. B2BarrierDoubleUpOutDownOutPut

Valuable or stays in-the-money only if either barrier (upper or lower barrier) is not breached, and the payout is in the form of a put option on the underlying asset.

19. B2BarrierDownandInCall

Becomes valuable or knocked in-the-money if the lower barrier is breached, and the payout is the call option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked in.

20. B2BarrierDownandInPut

Becomes valuable or knocked in-the-money if the lower barrier is breached, and the payout is the put option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked in.

21. B2BarrierDownandOutCall

Valuable or in-the-money only if the lower barrier is not breached, and the payout is the call option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked out.

22. B2BarrierDownandOutPut

Valuable or in-the-money only if the lower barrier is not breached, and the payout is the put option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked out.

23. B2BarrierUpandInCall

Becomes valuable or knocked in-the-money if the upper barrier is breached, and the payout is the call option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked in.

24. B2BarrierUpandInPut

Becomes valuable or knocked in-the-money if the upper barrier is breached, and the payout is the put option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked in.

25. B2BarrierUpandOutCall

Valuable or in-the-money only if the upper barrier is not breached, and the payout is the call option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked out.

26. B2BarrierUpandOutPut

Valuable or in-the-money only if the upper barrier is not breached, and the payout is the put option on the underlying asset. Sometimes cash is paid at maturity, assuming that the option has not been knocked out.

27. B2BDTAmericanCallonDebtLattice

Computes the American call option on interest-based instruments and debt or bonds, and creates the entire pricing lattice.

28. B2BDTAmericanCallonDebtValue

Computes the American call option value on interest-based instruments and debt or bonds, and returns only one value instead of the entire lattice.

29. B2BDTAmericanPutonDebtLattice

Computes the American put option on interest-based instruments and debt or bonds, and creates the entire pricing lattice.

30. B2BDTAmericanPutonDebtValue

Computes the American put option value on interest-based instruments and debt or bonds, and returns only one value instead of the entire lattice.

31. B2BDTCallableDebtPriceLattice

Computes the revised price lattice of a callable debt such that the options adjusted spread can be imputed. Allows for changing interest and interest volatilities over time.

32. B2BDTCallableDebtPriceValue

Computes the present value of a coupon bond/debt that is callable, to see the differences in value from a noncallable debt. The lattice can be computed using the function call: B2BDTCallableDebtPriceLattice.

33. B2BDTCallableSpreadValue

Computes the option adjusted spread (i.e., the additional premium that should be charged on the callable option provision).

34. B2BDTEuropeanCallonDebtLattice

Computes the European call option on interest-based instruments and debt or bonds, and creates the entire pricing lattice.

35. B2BDTEuropeanCallonDebtValue

Computes the European call option value on interest-based instruments and debt or bonds, and returns only one value instead of the entire lattice.

36. B2BDTEuropeanPutonDebtLattice

Computes the European put option on interest-based instruments and debt or bonds, and creates the entire pricing lattice.

37. B2BDTEuropeanPutonDebtValue

Computes the European put option value on interest-based instruments and debt or bonds, and returns only one value instead of the entire lattice.

38. B2BDTFloatingCouponPriceLattice

Value of the floater bond’s lattice (coupon rate is floating and can be directly or inversely related to interest rates; e.g., rates drop, coupon increases, the bond appreciates in price, and the yield increases).

39. B2BDTFloatingCouponPriceValue

Value of the floater bond (coupon rate is floating and can be directly or inversely related to interest rates; e.g., rates drop, coupon increases, the bond appreciates in price, and the yield increases).

40. B2BDTNoncallableDebtPriceLattice

Computes the pricing lattice of a coupon bond/debt that is not callable, to see the differences in value from a callable debt.

41. B2BDTNoncallableDebtPriceValue

Computes the present value of a coupon bond/debt that is not callable, to see the differences in value from a callable debt.

42. B2BDTInterestRateLattice

Computes the short rate interest lattice based on a term structure of interest rates and changing interest volatilities, as a means to compute option values.

43. B2BDTNonCallableSpreadValue

Computes the straight spread on a bond that is noncallable, to compare it with the option provision of an option adjusted spread model.

44. B2BDTZeroPriceLattice

Computes the straight price lattice of zero bonds based on a term structure of interest rates and changing interest volatilities, as a means to compute interest-based option values.

45. B2BDTZeroPriceLattice2

Computes the straight price lattice of zero bonds based on a term structure of interest rates and changing interest volatilities, as a means to compute interest-based option values. Returns the same results as the B2BDTZeroPriceLattice function but requires interest rates and interest volatilities as inputs, rather than the entire interest rate lattice.

46. B2BDTZeroPriceValue

Computes the straight price of zero bonds at time zero, based on a term structure of interest rates and changing interest volatilities, as a means to compute interest-based option values.

47. B2BinaryDownAndInAssetAtExpirationOrNothing

Binary digital instrument receiving the asset at expiration, only if a corresponding asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

48. B2BinaryDownAndInAssetAtExpirationOrNothingCall

Binary digital call option receiving the asset at expiration if the asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

49. B2BinaryDownAndInAssetAtExpirationOrNothingPut

Binary digital put option receiving the asset at expiration if the asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

50. B2BinaryDownAndInAssetAtHitOrNothing

Binary digital instrument receiving the asset when it hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

51. B2BinaryDownAndInCashAtExpirationOrNothing

Binary digital instrument receiving a cash amount at expiration, only if a corresponding asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

52. B2BinaryDownAndInCashAtExpirationOrNothingCall

Binary digital call option receiving the cash at expiration if the asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

53. B2BinaryDownAndInCashAtExpirationOrNothingPut

Binary digital put option receiving the cash at expiration if the asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

54. B2BinaryDownAndInCashAtHitOrNothing

Binary digital instrument receiving a cash amount when a corresponding asset hits a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

55. B2BinaryDownAndOutAssetAtExpirationOrNothing

Binary digital instrument receiving the asset at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

56. B2BinaryDownAndOutAssetAtExpirationOrNothingCall

Binary digital call options receiving the asset at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

57. B2BinaryDownAndOutAssetAtExpirationOrNothingPut

Binary digital put options receiving the asset at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

58. B2BinaryDownAndOutCashAtExpirationOrNothing

Binary digital instrument receiving a cash amount at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

59. B2BinaryDownAndOutCashAtExpirationOrNothingCall

Binary digital call option receiving a cash amount at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

60. B2BinaryDownAndOutCashAtExpirationOrNothingPut

Binary digital put option receiving a cash amount at expiration, only if a corresponding asset does not hit a lower barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

61. B2BinaryUpAndInAssetAtExpirationOrNothing

Binary digital instrument receiving the asset at expiration, only if a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

62. B2BinaryUpAndInAssetAtExpirationOrNothingCall

Binary digital call option receiving the asset at expiration if the asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

63. B2BinaryUpAndInAssetAtExpirationOrNothingPut

Binary digital put option receiving the asset at expiration, only if a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

64. B2BinaryUpAndInAssetAtHitOrNothing

Binary digital instrument receiving the asset when it hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

65. B2BinaryUpAndInCashAtExpirationOrNothing

Binary digital instrument receiving a cash amount at expiration, only if a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

66. B2BinaryUpAndInCashAtExpirationOrNothingCall

Binary digital call option receiving the cash at expiration, only if a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

67. B2BinaryUpAndInCashAtExpirationOrNothingPut

Binary digital put option receiving the cash at expiration, only if a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

68. B2BinaryUpAndInCashAtHitOrNothing

Binary digital instrument receiving a cash amount when a corresponding asset hits an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

69. B2BinaryUpAndOutAssetAtExpirationOrNothing

Binary digital instrument receiving the asset at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

70. B2BinaryUpAndOutAssetAtExpirationOrNothingCall

Binary digital call options receiving the asset at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

71. B2BinaryUpAndOutAssetAtExpirationOrNothingPut

Binary digital put options receiving the asset at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

72. B2BinaryUpAndOutCashAtExpirationOrNothing

Binary digital instrument receiving a cash amount at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

73. B2BinaryUpAndOutCashAtExpirationOrNothingCall

Binary digital call option receiving a cash amount at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

74. B2BinaryUpAndOutCashAtExpirationOrNothingPut

Binary digital put option receiving a cash amount at expiration, only if a corresponding asset does not hit an upper barrier or receives nothing otherwise. DT is monitoring steps: 1/12 monthly, 1/52 weekly, 1/250 daily, 0 continuously.

75. B2Binomial3DAmericanDualStrikeCallOption

Returns the American option with the payoff [Max(Q2S2 – X2, Q1S1 – X1)] and valued using a 3D binomial lattice model.

76. B2Binomial3DAmericanDualStrikePutOption

Returns the American option with the payoff [Max(X2 – Q2S2, X1 – Q1S1)] and valued using a 3D binomial lattice model.

77. B2Binomial3DEuropeanDualStrikeCallOption

Returns the European option with the payoff [Max(Q2S2 – X2, Q1S1 – X1)] and valued using a 3D binomial lattice model.

78. B2Binomial3DEuropeanDualStrikePutOption

Returns the European option with the payoff [Max(X2 – Q2S2, X1 – Q1S1)] and valued using a 3D binomial lattice model.

79. B2Binomial3DAmericanExchangeOption

Returns the American and European call and put option (same values exist for all types) with the payoff (Q2S2 – Q1S1) and valued using a 3D binomial lattice model.

80. B2Binomial3DAmericanMaximumTwoAssetsCallOption

Returns the American option with the payoff [Max(Q2S2, Q1S1) – X] and valued using a 3D binomial lattice model.

81. B2Binomial3DAmericanMaximumTwoAssetsPutOption

Returns the American option with the payoff [X – Max(Q2S2, Q1S1)] and valued using a 3D binomial lattice model.

82. B2Binomial3DEuropeanMaximumTwoAssetsCallOption

Returns the European option with the payoff [Max(Q2S2, Q1S1) – X] and valued using a 3D binomial lattice model.

83. B2Binomial3DEuropeanMaximumTwoAssetsPutOption

Returns the European option with the payoff [X – Max(Q2S2, Q1S1)] and valued using a 3D binomial lattice model.

84. B2Binomial3DAmericanMinimumTwoAssetsCallOption

Returns the American option with the payoff [Min(Q2S2, Q1S1) – X] and valued using a 3D binomial lattice model.

85. B2Binomial3DAmericanMinimumTwoAssetsPutOption

Returns the American option with the payoff [X – Min(Q2S2, Q1S1)] and valued using a 3D binomial lattice model.

86. B2Binomial3DEuropeanMinimumTwoAssetsCallOption

Returns the European option with the payoff [Min(Q2S2, Q1S1) – X] and valued using a 3D binomial lattice model.

87. B2Binomial3DEuropeanMinimumTwoAssetsPutOption

Returns the European option with the payoff [X – Min(Q2S2, Q1S1)] and valued using a 3D binomial lattice model.

88. B2Binomial3DAmericanPortfolioCallOption

Returns the American option with the payoff (Q2S2 + Q1S1 – X) and valued using a 3D binomial lattice model.

89. B2Binomial3DAmericanPortfolioPutOption

Returns the American option with the payoff (X – Q2S2 + Q1S1) and valued using a 3D binomial lattice model.

90. B2Binomial3DEuropeanPortfolioCallOption

Returns the European option with the payoff (Q2S2 + Q1S1 – X) and valued using a 3D binomial lattice model.

91. B2Binomial3DEuropeanPortfolioPutOption

Returns the European option with the payoff (X – Q2S2 + Q1S1) and valued using a 3D binomial lattice model.

92. B2Binomial3DAmericanReverseDualStrikeCallOption

Returns the American option with the payoff [Max(X2 – Q2S2, Q1S1 – X1)] and valued using a 3D binomial lattice model.

93. B2Binomial3DAmericanReverseDualStrikePutOption

Returns the American option with the payoff [Max(Q2S2 – X2, X1 – Q1S1)] and valued using a 3D binomial lattice model.

94. B2Binomial3DEuropeanReverseDualStrikeCallOption

Returns the European option with the payoff [Max(X2 – Q2S2, Q1S1 – X1)] and valued using a 3D binomial lattice model.

95. B2Binomial3DEuropeanReverseDualStrikePutOption

Returns the American option with the payoff [Max(Q2S2 – X2, X1 – Q1S1)] and valued using a 3D binomial lattice model.

96. B2Binomial3DAmericanSpreadCallOption

Returns the American option with the payoff (Q1S1 – Q2S2 – X) and valued using a 3D binomial lattice model.

97. B2Binomial3DAmericanSpreadPutOption

Returns the American option with the payoff (X + Q2S2 – Q1S1) and valued using a 3D binomial lattice model.

98. B2Binomial3DEuropeanSpreadCallOption

Returns the European option with the payoff (Q1S1 – Q2S2 – X) and valued using a 3D binomial lattice model.

99. B2Binomial3DEuropeanSpreadPutOption

Returns the European option with the payoff (X + Q2S2 – Q1S1) and valued using a 3D binomial lattice model.

100. B2BinomialAdjustedBarrierSteps

Computes the correct binomial lattice steps to use for convergence and barrier matching when running a barrier option.

101. B2BinomialAmericanCall

Returns the American call option with a continuous dividend yield using a binomial lattice, where the option can be exercised at any time up to and including maturity.

102. B2BinomialAmericanPut

Returns the American put option with a continuous dividend yield using a binomial lattice, where the option can be exercised at any time up to and including maturity.

103. B2BinomialBermudanCall

Returns the American call option with a continuous dividend yield using a binomial lattice, where the option can be exercised at any time up to and including maturity except during the vesting period.

104. B2BinomialBermudanPut

Returns the American put option with a continuous dividend yield using a binomial lattice, where the option can be exercised at any time up to and including maturity except during the vesting period.

105. B2BinomialEuropeanCall

Returns the European call option with a continuous dividend yield using a binomial lattice, where the option can be exercised only at maturity.

106. B2BinomialEuropeanPut

Returns the European put option with a continuous dividend yield using a binomial lattice, where the option can be exercised only at maturity.

107. B2BlackCallOptionModel

Returns the Black model (modified Black-Scholes-Merton) for forward contracts and interest-based call options.

108. B2BlackPutOptionModel

Returns the Black model (modified Black-Scholes-Merton) for forward contracts and interest-based put options.

109. B2BlackFuturesCallOption

Computes the value of a commodities futures call option given the value of the futures contract.

110. B2BlackFuturesPutOption

Computes the value of a commodities futures put option given the value of the futures contract.

111. B2BlackScholesCall

European call option using the Black-Scholes-Merton model.

112. B2BlackScholesProbabilityAbove

Computes the expected probability the stock price will rise above the strike price under a Black-Scholes paradigm.

113. B2BlackScholesPut

European put option using the Black-Scholes-Merton model.

114. B2BondCIRBondDiscountFactor

Returns the discount factor on a bond or risky debt using the Cox-Ingersoll-Ross model, accounting for mean-reverting interest rates.

115. B2BondCIRBondPrice

Cox-Ross model on Zero Coupon Bond Pricing assuming no arbitrage and mean-reverting interest rates.

116. B2BondCIRBondYield

Cox-Ross model on Zero Coupon Bond Yield assuming no arbitrage and mean-reverting interest rates.

117. B2BondConvexityContinuous

Returns the debt’s Convexity or second-order sensitivity using a series of cash flows and current interest rate, with continuous discounting.

118. B2BondConvexityDiscrete

Returns the debt’s Convexity or second-order sensitivity using a series of cash flows and current interest rate, with discrete discounting.

119. B2BondConvexityYTMContinuous

Returns the debt’s Convexity or second-order sensitivity using an internal Yield to Maturity of the cash flows, with continuous discounting.

120. B2BondConvexityYTMDiscrete

Returns the debt’s Convexity or second-order sensitivity using an internal Yield to Maturity of the cash flows, with discrete discounting.

121. B2BondDurationContinuous

Returns the debt’s first-order sensitivity Duration measure using continuous discounting.

122. B2BondDurationDiscrete

Returns the debt’s first-order sensitivity Duration measure using discrete discounting.

123. B2BondHullWhiteBondCallOption

Values a European call option on a bond where the interest rates are stochastic and mean-reverting. Make sure Bond Maturity > Option Maturity.

124. B2BondHullWhiteBondPutOption

Values a European put option on a bond where the interest rates are stochastic and mean-reverting. Make sure Bond Maturity > Option Maturity.

125. B2BondMacaulayDuration

Returns the debt’s first-order sensitivity Macaulay Duration measure.

126. B2BondMertonBondPrice

Bond price using Merton Stochastic Interest and Stochastic Asset Model.

127. B2BondModifiedDuration

Returns the debt’s first-order sensitivity Modified Duration measure.

128. B2BondPriceContinuous

Returns the bond price of a cash flow series given the time and discount rate, using continuous discounting.

129. B2BondPriceDiscrete

Returns the bond price of a cash flow series given the time and discount rate, using discrete discounting.

130. B2BondVasicekBondCallOption

Values a European call option on a bond where the interest rates are stochastic and mean-reverting to a long-term rate. Make sure Bond Maturity > Option Maturity.

131. B2BondVasicekBondPrice

Vasicek Zero Coupon Price assuming no arbitrage and mean-reverting interest rates.

132. B2BondVasicekBondPutOption

Values a European put option on a bond where the interest rates are stochastic and mean-reverting to a long-term rate. Make sure Bond Maturity > Option Maturity.

133. B2BondVasicekBondYield

Vasicek Zero Coupon Yield assuming no arbitrage and mean-reverting interest rates.

134. B2BondYTMContinuous

Returns bond’s Yield to Maturity assuming continuous discounting.

135. B2BondYTMDiscrete

Returns bond’s Yield to Maturity assuming discrete discounting.

136. B2CallDelta

Returns the option valuation sensitivity Delta (a call option value’s sensitivity to changes in the asset value).

137. B2CallGamma

Returns the option valuation sensitivity Gamma (a call option value’s sensitivity to changes in the Delta value).

138. B2CallOptionOnTheMax

The maximum values at expiration of both assets are used in option exercise, where the call option payoff at expiration is the maximum price between Asset 1 and Asset 2 against the strike price.

139. B2CallOptionOnTheMin

The minimum values at expiration of both assets are used in option exercise, where the call option payoff at expiration is the minimum price between Asset 1 and Asset 2 against the strike price.

140. B2CallRho

Returns the option valuation sensitivity Rho (a call option value’s sensitivity to changes in the interest rate).

141. B2CallTheta

Returns the option valuation sensitivity Theta (a call option value’s sensitivity to changes in the maturity).

142. B2CallVega

Returns the option valuation sensitivity Vega (a call option value’s sensitivity to changes in the volatility).

143. B2CashOrNothingCall

At expiration, if the option is in-the-money, the option holder receives a predetermined cash payment. For a call option, as long as the stock or asset price exceeds the strike at expiration, cash is received.

144. B2CashOrNothingPut

At expiration, if the option is in-the-money, the option holder receives a predetermined cash payment. For a put option, cash is received only if the stock or asset value falls below the strike price.

145. B2ChooserBasicOption

Holder chooses whether the option is a call or a put by the chooser time, with the same strike price and maturity. Typically cheaper than buying a call and a put together while providing the same level of hedge.

146. B2ChooserComplexOption

Holder gets to choose whether the option is a call or a put within the Chooser Time, with different strike prices and maturities. Typically cheaper than buying a call and a put, while providing the same level of hedge.

147. B2ClosedFormAmericanCall

Returns the American option approximation model with a continuous dividend yield call option.

148. B2ClosedFormAmericanPut

Returns the American option approximation model with a continuous dividend yield put option.

149. B2CoefficientofVariationPopulation

Computes the population coefficient of variation (standard deviation of the sample divided by the mean), to obtain a relative measure of risk and dispersion.

150. B2CoefficientofVariationSample

Computes the sample coefficient of variation (standard deviation of the sample divided by the mean), to obtain a relative measure of risk and dispersion.

151. B2CommodityCallOptionModel

Computes the value of a commodity-based call option based on spot and futures market, and accounting for volatility of the forward rate.

152. B2CommodityPutOptionModel

Computes the value of a commodity-based put option based on spot and futures market, and accounting for volatility of the forward rate.

153. B2CompoundOptionsCallonCall

A compound option allowing the holder to buy (call) a call option with some maturity, in the future within the option maturity period, for a specified strike price on the option.

154. B2CompoundOptionsCallonPut

A compound option allowing the holder to buy (call) a put option with some maturity, in the future within the option maturity period, for a specified strike price on the option.

155. B2CompoundOptionsPutonCall

A compound option allowing the holder to sell (put) a call option with some maturity, in the future within the option maturity period, for a specified strike price on the option.

156. B2CompoundOptionsPutonPut

A compound option allowing the holder to sell (put) a call option with some maturity, in the future within the option maturity period, for a specified strike price on the option.

157. B2ConvenienceYield

The convenience yield is simply the rate differential between a non-arbitrage futures and spot price and a real-life fair market value of the futures price.

158. B2ConvertibleBondAmerican

Computes the value of an American convertible bond using binomial lattices, and accounting for the stock’s volatility and dividend yield, as well as the bond’s credit spread above risk-free.

159. B2ConvertibleBondEuropean

Computes the value of a European convertible bond using binomial lattices, and accounting for the stock’s volatility and dividend yield, as well as the bond’s credit spread above risk-free.

160. B2CreditAcceptanceCost

Computes the risk-adjusted cost of accepting a new credit line with a probability of default.

161. B2CreditAssetSpreadCallOption

Provides protection from an increase in spread but ceases to exist if the underlying asset defaults and the option is based on the price of the asset.

162. B2CreditAssetSpreadPutOption

Provides protection from a decrease in spread but ceases to exist if the underlying asset defaults and the option is based on the price of the asset.

163. B2CreditDefaultSwapSpread

Returns the valuation of a credit default swap (CDS) spread, allowing the holder to sell a bond/debt at par value when a credit event occurs.

164. B2CreditDefaultSwapCorrelatedBondandSwapPrice

Computes the valuation of a bond with a credit default swap where both parties are correlated and each has a probability of default and possible recovery rates. At default, the holder receives the notional principal or par value of the bond.

165. B2CreditDefaultSwapCorrelatedBondPrice

Computes the valuation of a bond without any credit default swap where the bond or debt has a probability of default and possible recovery rate.

166. B2CreditDefaultSwapCorrelatedSwapPrice

Computes the price of a credit default swap where both parties are correlated and each has a probability of default and possible recovery rates. At default, the holder receives the notional principal or par value of the bond.

167. B2CreditRatingWidth

Computes the credit ratings width to generate the credit ratings table.

168. B2CreditRejectionCost

Computes the risk-adjusted cost of rejecting a new credit line with a probability of default.

169. B2CreditRiskShortfall

Returns the Credit Risk Shortfall given probability of default and recovery rates.

170. B2CreditSpreadCallOption

Provides protection from an increase in spread but ceases to exist if the underlying asset defaults. Only credit default swaps can cover default events. Credit spread options (CSOs) are sometimes combined with CDSs.

171. B2CreditSpreadPutOption

Provides protection from a decrease in spread but ceases to exist if the underlying asset defaults. Only credit default swaps can cover default events (CSOs are sometimes combined with CDSs).

172. B2CubicSpline

Interpolates and extrapolates the unknown Y values (based on the required X value) given some series of known X and Y values, and can be used to interpolate inside the data sample or extrapolate outside the known sample.

173. B2CurrencyCallOption

Option to exchange foreign currency into domestic currency by buying domestic currency (selling foreign currency) at a set exchange rate on a specified date. Exchange rate is foreign currency to domestic currency.

174. B2CurrencyForwardCallOption

Computes the value of a currency forward call option.

175. B2CurrencyForwardPutOption

Computes the value of a currency forward put option.

176. B2CurrencyPutOption

Option to exchange domestic currency into foreign currency by selling domestic currency (buying foreign currency) at a set exchange rate on a specified date. Exchange rate is foreign currency to domestic currency.

177. B2DeltaGammaHedgeCallBought

Computes the total amount of call values that has to be bought to perform a Delta-Gamma neutral hedge. Returns a negative value indicating cash outflow.

178. B2DeltaGammaHedgeCallSold

Computes the single unit of call value that has to be sold to perform a Delta-Gamma neutral hedge. Returns a positive value indicating cash inflow.

179. B2DeltaGammaHedgeMoneyBorrowed

Computes the amount of money that has to be borrowed to perform a Delta-Gamma neutral hedge. Returns a positive value indicating cash inflow.

180. B2DeltaGammaHedgeSharesBought

Computes the total value of stocks that has to be bought to perform a Delta-Gamma neutral hedge. Returns a negative value indicating cash outflow.

181. B2DeltaHedgeCallSold

Computes the single unit of call value that has to be sold to perform a Delta-neutral hedge. Returns a positive value indicating cash inflow.

182. B2DeltaHedgeMoneyBorrowed

Computes the amount of money that has to be borrowed to perform a Delta-neutral hedge. Returns a positive value indicating cash inflow.

183. B2DeltaHedgeSharesBought

Computes the total value of stocks that has to be bought to perform a Delta-neutral hedge. Returns a negative value indicating cash outflow.

184. B2DistributionBernoulliKurtosis

Returns the Bernoulli distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

185. B2DistributionBernoulliMean

Returns the Bernoulli distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

186. B2DistributionBernoulliSkew

Returns the Bernoulli distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

187. B2DistributionBernoulliStdev

Returns the Bernoulli distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

188. B2DistributionBetaKurtosis

Returns the Beta distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

189. B2DistributionBetaMean

Returns the Beta distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

190. B2DistributionBetaSkew

Returns the Beta distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

191. B2DistributionBetaStdev

Returns the Beta distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

192. B2DistributionBinomialKurtosis

Returns the Binomial distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

193. B2DistributionBinomialMean

Returns the Binomial distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

194. B2DistributionBinomialSkew

Returns the Binomial distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

195. B2DistributionBinomialStdev

Returns the Binomial distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

196. B2DistributionCauchyKurtosis

Returns the Cauchy distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

197. B2DistributionCauchyMean

Returns the Cauchy distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

198. B2DistributionCauchySkew

Returns the Cauchy distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

199. B2DistributionCauchyStdev

Returns the Cauchy distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

200. B2DistributionChiSquareKurtosis

Returns the Chi-Square distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

201. B2DistributionChiSquareMean

Returns the Chi-Square distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

202. B2DistributionChiSquareSkew

Returns the Chi-Square distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

203. B2DistributionChiSquareStdev

Returns the Chi-Square distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

204. B2DistributionDiscreteUniformKurtosis

Returns the Discrete Uniform distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

205. B2DistributionDiscreteUniformMean

Returns the Discrete Uniform distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

206. B2DistributionDiscreteUniformSkew

Returns the Discrete Uniform distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

207. B2DistributionDiscreteUniformStdev

Returns the Discrete Uniform distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

208. B2DistributionExponentialKurtosis

Returns the Exponential distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

209. B2DistributionExponentialMean

Returns the Exponential distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

210. B2DistributionExponentialSkew

Returns the Exponential distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

211. B2DistributionExponentialStdev

Returns the Exponential distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

212. B2DistributionFKurtosis

Returns the F distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

213. B2DistributionFMean

Returns the F distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

214. B2DistributionFSkew

Returns the F distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

215. B2DistributionFStdev

Returns the F distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

216. B2DistributionGammaKurtosis

Returns the Gamma distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

217. B2DistributionGammaMean

Returns the Gamma distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

218. B2DistributionGammaSkew

Returns the Gamma distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means average exceeds median and the tail points to the right, whereas negative skew means average is less than median and the tail points to the left.

219. B2DistributionGammaStdev

Returns the Gamma distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

220. B2DistributionGeometricKurtosis

Returns the Geometric distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

221. B2DistributionGeometricMean

Returns the Geometric distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

222. B2DistributionGeometricSkew

Returns the Geometric distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

223. B2DistributionGeometricStdev

Returns the Geometric distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

224. B2DistributionGumbelMaxKurtosis

Returns the Gumbel Max distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

225. B2DistributionGumbelMaxMean

Returns the Gumbel Max distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

226. B2DistributionGumbelMaxSkew

Returns the Gumbel Max distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

227. B2DistributionGumbelMaxStdev

Returns the Gumbel Max distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

228. B2DistributionGumbelMinKurtosis

Returns the Gumbel Min distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

229. B2DistributionGumbelMinMean

Returns the Gumbel Min distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

230. B2DistributionGumbelMinSkew

Returns the Gumbel Min distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

231. B2DistributionGumbelMinStdev

Returns the Gumbel Min distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

232. B2DistributionHypergeometricKurtosis

Returns the Hypergeometric distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

233. B2DistributionHypergeometricMean

Returns the Hypergeometric distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

234. B2DistributionHypergeometricSkew

Returns the Hypergeometric distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

235. B2DistributionHypergeometricStdev

Returns the Hypergeometric distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

236. B2DistributionLogisticKurtosis

Returns the Logistic distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

237. B2DistributionLogisticMean

Returns the Logistic distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

238. B2DistributionLogisticSkew

Returns the Logistic distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

239. B2DistributionLogisticStdev

Returns the Logistic distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

240. B2DistributionLognormalKurtosis

Returns the Lognormal distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

241. B2DistributionLognormalMean

Returns the Lognormal distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

242. B2DistributionLognormalSkew

Returns the Lognormal distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

243. B2DistributionLognormalStdev

Returns the Lognormal distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

244. B2DistributionNegativeBinomialKurtosis

Returns the Negative Binomial distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

245. B2DistributionNegativeBinomialMean

Returns the Negative Binomial distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

246. B2DistributionNegativeBinomialSkew

Returns the Negative Binomial distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

247. B2DistributionNegativeBinomialStdev

Returns the Negative Binomial distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

248. B2DistributionNormalKurtosis

Returns the Normal distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

249. B2DistributionNormalMean

Returns the Normal distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

250. B2DistributionNormalSkew

Returns the Normal distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

251. B2DistributionNormalStdev

Returns the Normal distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

252. B2DistributionParetoKurtosis

Returns the Pareto distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

253. B2DistributionParetoMean

Returns the Pareto distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

254. B2DistributionParetoSkew

Returns the Pareto distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

255. B2DistributionParetoStdev

Returns the Pareto distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

256. B2DistributionPoissonKurtosis

Returns the Poisson distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

257. B2DistributionPoissonMean

Returns the Poisson distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

258. B2DistributionPoissonSkew

Returns the Poisson distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

259. B2DistributionPoissonStdev

Returns the Poisson distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

260. B2DistributionRayleighKurtosis

Returns the Rayleigh distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

261. B2DistributionRayleighMean

Returns the Rayleigh distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

262. B2DistributionRayleighSkew

Returns the Rayleigh distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

263. B2DistributionRayleighStdev

Returns the Rayleigh distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

264. B2DistributionTKurtosis

Returns the Student’s T distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

265. B2DistributionTMean

Returns the Student’s T distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

266. B2DistributionTSkew

Returns the Student’s T distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

267. B2DistributionTStdev

Returns the Student’s T distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

268. B2DistributionTriangularKurtosis

Returns the Triangular distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

269. B2DistributionTriangularMean

Returns the Triangular distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

270. B2DistributionTriangularSkew

Returns the Triangular distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

271. B2DistributionTriangularStdev

Returns the Triangular distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

272. B2DistributionUniformKurtosis

Returns the Uniform distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

273. B2DistributionUniformMean

Returns the Uniform distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

274. B2DistributionUniformSkew

Returns the Uniform distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

275. B2DistributionUniformStdev

Returns the Uniform distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

276. B2DistributionWeibullKurtosis

Returns the Weibull distribution’s theoretical excess kurtosis (fourth moment), measuring the peakedness of the distribution and its extreme tail events. An excess kurtosis of 0 implies a normal tail.

277. B2DistributionWeibullMean

Returns the Weibull distribution’s theoretical mean or expected value (first moment), measuring the central tendency of the distribution.

278. B2DistributionWeibullSkew

Returns the Weibull distribution’s theoretical skew (third moment), measuring the direction of the distribution’s tail. Positive skew means the average exceeds the median and the tail points to the right, whereas negative skew means the average is less than the median and the tail points to the left.

279. B2DistributionWeibullStdev

Returns the Weibull distribution’s theoretical standard deviation (second moment), measuring the width and average dispersion of all points around the mean.

280. B2DistributionCDFBernoulli

Computes the Bernoulli distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

281. B2DistributionCDFBeta

Computes the Beta distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

282. B2DistributionCDFBinomial

Computes the Binomial distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

283. B2DistributionCDFChiSquare

Computes the Chi-Square distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

284. B2DistributionCDFDiscreteUniform

Computes the Discrete Uniform distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

285. B2DistributionCDFExponential

Computes the Exponential distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

286. B2DistributionCDFFDist

Computes the F distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

287. B2DistributionCDFGamma

Computes the Gamma distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

288. B2DistributionCDFGeometric

Computes the Geometric distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

289. B2DistributionCDFGumbelMax

Computes the Gumbel Max distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

290. B2DistributionCDFGumbelMin

Computes the Gumbel Min distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

291. B2DistributionCDFLogistic

Computes the Logistic distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

292. B2DistributionCDFLognormal

Computes the Lognormal distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

293. B2DistributionCDFNormal

Computes the Normal distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

294. B2DistributionCDFPareto

Computes the Pareto distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

295. B2DistributionCDFPoisson

Computes the Poisson distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

296. B2DistributionCDFRayleigh

Computes the Rayleigh distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

297. B2DistributionCDFStandardNormal

Computes the Standard Normal distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

298. B2DistributionCDFTDist

Computes the Student’s T distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

299. B2DistributionCDFTriangular

Computes the Triangular distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

300. B2DistributionCDFUniform

Computes the Uniform distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

301. B2DistributionCDFWeibull

Computes the Weibull distribution’s theoretical Cumulative Distribution Function (CDF)-that is, the cumulative probability of the distribution at all points less than or equal to X.

302. B2DistributionICDFBernoulli

Computes the Bernoulli distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

303. B2DistributionICDFBeta

Computes the Beta distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

304. B2DistributionICDFBinomial

Computes the Binomial distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

305. B2DistributionICDFChiSquare

Computes the Chi-Square distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

306. B2DistributionICDFDiscreteUniform

Computes the Discrete Uniform distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

307. B2DistributionICDFExponential

Computes the Exponential distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

308. B2DistributionICDFFDist

Computes the F distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

309. B2DistributionICDFGamma

Computes the Gamma distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

310. B2DistributionICDFGeometric

Computes the Geometric distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

311. B2DistributionICDFGumbelMax

Computes the Gumbel Max distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

312. B2DistributionICDFGumbelMin

Computes the Gumbel Min distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

313. B2DistributionICDFLogistic

Computes the Logistic distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

314. B2DistributionICDFLognormal

Computes the Lognormal distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

315. B2DistributionICDFNormal

Computes the Normal distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

316. B2DistributionICDFPareto

Computes the Pareto distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

317. B2DistributionICDFPoisson

Computes the Poisson distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

318. B2DistributionICDFRayleigh

Computes the Rayleigh distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

319. B2DistributionICDFStandardNormal

Computes the Standard Normal distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

320. B2DistributionICDFTDist

Computes the Student’s T distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

321. B2DistributionICDFTriangular

Computes the Triangular distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

322. B2DistributionICDFUniform

Computes the Uniform distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

323. B2DistributionICDFWeibull

Computes the Weibull distribution’s theoretical Inverse Cumulative Distribution Function (ICDF); that is, given the cumulative probability between 0 and 1 and the distribution’s parameters, the function returns the relevant X value.

324. B2DistributionPDFBernoulli

Computes the Bernoulli distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

325. B2DistributionPDFBeta

Computes the Beta distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

326. B2DistributionPDFBinomial

Computes the Binomial distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

327. B2DistributionPDFChiSquare

Computes the Chi-Square distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

328. B2DistributionPDFDiscreteUniform

Computes the Discrete Uniform distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

329. B2DistributionPDFExponential

Computes the Exponential distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

330. B2DistributionPDFFDist

Computes the F distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

331. B2DistributionPDFGamma

Computes the Gamma distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

332. B2DistributionPDFGeometric

Computes the Geometric distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

333. B2DistributionPDFGumbelMax

Computes the Gumbel Max distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

334. B2DistributionPDFGumbelMin

Computes the Gumbel Min distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

335. B2DistributionPDFLogistic

Computes the Logistic distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

336. B2DistributionPDFLognormal

Computes the Lognormal distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

337. B2DistributionPDFNormal

Computes the Normal distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

338. B2DistributionPDFPareto

Computes the Pareto distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

339. B2DistributionPDFPoisson

Computes the Poisson distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

340. B2DistributionPDFRayleigh

Computes the Rayleigh distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

341. B2DistributionPDFStandardNormal

Computes the Standard Normal distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

342. B2DistributionPDFTDist

Computes the Student’s T distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

343. B2DistributionPDFTriangular

Computes the Triangular distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

344. B2DistributionPDFUniform

Computes the Uniform distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

345. B2DistributionPDFWeibull

Computes the Weibull distribution’s theoretical Probability Density Function (PDF). The PDF of a discrete distribution returns the exact probability mass function or probability of occurrence, but the PDFs of continuous distributions are only theoretical values and not exact probabilities.

346. B2EquityLinkedFXCallOptionDomesticValue

Call options whose underlying asset is in a foreign equity market, and the fluctuations of the foreign exchange risk are hedged by having a strike price on the foreign exchange rate. Resulting valuation is in the domestic currency.

347. B2EquityLinkedFXPutOptionDomesticValue

Put options whose underlying asset is in a foreign equity market, and the fluctuations of the foreign exchange risk are hedged by having a strike price on the foreign exchange rate. Resulting valuation is in the domestic currency.

348. B2EWMAVolatilityForecastGivenPastPrices

Computes the annualized volatility forecast of the next period, given a series of historical prices and the corresponding weights placed on the previous volatility estimate.

349. B2EWMAVolatilityForecastGivenPastVolatility

Computes the annualized volatility forecast of the next period given the previous period’s volatility and changes in stock returns in the previous period.

350. B2ExtremeSpreadCallOption

Maturities are divided into two segments, and the call option pays the difference between the max assets from segment two and max of segment one.

351. B2ExtremeSpreadPutOption

Maturities are divided into two segments, and the put option pays the difference between the min of segment two’s asset value and the min of segment one’s asset value.

352. B2ExtremeSpreadReverseCallOption

Maturities are divided into two segments, and a reverse call pays the min from segment one less the min of segment two.

353. B2ExtremeSpreadReversePutOption

Maturities are divided into two segments, and a reverse put pays the max of segment one less the max of the segment two.

354. B2FinanceFV

Computes the future value of an investment based on periodic constant payments and constant interest rate.

355. B2FinanceInterestAnnualtoPeriodic

Converts an annualized interest rate into a periodic interest rate.

356. B2FinanceInterestContinuousToPeriodic

Converts a continuously compounding rate into a periodic interest rate.

357. B2FinanceInterestPeriodictoAnnual

Converts a periodic interest rate into an annualized interest rate.

358. B2FinanceInterestPeriodictoContinuous

Converts a periodic interest rate to a continuously compounding rate.

359. B2FinancePMT

Computes the constant payment required to pay off a loan or hit some target investment in the future.

360. B2FinancePV

Computes the present value of an investment or the amount of a series of future payments worth today.

361. B2FinanceRate

Computes the constant interest rate per period of a loan or investment.

362. B2FinanceYears

Computes the number of periods for an investment or loan based on a constant payment and constant interest rate.

363. B2FiniteDifferenceAmericanCall

Computes the American call option using finite differencing methods, as an alternative to simulation, closed-form approximation models, and lattices.

364. B2FiniteDifferenceAmericanPut

Computes the American put option using finite differencing methods, as an alternative to simulation, closed-form approximation models, and lattices.

365. B2FiniteDifferenceEuropeanCall

Computes the European call option using finite differencing methods, as an alternative to simulation, closed-form approximation models, and lattices.

366. B2FiniteDifferenceEuropeanPut

Computes the European put option using finite differencing methods, as an alternative to simulation, closed-form approximation models, and lattices.

367. B2FixedStrikeLookbackCall

Strike price is fixed, while at expiration the payoff is the difference between the maximum asset price less the strike price during the lifetime of the option.

368. B2FixedStrikeLookbackPut

Strike price is fixed, while at expiration the payoff is the maximum difference between the lowest observed asset price less the strike price during the lifetime of the option.

369. B2FixedStrikePartialLookbackCall

Strike price is fixed, while at expiration the payoff is the difference between the maximum asset price less the strike price during the starting period of the lookback to the maturity of the option.

370. B2FixedStrikePartialLookbackPut

Strike price is fixed, while at expiration the payoff is the maximum difference between the lowest observed asset price less the strike price during the starting period of the lookback to the maturity of the option.

371. B2FloatingStrikeLookbackCallonMin

Strike price is floating, while at expiration the payoff on the call option is being able to purchase the underlying asset at the minimum observed price during the life of the option.

372. B2FloatingStrikeLookbackPutonMax

Strike price is floating, while at expiration the payoff on the put option is being able to sell the underlying asset at the maximum observed asset price during the life of the option.

373. B2FloatingStrikePartialLookbackCallonMin

Strike price is floating, while at expiration the payoff on the call option is being able to purchase the underlying at the minimum observed asset price from inception to the end of the lookback time.

374. B2FloatingStrikePartialLookbackPutonMax

Strike price is floating, while at expiration the payoff on the put option is being able to sell the underlying at the maximum observed asset price from inception to the end of the lookback time.

375. B2ForecastBrownianMotionSimulatedSeries

Computes the entire time-series of Brownian motion stochastic process forecast values.

376. B2ForecastDistributionValue

Computes the forecast price of an asset in the future, assuming the asset follows a Brownian motion random walk and returns the forecast price given the cumulative probability level.

377. B2ForecastDistributionValuePercentile

Computes the cumulative probability or percentile of an asset in the future, assuming the asset follows a Brownian motion random walk and returns the forecast cumulative percentile given the future price.

378. B2ForecastDistributionReturns

Computes the forecast return of an asset in the future, assuming the asset follows a Brownian motion random walk and returns the forecast percent return given the cumulative probability level.

379. B2ForecastDistributionReturnsPercentile

Computes the cumulative probability or percentile of an asset’s returns in the future, assuming the asset follows a Brownian motion random walk and returns the forecast cumulative percentile given the return.

380. B2ForecastJumpDiffusionSimulatedSeries

Computes the entire time-series of a jump-diffusion stochastic process forecast values.

381. B2ForecastMeanReversionSimulatedSeries

Computes the entire time-series of a mean-reverting stochastic process forecast values.

382. B2ForecastIncrementalFinancialNeeds

Computes the incremental funds required to cover the projected organic sales growth of the company based on the projected year’s financials.

383. B2ForecastIncrementalPercentSalesGrowthFinancedExternally

Computes the incremental funds as a percent of sales growth that is required from external funding to cover the projected organic sales growth of the company.

384. B2ForeignEquityDomesticCurrencyCall

Computes the value of a foreign-based equity call option struck in a domestic currency and accounting for the exchange rate volatility.

385. B2ForeignEquityDomesticCurrencyPut

Computes the value of a foreign-based equity put option struck in a domestic currency and accounting for the exchange rate volatility.

386. B2ForeignEquityFixedFXRateDomesticValueQuantoCall

Quanto call options are denominated in a currency other than the underlying asset, with expanding or contracting protection coverage of the foreign exchange rates.

387. B2ForeignEquityFixedFXRateDomesticValueQuantoPut

Quanto put options are denominated in a currency other than the underlying asset, with expanding or contracting protection coverage of the foreign exchange rates.

388. B2ForwardRate

Computes the Forward Interest Rate given two Spot Rates.

389. B2ForwardStartCallOption

Starts proportionally in or out of the money in the future. Alpha < 1: call starts (1 - A)% in-the-money, put starts (1 - A)% out of the money. Alpha > 1: call (A – 1)% out of the money, put (A – 1)% in-the-money.

390. B2ForwardStartPutOption

Starts proportionally in or out of the money in the future. Alpha < 1: call starts (1 - A)% in-the-money, put starts (1 - A)% out of the money. Alpha > 1: call (A – 1)% out of the money, put (A – 1)% in-the-money.

391. B2FuturesForwardsCallOption

Similar to a regular option but the underlying asset is a futures of a forward contract. A call option is the option to buy a futures contract, with the specified futures strike price at which the futures is traded if the option is exercised.

392. B2FuturesForwardsPutOption

Similar to a regular option but the underlying asset is a futures of a forward contract. A put option is the option to sell a futures contract, with the specified futures strike price at which the futures is traded if the option is exercised.

393. B2FuturesSpreadCall

The payoff of a spread option is the difference between the two future’s values at expiration. The spread is Futures 1 – Futures 2, and the call payoff is Spread – Strike.

394. B2FuturesSpreadPut

The payoff of a spread option is the difference between the two future’s values at expiration. The spread is Futures 1 – Futures 2, and the put payoff is Strike – Spread.

395. B2GARCH

Computes the forward-looking volatility forecast using the generalized autoregressive conditional heteroskedasticity (p, q) model where future volatilities are forecast based on historical price levels and information.

396. B2GapCallOption

The call option is knocked in if the asset exceeds the reference Strike 1, and the option payoff is the asset price less Strike 2 for the underlying.

397. B2GapPutOption

The put option is knocked in only if the underlying asset is less than the reference Strike 1, providing a payoff of Strike 2 less the underlying asset value.

398. B2GeneralizedBlackScholesCall

Returns the Black-Scholes model with a continuous dividend yield call option.

399. B2GeneralizedBlackScholesCallCashDividends

Modification of the Generalized Black-Scholes model to solve European call options, assuming a series of dividend cash flows that may be even or uneven. A series of dividend payments and time are required.

400. B2GeneralizedBlackScholesPut

Returns the Black-Scholes model with a continuous dividend yield put option.

401. B2GeneralizedBlackScholesPutCashDividends

Modification of the Generalized Black-Scholes model to solve European put options, assuming a series of dividend cash flows that may be even or uneven. A series of dividend payments and time are required.

402. B2GraduatedBarrierDownandInCall

Barriers are graduated ranges between lower and upper values. The option is knocked in-the-money proportionally depending on how low the asset value is in the range.

403. B2GraduatedBarrierDownandOutCall

Barriers are graduated ranges between lower and upper values. The option is knocked out of the money proportionally depending on how low the asset value is in the range.

404. B2GraduatedBarrierUpandInPut

Barriers are graduated ranges between lower and upper values. The option is knocked in-the-money proportionally depending on how high the asset value is in the range.

405. B2GraduatedBarrierUpandOutPut

Barriers are graduated ranges between lower and upper values. The option is knocked out of the money proportionally depending on how high the asset value is in the range.

406. B2ImpliedVolatilityBestCase

Computes the implied volatility given an expected value of an asset, along with an alternative best-case scenario value and its corresponding percentile (must be above 50%).

407. B2ImpliedVolatilityCall

Computes the implied volatility in a European call option given all the inputs parameters and the option value.

408. B2ImpliedVolatilityPut

Computes the implied volatility in a European put option given all the inputs parameters and the option value.

409. B2ImpliedVolatilityWorstCase

Computes the implied volatility given an expected value of an asset, along with an alternative worst-case scenario value and its corresponding percentile (must be below 50%).

410. B2InterestAnnualtoPeriodic

Computes the periodic compounding rate based on the annualized compounding interest rate per year.

411. B2InterestCaplet

Computes the interest rate caplet (sum all the caplets into the total value of the interest rate cap) and acts like an interest rate call option.

412. B2InterestContinuousToDiscrete

Returns the corresponding discrete compounding interest rate, given the continuous compounding rate.

413. B2InterestContinuousToPeriodic

Computes the periodic compounding interest rate based on a continuous compounding rate.

414. B2InterestDiscreteToContinuous

Returns the corresponding continuous compounding interest rate, given the discrete compounding rate.

415. B2InterestFloorlet

Computes the interest rate floorlet (sum all the floorlets into the total value of the interest rate floor) and acts like an interest rate put option.

416. B2InterestPeriodictoAnnual

Computes the annualized compounding interest rate per year based on a periodic compounding rate.

417. B2InterestPeriodictoContinuous

Computes the continuous compounding rate based on the periodic compounding interest rate.

418. B2InverseGammaCallOption

Computes the European call option assuming an inverse Gamma distribution, rather than a normal distribution, and is important for deep out-of-the-money options.

419. B2InverseGammaPutOption

Computes the European put option assuming an inverse Gamma distribution, rather than a normal distribution, and is important for deep out-of-the-money options.

420. B2IRRContinuous

Returns the continuously discounted Internal Rate of Return for a cash flow series with its respective cash flow times in years.

421. B2IRRDiscrete

Returns the discretely discounted Internal Rate of Return for a cash flow series with its respective cash flow times in years.

422. B2LinearInterpolation

Interpolates and fills in the missing values of a time series.

423. B2MarketPriceRisk

Computes the market price of risk used in a variety of options analyses, using market return, risk-free return, volatility of the market, and correlation between the market and the asset.

424. B2MathGammaLog

Returns the result from a log gamma function.

425. B2MathIncompleteBeta

Returns the result from an incomplete Beta function.

426. B2MathIncompleteGammaP

Returns the result from an incomplete Gamma P function.

427. B2MathIncompleteGammaQ

Returns the result from an incomplete Gamma Q function.

428. B2MatrixMultiplyAxB

Multiplies two compatible matrices, such as M Â´ N and N Â´ M, to create an M Â´ M matrix. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

429. B2MatrixMultiplyAxTransposeB

Multiplies the first matrix with the transpose of the second matrix (multiplies M Â´ N with M Â´ N matrix by transposing the second matrix to N Â´ M, generating an M Â´ M matrix). Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

430. B2MatrixMultiplyTransposeAxB

Multiplies the transpose of the first matrix with the second matrix (multiplies M Â´ N with M Â´ N matrix by transposing the first matrix to N Â´ M, generating an N Â´ N matrix). Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

431. B2MatrixTranspose

Transposes a matrix from M Â´ N to N Â´ M. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

432. B2MertonJumpDiffusionCall

Call value of an underlying whose asset returns are assumed to follow a Poisson Jump Diffusion process; that is, prices jump several times a year, and cumulatively these jumps explain a percentage of the total asset volatility.

433. B2MertonJumpDiffusionPut

Put value of an underlying whose asset returns are assumed to follow a Poisson Jump Diffusion process; that is, prices jump several times a year, and cumulatively these jumps explain a percentage of the total asset volatility.

434. B2NextSettlement

Computes the next settlement date based on the U.S. trading calendar.

435. B2NextSettlementQuarterly

Computes the next settlement date in the quarter based on the U.S. trading calendar.

436. B2NextSettlementyearly

Computes the next settlement date in the year based on the U.S. trading calendar.

437. B2NormalTransform

Converts values into a normalized distribution.

438. B2NPVContinuous

Returns the Net Present Value of a cash flow series given the time and discount rate, using continuous discounting.

439. B2NPVDiscrete

Returns the Net Present Value of a cash flow series given the time and discount rate, using discrete discounting.

440. B2OptionStrategyLongBearCreditSpread

Returns the matrix [stock price, buy put, sell put, profit] of a long bearish credit spread (buying a higher strike put with a high price and selling a lower strike put with a low price).

441. B2OptionStrategyLongBullCreditSpread

Returns the matrix [stock price, buy put, sell put, profit] of a long bullish credit spread (buying a lower strike put at a low price and selling a higher strike put at a high price).

442. B2OptionStrategyLongBearDebitSpread

Returns the matrix [stock price, buy call, sell call, profit] of a long bearish debit spread (buying a higher strike call with a low price and selling a lower strike call with a high price).

443. B2OptionStrategyLongBullDebitSpread

Returns the matrix [stock price, buy call, sell call, profit] of a bullish debit spread (buying a lower strike call at a high price and selling a further out-of-the-money higher strike call at a low price).

444. B2OptionStrategyLongCoveredCall

Returns the matrix [stock price, buy stock, sell call, profit] of a long covered call position (buying the stock and selling a call of the same asset).

445. B2OptionStrategyLongProtectivePut

Returns the matrix [stock price, buy stock, buy put, profit] of a long protective put position (buying the stock and buying a put of the same asset).

446. B2OptionStrategyLongStraddle

Returns the matrix [stock price, buy call, buy put, profit] of a long straddle position (buying an equal number of puts and calls with identical strike price and expiration) to profit from high volatility.

447. B2OptionStrategyLongStrangle

Returns the matrix [stock price, buy call, buy put, profit] of a long strangle (buying a higher strike call at a low price and buying a lower strike put at a low price-close expirations) to profit from high volatility.

448. B2OptionStrategyWriteCoveredCall

Returns the matrix [stock price, sell stock, buy call, profit] of writing a covered call (selling the stock and buying a call of the same asset).

449. B2OptionStrategyWriteProtectivePut

Returns the matrix [stock price, sell stock, sell put, profit] of a writing a protective put position (selling the stock and selling a put of the same asset).

450. B2OptionStrategyWriteStraddle

Returns the matrix [stock price, sell call, sell put, profit] of writing a straddle position (selling an equal number of puts and calls with identical strike price and expiration) to profit from low volatility.

451. B2OptionStrategyWriteStrangle

Returns the matrix [stock price, sell call, sell put, profit] of writing a strangle (sell a higher strike call at a low price and sell a lower strike put at a low price-close expirations) to profit from low volatility.

452. B2Payback

Computes the payback in years given some initial investment and subsequent cash flows.

453. B2PerpetualCallOption

Computes the American perpetual call option. Note that it returns an error if dividend is 0% (this is because the American option reverts to European and a perpetual European has no value).

454. B2PerpetualPutOption

Computes the American perpetual put option. Note that it returns an error if dividend is 0% (this is because the American option reverts to European and a perpetual European has no value).

455. B2PrevSettlement

Computes the previous settlement date based on the U.S. trading calendar.

456. B2PrevSettlementQuarterly

Computes the previous settlement date in the quarter based on the U.S. trading calendar.

457. B2PrevSettlementYearly

Computes the previous settlement date in the year based on the U.S. trading calendar.

458. B2PortfolioReturns

Computes the portfolio weighted average expected returns given individual asset returns and allocations.

459. B2PortfolioRisk

Computes the portfolio risk given individual asset allocations and variance-covariance matrix.

460. B2PortfolioVariance

Computes the portfolio variance given individual asset allocations and variance-covariance matrix. Take the square root of the result to obtain the portfolio risk.

461. B2ProbabilityDefaultAdjustedBondYield

Computes the required risk-adjusted yield (premium spread plus risk-free rate) to charge given the cumulative probability of default.

462. B2ProbabilityDefaultAverageDefaults

Credit Risk Plus’ average number of credit defaults per period using total portfolio credit exposures, average cumulative probability of default, and percentile Value at Risk for the portfolio.

463. B2ProbabilityDefaultCorrelation

Computes the correlations of default probabilities given the probabilities of default of each asset and the correlation between their equity prices. The result is typically much smaller than the equity correlation.

464. B2ProbabilityDefaultCumulativeBondYieldApproach

Computes the cumulative probability of default from Year 0 to Maturity using a comparable zero bond yield versus a zero risk-free yield and accounting for a recovery rate.

465. B2ProbabilityDefaultCumulativeSpreadApproach

Computes the cumulative probability of default from Year 0 to Maturity using a comparable risky debt’s spread (premium) versus the risk-free rate and accounting for a recovery rate.

466. B2ProbabilityDefaultHazardRate

Computes the hazard rate for a specific year (in survival analysis) using a comparable zero bond yield versus a zero risk-free yield and accounting for a recovery rate.

467. B2ProbabilityDefaultMertonDefaultDistance

Distance to Default (does not require market returns and correlations but requires the internal growth rates).

468. B2ProbabilityDefaultMertonI

Probability of Default (without regard to Equity Value or Equity Volatility, but requires asset, debt, and market values).

469. B2ProbabilityDefaultMertonII

Probability of Default (does not require market returns and correlations but requires the internal growth rates).

470. B2ProbabilityDefaultMertonImputedAssetValue

Returns the imputed market value of asset given external equity value, equity volatility, and other option inputs. Used in the Merton probability of default model.

471. B2ProbabilityDefaultMertonImputedAssetVolatility

Returns the imputed volatility of asset given external equity value, equity volatility, and other option inputs. Used in the Merton probability of default model.

472. B2ProbabilityDefaultMertonMVDebt

Computes the market value of debt (for risky debt) in the Merton-based simultaneous options model.

473. B2ProbabilityDefaultMertonRecoveryRate

Computes the rate of recovery in percent for risky debt in the Merton-based simultaneous options model.

474. B2ProbabilityDefaultPercentileDefaults

Credit Risk Plus method to compute the percentile given some estimated average number of defaults per period.

475. B2PropertyDepreciation

Value of the periodic depreciation allowed on a commercial real estate project, given the percent of price going to improvement and the allowed recovery period.

476. B2PropertyEquityRequired

Value of the required equity down payment on a commercial real estate project, given the valuation of the project.

477. B2PropertyLoanAmount

Value of the required mortgage amount on a commercial real estate project, given the value of the project and the loan required (loan-to-value ratio or the percentage of the value that a loan represents is required).

478. B2PropertyValuation

Value of a commercial real estate property assuming Gross Rent, Vacancy, Operating Expenses, and the Cap Rate at Purchase Date (Net Operating Income/Sale Price).

479. B2PutCallParityCalltoPut

Computes the European put option value given the value of a corresponding European call option with identical input assumptions.

480. B2PutCallParityCalltoPutCurrencyOptions

Computes the European currency put option value given the value of a corresponding European currency call option on futures and forwards with identical input assumptions.

481. B2PutCallParityCalltoPutFutures

Computes the value of a European put option on futures and forwards given the value of a corresponding European call option on futures and forwards with identical input assumptions.

482. B2PutCallParityPuttoCall

Computes the European call option value given the value of a corresponding European put option with identical input assumptions.

483. B2PutCallParityPuttoCallCurrencyOptions

Computes the value of a European currency call option given the value of a corresponding European currency put option on futures and forwards with identical input assumptions.

484. B2PutCallParityPuttoCallFutures

Computes the value of a European call option on futures and forwards given the value of a corresponding European put option on futures and forwards with identical input assumptions.

485. B2PutDelta

Returns the option valuation sensitivity Delta (a put option value’s sensitivity to changes in the asset value).

486. B2PutGamma

Returns the option valuation sensitivity Gamma (a put option value’s sensitivity to changes in the Delta value).

487. B2PutOptionOnTheMax

The maximum values at expiration of both assets are used in option exercise, where the call option payoff at expiration is the strike price against the maximum price between Asset 1 and Asset 2.

488. B2PutOptionOnTheMin

The minimum values at expiration of both assets are used in option exercise, where the call option payoff at expiration is the strike price against the minimum price between Asset 1 and Asset 2.

489. B2PutRho

Returns the option valuation sensitivity Rho (a put option value’s sensitivity to changes in the interest rate).

490. B2PutTheta

Returns the option valuation sensitivity Theta (a put option value’s sensitivity to changes in the maturity).

491. B2PutVega

Returns the option valuation sensitivity Vega (a put option value’s sensitivity to changes in the volatility).

492. B2QueuingMCAveCustomersinSystem

Average number of customers in the system, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

493. B2QueuingMCAveCustomersWaiting

Average number of customers in the waiting line, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

494. B2QueuingMCAveTimeinSystem

Average time a customer spends in the system, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

495. B2QueuingMCAveTimeWaiting

Average time a customer spends in the waiting line, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

496. B2QueuingMCProbHaveToWait

Probability an arriving customer has to wait, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

497. B2QueuingMCProbNoCustomer

Probability that no customers are in the system, using a multiple-channel queuing model assuming a Poisson arrival rate with Exponential distribution of service times.

498. B2QueuingMGKAveCustomersinSystem

Average number of customers in the system, using a multiple-channel queuing model assuming a Poisson arrival rate with unknown distribution of service times.

499. B2QueuingMGKCostPerPeriod

Total cost per time period, using a multiple-channel queuing model assuming a Poisson arrival rate with unknown distribution of service times.

500. B2QueuingMGKProbBusy

Probability a channel will be busy, using a multiple-channel queuing model assuming a Poisson arrival rate with unknown distribution of service times.

501. B2QueuingSCAAveCustomersinSystem

Average number of customers in the system, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

502. B2QueuingSCAAveCustomersWaiting

Average number of customers in the waiting line, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

503. B2QueuingSCAAveTimeinSystem

Average time a customer spends in the system, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

504. B2QueuingSCAAveTimeWaiting

Average time a customer spends in the waiting line, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

505. B2QueuingSCAProbHaveToWait

Probability an arriving customer has to wait, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

506. B2QueuingSCAProbNoCustomer

Probability that no customers are in the system, using an MG1 single-channel arbitrary queuing model assuming a Poisson arrival rate with unknown distribution of service times.

507. B2QueuingSCAveCustomersinSystem

Average number of customers in the system, using a single-channel queuing model.

508. B2QueuingSCAveCustomersWaiting

Returns the average number of customers in the waiting line, using a single-channel queuing model.

509. B2QueuingSCAveTimeinSystem

Average time a customer spends in the system, using a single-channel queuing model.

510. B2QueuingSCAveTimeWaiting

Average time a customer spends in the waiting line, using a single-channel queuing model.

511. B2QueuingSCProbHaveToWait

Probability an arriving customer has to wait, using a single-channel queuing model.

512. B2QueuingSCProbNoCustomer

Returns the probability that no customers are in the system, using a single-channel queuing model.

513. B2RatiosBasicEarningPower

Computes the basic earning power (BEP) by accounting for earnings before interest and taxes (EBIT) and the amount of total assets employed.

514. B2RatiosBetaLevered

Computes the levered beta from an unlevered beta level after accounting for the tax rate, total debt, and equity values.

515. B2RatiosBetaUnlevered

Computes the unlevered beta from a levered beta level after accounting for the tax rate, total debt, and equity values.

516. B2RatiosBookValuePerShare

Computes the book value per share (BV) by accounting for the total common equity amount and number of shares outstanding.

517. B2RatiosCapitalCharge

Computes the capital charge value (typically used to compute the economic profit of a project).

518. B2RatiosCAPM

Computes the capital asset pricing model’s required rate of return in percent, given some benchmark market return, beta risk coefficient, and risk-free rate.

519. B2RatiosCashFlowtoEquityLeveredFirm

Cash flow to equity for a levered firm (accounting for operating expenses, taxes, depreciation, amortization, capital expenditures, change in working capital, preferred dividends, principal repaid, and new debt issues).

520. B2RatiosCashFlowtoEquityUnleveredFirm

Cash flow to equity for an unlevered firm (accounting for operating expenses, taxes, depreciation, amortization, capital expenditures, change in working capital, and taxes).

521. B2RatiosCashFlowtoFirm

Cash flow to the firm (accounting for earnings before interest and taxes [EBIT], tax rate, depreciation, capital expenditures, and change in working capital).

522. B2RatiosCashFlowtoFirm2

Cash flow to the firm (accounting for net operating profit after taxes [NOPAT], depreciation, capital expenditures, and change in working capital).

523. B2RatiosContinuingValue1

Computes the continuing value based on a constant growth rate of free cash flows to perpetuity using a Gordon Growth Model.

524. B2RatiosContinuingValue2

Computes the continuing value based on a constant growth rate of free cash flows to perpetuity using net operating profit after taxes (NOPAT), return on invested capital (ROIC), growth rate, and current free cash flow.

525. B2RatiosCostEquity

Computes the cost of equity (as used in a CAPM model) using the dividend rate, growth rate of dividends, and current equity price.

526. B2RatiosCurrentRatio

Computes the current ratio by accounting for the individual asset and liabilities.

527. B2RatiosDaysSalesOutstanding

Computes the days sales outstanding by looking at the accounts receivable value, total annual sales, and number of days per year.

528. B2RatiosDebtAssetRatio

Computes the debt-to-asset ratio by accounting for the total debt and total asset values.

529. B2RatiosDebtEquityRatio

Computes the debt-to-equity ratio by accounting for the total debt and total common equity levels.

530. B2RatiosDebtRatio1

Computes the debt ratio by accounting for the total debt and total asset values.

531. B2RatiosDebtRatio2

Computes the debt ratio by accounting for the total equity and total asset values.

532. B2RatiosDividendsPerShare

Computes the dividends per share (DPS) by accounting for the dividend payment amount and number of shares outstanding.

533. B2RatiosEarningsPerShare

Computes the earnings per share (EPS) by accounting for the net income amount and number of shares outstanding.

534. B2RatiosEconomicProfit1

Computes the economic profit using invested capital, return on invested capital (ROIC), and weighted average cost of capital (WACC).

535. B2RatiosEconomicProfit2

Computes the economic profit using net operating profit after taxes (NOPAT), return on invested capital (ROIC), and weighted average cost of capital (WACC).

536. B2RatiosEconomicProfit3

Computes the economic profit using net operating profit after taxes (NOPAT) and capital charge.

537. B2RatiosEconomicValueAdded

Computes the economic value added using earnings before interest and taxes (EBIT), total capital employed, tax rate, and weighted average cost of capital (WACC).

538. B2RatiosEquityMultiplier

Computes the equity multiplier (the ratio of total assets to total equity).

539. B2RatiosFixedAssetTurnover

Computes the fixed asset turnover by accounting for the annual sales levels and net fixed assets.

540. B2RatiosInventoryTurnover

Computes the inventory turnover using sales and inventory levels.

541. B2RatiosMarketBookRatio1

Computes the market to book value (BV) per share by accounting for the share price and the book value per share.

542. B2RatiosMarketBookRatio2

Computes the market to book value (BV) per share by accounting for the share price, total common equity value, and number of shares outstanding.

543. B2RatiosMarketValueAdded

Computes the market value added by accounting for the stock price, total common equity, and number of shares outstanding.

544. B2RatiosNominalCashFlow

Computes the nominal cash flow amount assuming some inflation rate, real cash flow, and the number of years in the future.

545. B2RatiosNominalDiscountRate

Computes the nominal discount rate assuming some inflation rate and real discount rate.

546. B2RatiosPERatio1

Computes the price-to-earnings (P/E) ratio using stock price and earnings per share (EPS).

547. B2RatiosPERatio2

Computes the price-to-earnings (P/E) ratio using stock price, net income, and number of shares outstanding.

548. B2RatiosPERatio3

Computes the price-to-earnings (P/E) ratio using growth rates, rate of return, and discount rate.

549. B2RatiosProfitMargin

Computes the profit margin by taking the ratio of net income to annual sales.

550. B2RatiosQuickRatio

Computes the quick ratio by accounting for the individual assets and liabilities.

551. B2RatiosRealCashFlow

Computes the real cash flow amount assuming some inflation rate, nominal cash flow (Nominal CF), and the number of years in the future.

552. B2RatiosRealDiscountRate

Computes the real discount rate assuming some inflation rate and nominal discount rate.

553. B2RatiosReturnonAsset1

Computes the return on assets using net income amount and total assets employed.

554. B2RatiosReturnonAsset2

Computes the return on assets using net profit margin percentage and total asset turnover ratio.

555. B2RatiosReturnonEquity1

Computes return on equity using net income and total common equity values.

556. B2RatiosReturnonEquity2

Computes return on equity using return on assets (ROA), total assets, and total equity values.

557. B2RatiosReturnonEquity3

Computes return on equity using net income, total sales, total assets, and total common equity values.

558. B2RatiosReturnonEquity4

Computes return on equity using net profit margin, total asset turnover, and equity multiplier values.

559. B2RatiosROIC

Computes the return on invested capital (typically used for computing economic profit) accounting for change in working capital; property, plant, and equipment (PPE); and other assets.

560. B2RatiosShareholderEquity

Computes the common shareholder’s equity after accounting for total assets, total liabilities, and preferred stocks.

561. B2RatiosTimesInterestEarned

Computes the times interest earned ratio by accounting for earnings before interest and taxes (EBIT) and the amount of interest payment.

562. B2RatiosTotalAssetTurnover

Computes the total asset turnover by accounting for the annual sales levels and total assets.

563. B2RatiosWACC1

Computes the weighted average cost of capital (WACC) using market values of debt, preferred equity, and common equity, as well as their respective costs.

564. B2RatiosWACC2

Computes the weighted average cost of capital (WACC) using market values of debt, and market values of common equity, as well as their respective costs.

565. B2ROBinomialAmericanAbandonContract

Returns the American option to abandon and contract using a binomial lattice model.

566. B2ROBinomialAmericanAbandonContractExpand

Returns the American option to abandon, contract, and expand using a binomial lattice model.

567. B2ROBinomialAmericanAbandonExpand

Returns the American option to abandon and expand using a binomial lattice model.

568. B2ROBinomialAmericanAbandonment

Returns the American option to abandon using a binomial lattice model.

569. B2ROBinomialAmericanCall

Returns the American call option with dividends using a binomial lattice model.

570. B2ROBinomialAmericanChangingRiskFree

Returns the American call option with dividends and assuming the risk-free rate changes over time, using a binomial lattice model.

571. B2ROBinomialAmericanChangingVolatility

Returns the American call option with dividends and assuming the volatility changes over time, using a binomial lattice model. Use small number of steps or it will take a long time to compute!

572. B2ROBinomialAmericanContractExpand

Returns the American option to contract and expand using a binomial lattice model.

573. B2ROBinomialAmericanContraction

Returns the American option to contract using a binomial lattice model.

574. B2ROBinomialAmericanCustomCall

Returns the American option call option with changing inputs, vesting periods, and suboptimal exercise multiple using a binomial lattice model.

575. B2ROBinomialAmericanExpansion

Returns the American option to expand using a binomial lattice model.

576. B2ROBinomialAmericanPut

Returns the American put option with dividends using a binomial lattice model.

577. B2ROBinomialBermudanAbandonContract

Returns the Bermudan option to abandon and contract using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

578. B2ROBinomialBermudanAbandonContractExpand

Returns the Bermudan option to abandon, contract, and expand, using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

579. B2ROBinomialBermudanAbandonExpand

Returns the Bermudan option to abandon and expand using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

580. B2ROBinomialBermudanAbandonment

Returns the Bermudan option to abandon using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

581. B2ROBinomialBermudanCall

Returns the Bermudan call option with dividends, where there is a vesting/blackout period during which the option cannot be executed.

582. B2ROBinomialBermudanContractExpand

Returns the Bermudan option to contract and expand, using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

583. B2ROBinomialBermudanContraction

Returns the Bermudan option to contract using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

584. B2ROBinomialBermudanExpansion

Returns the Bermudan option to expand using a binomial lattice model, where there is a vesting/blackout period during which the option cannot be executed.

585. B2ROBinomialBermudanPut

Returns the Bermudan put option with dividends, where there is a vesting/blackout period during which the option cannot be executed.

586. B2ROBinomialEuropeanAbandonContract

Returns the European option to abandon and contract, using a binomial lattice model, where the option can be executed only at expiration.

587. B2ROBinomialEuropeanAbandonContractExpand

Returns the European option to abandon, contract, and expand, using a binomial lattice model, where the option can be executed only at expiration.

588. B2ROBinomialEuropeanAbandonExpand

Returns the European option to abandon and expand, using a binomial lattice model, where the option can be executed only at expiration.

589. B2ROBinomialEuropeanAbandonment

Returns the European option to abandon using a binomial lattice model, where the option can be executed only at expiration.

590. B2ROBinomialEuropeanCall

Returns the European call option with dividends, where the option can be executed only at expiration.

591. B2ROBinomialEuropeanContractExpand

Returns the European option to contract and expand, using a binomial lattice model, where the option can be executed only at expiration.

592. B2ROBinomialEuropeanContraction

Returns the European option to contract using a binomial lattice model, where the option can be executed only at expiration.

593. B2ROBinomialEuropeanExpansion

Returns the European option to expand using a binomial lattice model, where the option can be executed only at expiration.

594. B2ROBinomialEuropeanPut

Returns the European put option with dividends, where the option can be executed only at expiration.

595. B2ROJumpDiffusionCall

Returns the closed-form model for a European call option whose underlying asset follows a Poisson Jump Diffusion process.

596. B2ROJumpDiffusionPut

Returns the closed-form model for a European put option whose underlying asset follows a Poisson Jump Diffusion process.

597. B2ROMeanRevertingCall

Returns the closed-form model for a European call option whose underlying asset follows a mean-reversion process.

598. B2ROMeanRevertingPut

Returns the closed-form model for a European put option whose underlying asset follows a mean-reversion process.

599. B2ROPentanomialAmericanCall

Returns the Rainbow American call option with two underlying assets (these are typically price and quantity, and are multiplied together to form a new combinatorial pentanomial lattice).

600. B2ROPentanomialAmericanPut

Returns the Rainbow American put option with two underlying assets (these are typically price and quantity, and are multiplied together to form a new combinatorial pentanomial lattice).

601. B2ROPentanomialEuropeanCall

Returns the Rainbow European call option with two underlying assets (these are typically price and quantity, and are multiplied together to form a new combinatorial pentanomial lattice).

602. B2ROPentanomialEuropeanPut

Returns the Rainbow European put option with two underlying assets (these are typically price and quantity, and are multiplied together to form a new combinatorial pentanomial lattice).

603. B2ROQuadranomialJumpDiffusionAmericanCall

Returns the American call option whose underlying asset follows a Poisson Jump Diffusion process, using a combinatorial quadranomial lattice.

604. B2ROQuadranomialJumpDiffusionAmericanPut

Returns the American put option whose underlying asset follows a Poisson Jump Diffusion process, using a combinatorial quadranomial lattice.

605. B2ROQuadranomialJumpDiffusionEuropeanCall

Returns the European call option whose underlying asset follows a Poisson Jump Diffusion process, using a combinatorial quadranomial lattice.

606. B2ROQuadranomialJumpDiffusionEuropeanPut

Returns the European put option whose underlying asset follows a Poisson Jump Diffusion process, using a combinatorial quadranomial lattice.

607. B2ROStateAmericanCall

Returns the American call option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model.

608. B2ROStateAmericanPut

Returns the American put option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model.

609. B2ROStateBermudanCall

Returns the Bermudan call option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model, and where the option cannot be exercised during certain vesting/blackout periods.

610. B2ROStateBermudanPut

Returns the Bermudan put option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model, and where the option cannot be exercised during certain vesting/blackout periods.

611. B2ROStateEuropeanCall

Returns the European call option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model, and where the option can be exercised only at maturity.

612. B2ROStateEuropeanPut

Returns the European put option using a state jump function, where the up and down states can be asymmetrical, solved in a lattice model, and where the option can be exercised only at maturity.

613. B2ROTrinomialAmericanCall

Returns the American call option with dividend, solved using a trinomial lattice.

614. B2ROTrinomialAmericanMeanRevertingCall

Returns the American call option with dividend, assuming the underlying asset is mean-reverting, and solved using a trinomial lattice.

615. B2ROTrinomialAmericanMeanRevertingPut

Returns the American put option with dividend, assuming the underlying asset is mean-reverting, and solved using a trinomial lattice.

616. B2ROTrinomialAmericanPut

Returns the American put option with dividend, solved using a trinomial lattice.

617. B2ROTrinomialBermudanCall

Returns the Bermudan call option with dividend, solved using a trinomial lattice, where during certain vesting/blackout periods the option cannot be exercised.

618. B2ROTrinomialBermudanPut

Returns the Bermudan put option with dividend, solved using a trinomial lattice, where during certain vesting/blackout periods the option cannot be exercised.

619. B2ROTrinomialEuropeanCall

Returns the European call option with dividend, solved using a trinomial lattice, where the option can be exercised only at maturity.

620. B2ROTrinomialEuropeanMeanRevertingCall

Returns the European call option with dividend, solved using a trinomial lattice, assuming the underlying asset is mean-reverting, and where the option can be exercised only at maturity.

621. B2ROTrinomialEuropeanMeanRevertingPut

Returns the European put option with dividend, solved using a trinomial lattice, assuming the underlying asset is mean-reverting, and where the option can be exercised only at maturity.

622. B2ROTrinomialEuropeanPut

Returns the European put option with dividend, solved using a trinomial lattice, where the option can be exercised only at maturity.

623. B2SCurveValue

Computes the S-Curve extrapolation’s next forecast value based on previous value, growth rate, and maximum capacity levels.

624. B2SCurveValueSaturation

Computes the S-Curve extrapolation’s saturation level based on previous value, growth rate, and maximum capacity levels.

625. B2SemiStandardDeviationPopulation

Computes the semi-standard deviation of the population; that is, only the values below the mean are used to compute an adjusted population standard deviation, a more appropriate measure of downside risk.

626. B2SemiStandardDeviationSample

Computes the semi-standard deviation of the sample; that is, only the values below the mean are used to compute an adjusted sample standard deviation, a more appropriate measure of downside risk.

627. B2SharpeRatio

Computes the Sharpe Ratio (returns-to-risk ratio) based on a series of stock prices of an asset and a market benchmark series of prices.

628. B2SimulateBernoulli

Returns simulated random numbers from the Bernoulli distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

629. B2SimulateBeta

Returns simulated random numbers from the Beta distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

630. B2SimulateBinomial

Returns simulated random numbers from the Binomial distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

631. B2SimulateChiSquare

Returns simulated random numbers from the Chi-Square distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

632. B2SimulatedEuropeanCall

Returns the Monte Carlo simulated European call option (only European options can be approximated well with simulation). This function is volatile.

633. B2SimulatedEuropeanPut

Returns the Monte Carlo simulated European put option (only European options can be approximated well with simulation). This function is volatile.

634. B2SimulateDiscreteUniform

Returns simulated random numbers from the Discrete Uniform distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

635. B2SimulateExponential

Returns simulated random numbers from the Exponential distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

636. B2SimulateFDist

Returns simulated random numbers from the F distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

637. B2SimulateGamma

Returns simulated random numbers from the Gamma distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

638. B2SimulateGeometric

Returns simulated random numbers from the Geometric distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

639. B2SimulateGumbelMax

Returns simulated random numbers from the Gumbel Max distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

640. B2SimulateGumbelMin

Returns simulated random numbers from the Gumbel Min distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

641. B2SimulateLogistic

Returns simulated random numbers from the Logistic distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

642. B2SimulateLognormal

Returns simulated random numbers from the Lognormal distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

643. B2SimulateNormal

Returns simulated random numbers from the Normal distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

644. B2SimulatePareto

Returns simulated random numbers from the Pareto distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

645. B2SimulatePoisson

Returns simulated random numbers from the Poisson distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

646. B2SimulateRayleigh

Returns simulated random numbers from the Rayleigh distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

647. B2SimulateStandardNormal

Returns simulated random numbers from the Standard Normal distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

648. B2SimulateTDist

Returns simulated random numbers from the Student’s T distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

649. B2SimulateTriangular

Returns simulated random numbers from the Triangular distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

650. B2SimulateUniform

Returns simulated random numbers from the Uniform distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

651. B2SimulateWeibull

Returns simulated random numbers from the Weibull distribution. Type in RAND() as the random input parameter to generate volatile random values from this distribution.

652. B2SixSigmaControlCChartCL

Computes the center line in a control c-chart. C-charts are applicable when only the number of defects is important.

653. B2SixSigmaControlCChartDown1Sigma

Computes the lower 1 sigma limit in a control c-chart. C-charts are applicable when only the number of defects is important.

654. B2SixSigmaControlCChartDown2Sigma

Computes the lower 2 sigma limit in a control c-chart. C-charts are applicable when only the number of defects is important.

655. B2SixSigmaControlCChartLCL

Computes the lower control limit in a control c-chart. C-charts are applicable when only the number of defects is important.

656. B2SixSigmaControlCChartUCL

Computes the upper control limit in a control c-chart. C-charts are applicable when only the number of defects is important.

657. B2SixSigmaControlCChartUp1Sigma

Computes the upper 1 sigma limit in a control c-chart. C-charts are applicable when only the number of defects is important.

658. B2SixSigmaControlCChartUp2Sigma

Computes the upper 2 sigma limit in a control c-chart. C-charts are applicable when only the number of defects is important.

659. B2SixSigmaControlNPChartCL

Computes the center line in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

660. B2SixSigmaControlNPChartDown1Sigma

Computes the lower 1 sigma limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

661. B2SixSigmaControlNPChartDown2Sigma

Computes the lower 2 sigma limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

662. B2SixSigmaControlNPChartLCL

Computes the lower control limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

663. B2SixSigmaControlNPChartUCL

Computes the upper control limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

664. B2SixSigmaControlNPChartUp1Sigma

Computes the upper 1 sigma limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

665. B2SixSigmaControlNPChartUp2Sigma

Computes the upper 2 sigma limit in a control np-chart. NP-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes is constant.

666. B2SixSigmaControlPChartCL

Computes the center line in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

667. B2SixSigmaControlPChartDown1Sigma

Computes the lower 1 sigma limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

668. B2SixSigmaControlPChartDown2Sigma

Computes the lower 2 sigma limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

669. B2SixSigmaControlPChartLCL

Computes the lower control limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

670. B2SixSigmaControlPChartUCL

Computes the upper control limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

671. B2SixSigmaControlPChartUp1Sigma

Computes the upper 1 sigma limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

672. B2SixSigmaControlPChartUp2Sigma

Computes the upper 2 sigma limit in a control p-chart. P-charts are applicable when proportions of defects are important, and where in each experimental subgroup the number of sample sizes might be different.

673. B2SixSigmaControlRChartCL

Computes the center line in a control R-chart. R-charts are used when the number of defects is important; in each subgroup experiment multiple measurements are taken, and the range of the measurements is the variable plotted.

674. B2SixSigmaControlRChartLCL

Computes the lower control limit in a control R-chart. R-charts are used when the number of defects is important; in each subgroup experiment multiple measurements are taken, and the range of the measurements is the variable plotted.

675. B2SixSigmaControlRChartUCL

Computes the upper control limit in a control R-chart. R-charts are used when the number of defects is important; in each subgroup experiment multiple measurements are taken, and the range of the measurements is the variable plotted.

676. B2SixSigmaControlUChartCL

Computes the center line in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

677. B2SixSigmaControlUChartDown1Sigma

Computes the lower 1 sigma limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

678. B2SixSigmaControlUChartDown2Sigma

Computes the lower 2 sigma limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

679. B2SixSigmaControlUChartLCL

Computes the lower control limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

680. B2SixSigmaControlUChartUCL

Computes the upper control limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

681. B2SixSigmaControlUChartUp1Sigma

Computes the upper 1 sigma limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

682. B2SixSigmaControlUChartUp2Sigma

Computes the upper 2 sigma limit in a control u-chart. U-charts are applicable when the number of defects is important, and where in each experimental subgroup the number of sample sizes is the same.

683. B2SixSigmaControlXChartCL

Computes the center line in a control X-chart. X-charts are used when the number of defects is important; in each experimental subgroup multiple measurements are taken, and the average of the measurements is the variable plotted.

684. B2SixSigmaControlXChartLCL

Computes the lower control limit in a control X-chart. X-charts are used when the number of defects is important; in each experimental subgroup multiple measurements are taken, and the average of the measurements is the variable plotted.

685. B2SixSigmaControlXChartUCL

Computes the upper control limit in a control X-chart. X-charts are used when the number of defects is important; in each experimental subgroup multiple measurements are taken, and the average of the measurements is the variable plotted.

686. B2SixSigmaControlXMRChartCL

Computes the center line in a control XmR-chart. XmR-charts are used when the number of defects is important; there is only a single measurement for each sample, and a time series of moving ranges is the variable plotted.

687. B2SixSigmaControlXMRChartLCL

Computes the lower control limit in a control XmR-chart. XmR-charts are used when the number of defects is important; there is only a single measurement for each sample, and a time series of moving ranges is the variable plotted.

688. B2SixSigmaControlXMRChartUCL

Computes the upper control limit in a control XmR-chart. XmR-charts are used when the number of defects is important; there is only a single measurement for each sample, and a time series of moving ranges is the variable plotted.

689. B2SixSigmaDeltaPrecision

Computes the error precision given specific levels of Type I and Type II errors, as well as the sample size and variance.

690. B2SixSigmaSampleSize

Computes the required minimum sample size given Type I and Type II errors, as well as the required precision of the mean and the error tolerances.

691. B2SixSigmaSampleSizeDPU

Computes the required minimum sample size given Type I and Type II errors, as well as the required precision of the defects per unit and the error tolerances.

692. B2SixSigmaSampleSizeProportion

Computes the required minimum sample size given Type I and Type II errors, as well as the required precision of the proportion of defects and the error tolerances.

693. B2SixSigmaSampleSizeStdev

Computes the required minimum sample size given Type I and Type II errors, as well as the required precision of the standard deviation and the error tolerances.

694. B2SixSigmaSampleSizeZeroCorrelTest

Computes the required minimum sample size to test whether a correlation is statistically significant at an alpha of 0.05 and beta of 0.10.

695. B2SixSigmaStatCP

Computes the potential process capability index Cp given the actual mean and sigma of the process, including the upper and lower specification limits.

696. B2SixSigmaStatCPK

Computes the process capability index Cpk given the actual mean and sigma of the process, including the upper and lower specification limits.

697. B2SixSigmaStatDPMO

Computes the defects per million opportunities (DPMO) given the actual mean and sigma of the process, including the upper and lower specification limits.

698. B2SixSigmaStatDPU

Computes the proportion of defects per unit (DPU) given the actual mean and sigma of the process, including the upper and lower specification limits.

699. B2SixSigmaStatProcessSigma

Computes the process sigma level given the actual mean and sigma of the process, including the upper and lower specification limits.

700. B2SixSigmaStatYield

Computes the nondefective parts or the yield of the process, given the actual mean and sigma of the process, including the upper and lower specification limits.

701. B2SixSigmaUnitCPK

Computes the process capability index Cpk given the actual counts of defective parts and the total opportunities in the population.

702. B2SixSigmaUnitDPMO

Computes the defects per million opportunities (DPMO) given the actual counts of defective parts and the total opportunities in the population.

703. B2SixSigmaUnitDPU

Computes the proportion of defects per unit (DPU) given the actual counts of defective parts and the total opportunities in the population.

704. B2SixSigmaUnitProcessSigma

Computes the process sigma level given the actual counts of defective parts and the total opportunities in the population.

705. B2SixSigmaUnitYield

Computes the nondefective parts or the yield of the process given the actual counts of defective parts and the total opportunities in the population.

706. B2StandardNormalBivariateCDF

Given the two Z-scores and correlation, returns the value of the bivariate standard normal (means of zero, variances of 1) cumulative distribution function.

707. B2StandardNormalCDF

Given the Z-score, returns the value of the standard normal (mean of zero, variance of 1) cumulative distribution function.

708. B2StandardNormalInverseCDF

Computes the inverse cumulative distribution function of a standard normal distribution (mean of zero, variance of 1).

709. B2StandardNormalPDF

Given the Z-score, returns the value of the standard normal (mean of zero, variance of 1) probability density function.

710. B2StockAfterDilution1

Applies a search algorithm to impute the diluted stock price after a warrant issue by assuming that the total equity remains constant before and after the new issues.

711. B2StockAfterDilution2

Applies an approximation model computing the diluted stock price after a warrant issue by assuming that the total equity remains constant before and after the new issues.

712. B2StockIndexCallOption

Similar to a regular call option but the underlying asset is a reference stock index such as the Standard & Poor’s 500. The analysis can be solved using a Generalized Black-Scholes-Merton model as well.

713. B2StockIndexPutOption

Similar to a regular put option but the underlying asset is a reference stock index such as the Standard & Poor’s 500. The analysis can be solved using a Generalized Black-Scholes-Merton model as well.

714. B2SuperShareOptions

The option has value only if the stock or asset price is between the upper and lower barriers, and at expiration provides a payoff equivalent to the stock or asset price divided by the lower strike price (S/X Lower).

715. B2SwapDomesticValue

Computes the value of an interest rate swap to the domestic counterparty in a fixed-floating swap.

716. B2SwapDValues

Computes the series of cash payments of an interest rate swap to the domestic counterparty in a fixed-floating swap.

717. B2SwapForeignValue

Computes the value of an interest rate swap to the foreign counterparty in a fixed-floating swap.

718. B2SwapFValues

Computes the series of cash payments of an interest rate swap to the foreign counterparty in a fixed-floating swap.

719. B2SwapValue

Computes the total value of an interest rate swap between a domestic firm and a foreign counterparty in a fixed-floating swap.

720. B2SwaptionEuropeanPayer

European Call Interest Swaption.

721. B2SwaptionEuropeanReceiver

European Put Interest Swaption.

722. B2TakeoverFXOption

At a successful takeover (foreign firm value in foreign currency is less than the foreign currency units), option holder can purchase the foreign units at a predetermined strike price (in exchange rates of the domestic to foreign currency).

723. B2ThirdFriday

Computes the third Friday in the month for U.S. trading purposes.

724. B2ThirdFridayQuarter

Computes the third Friday in the quarter for U.S. trading purposes.

725. B2ThirdFridayYearly

Computes the third Friday in the year for U.S. trading purposes.

726. B2TimeSwitchOptionCall

Holder gets AccumAmount Â´TimeSteps each time asset > strike for a call. TimeSteps is the frequency at which the asset price is checked as to whether the strike is breached (e.g., for 252 trading days, set DT as 1/252).

727. B2TimeSwitchOptionPut

Holder gets AccumAmount Â´ TimeSteps each time asset < strike for a put. TimeSteps is the frequency at which the asset price is checked as to whether the strike is breached (e.g., for 252 trading days, set DT as 1/252).

728. B2TradingDayAdjustedCall

Call option corrected for varying volatilities (higher on trading days than on nontrading days). Trading Days Ratio is the number of trading days left until maturity divided by total trading days per year (between 250 and 252).

729. B2TradingDayAdjustedPut

Put option corrected for varying volatilities (higher on trading days than on nontrading days). Trading Days Ratio is the number of trading days left until maturity divided by total trading days per year (between 250 and 252).

730. B2TrinomialImpliedArrowDebreuLattice

Computes the complete set of implied Arrow-Debreu prices in an implied trinomial lattice using actual observed data. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

731. B2TrinomialImpliedArrowDebreuValue

Computes the single value of implied Arrow-Debreu price (for a specific step/column and up-down event/row) in an implied trinomial lattice using actual observed data.

732. B2TrinomialImpliedCallOptionValue

Computes the European call option using an implied trinomial lattice approach, taking into account actual observed inputs.

733. B2TrinomialImpliedDownProbabilityLattice

Computes the complete set of implied DOWN probabilities in an implied trinomial lattice using actual observed data. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

734. B2TrinomialImpliedDownProbabilityValue

Computes the single value of implied DOWN probability (for a specific step/column and up-down event/row) in an implied trinomial lattice using actual observed data.

735. B2TrinomialImpliedLocalVolatilityLattice

Computes the complete set of implied local probabilities in an implied trinomial lattice using actual observed data. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

736. B2TrinomialImpliedLocalVolatilityValue

Computes the single value of implied localized volatility (for a specific step/column and up-down event/row) in an implied trinomial lattice using actual observed data.

737. B2TrinomialImpliedUpProbabilityLattice

Computes the complete set of implied UP probabilities in an implied trinomial lattice using actual observed data. Copy and paste the function and use Ctrl+Shift+Enter to obtain the matrix.

738. B2TrinomialImpliedUpProbabilityValue

Computes the single value of implied UP probability (for a specific step/column and up-down event/row) in an implied trinomial lattice using actual observed data.

739. B2TrinomialImpliedPutOptionValue

Computes the European put option using an implied trinomial lattice approach, taking into account actual observed inputs.

740. B2TwoAssetBarrierDownandInCall

Valuable or knocked in-the-money only if the lower barrier is breached (reference Asset 2 goes below the barrier), and the payout is in the option on Asset 1 less the strike price.

741. B2TwoAssetBarrierDownandInPut

Valuable or knocked in-the-money only if the lower barrier is breached (reference Asset 2 goes below the barrier), and the payout is in the option on the strike price less the Asset 1 value.

742. B2TwoAssetBarrierDownandOutCall

Valuable or stays in-the-money only if the lower barrier is not breached (reference Asset 2 does not go below the barrier), and the payout is in the option on Asset 1 less the strike price.

743. B2TwoAssetBarrierDownandOutPut

Valuable or stays in-the-money only if the lower barrier is not breached (reference Asset 2 does not go below the barrier), and the payout is in the option on the strike price less the Asset 1 value.

744. B2TwoAssetBarrierUpandInCall

Valuable or knocked in-the-money only if the upper barrier is breached (reference Asset 2 goes above the barrier), and the payout is in the option on Asset 1 less the strike price.

745. B2TwoAssetBarrierUpandInPut

Valuable or knocked in-the-money only if the upper barrier is breached (reference Asset 2 goes above the barrier), and the payout is in the option on the strike price less the Asset 1 value.

746. B2TwoAssetBarrierUpandOutCall

Valuable or stays in-the-money only if the upper barrier is not breached (reference Asset 2 does not go above the barrier), and the payout is in the option on Asset 1 less the strike price.

747. B2TwoAssetBarrierUpandOutPut

Valuable or stays in-the-money only if the upper barrier is not breached (reference Asset 2 does not go above the barrier), and the payout is in the option on the strike price less the Asset 1 value.

748. B2TwoAssetCashOrNothingCall

Pays cash at expiration as long as both assets are in-the-money. For call options, both asset values must be above their respective strike prices.

749. B2TwoAssetCashOrNothingDownUp

Cash will be paid only if at expiration the first asset is below the first strike, and the second asset is above the second strike.

750. B2TwoAssetCashOrNothingPut

Pays cash at expiration as long as both assets are in-the-money. For put options, both assets must be below their respective strike prices.

751. B2TwoAssetCashOrNothingUpDown

Cash will be paid only if the first asset is above the first strike price, and the second asset is below the second strike price at maturity.

752. B2TwoAssetCorrelationCall

Asset 1 is the benchmark asset, whereby if at expiration Asset 1’s value exceeds Strike 1’s value, then the call option is knocked in-the-money, and the payoff on the option is Asset 2 – Strike 2; otherwise the option becomes worthless.

753. B2TwoAssetCorrelationPut

Asset 1 is the benchmark asset, whereby if at expiration Asset 1’s value is below Strike 1’s value, then the put option is knocked in-the-money, and the payoff on the option is Strike 2 – Asset 2; otherwise the option becomes worthless.

754. B2VaRCorrelationMethod

Computes the Value at Risk using the Variance-Covariance and Correlation method, accounting for a specific VaR percentile and holding period.

755. RB2VaROptions

Computes the Value at Risk of a portfolio of correlated options.

756. B2Volatility

Returns the Annualized Volatility of time-series cash flows. Enter in the number of periods in a cycle to annualize the volatility (1 = annual, 4 = quarterly, 12 = monthly data).

757. B2VolatilityImpliedforDefaultRisk

Used only when computing the implied volatility required for optimizing an option model to compute the probability of default.

758. B2WarrantsDilutedValue

Returns the value of a warrant (like an option) that is convertible to stock while accounting for dilution effects based on the number of shares and warrants outstanding.

759. B2WriterExtendibleCallOption

The call option is extended beyond the initial maturity to an extended date with a new extended strike if at maturity the option is out of the money, providing a safety net of time for the option holder.

760. B2WriterExtendiblePutOption

The put option is extended beyond the initial maturity to an extended date with a new extended strike if at maturity the option is out of the money, providing a safety net of time for the option holder.

761. B2YieldCurveBIM

Returns the Yield Curve at various points in time using the Bliss model.

762. B2YieldCurveNS

Returns the Yield Curve at various points in time using the Nelson-Siegel approach.

763. B2ZEOB

Returns the Economic Order Batch or the optimal quantity to be manufactured on each production batch.

764. B2ZEOBBatch

Returns the Economic Order Batch analysis’ optimal number of batches to be manufactured per year.

765. B2ZEOBHoldingCost

Returns the Economic Order Batch analysis’ cost of holding excess units per year if manufactured at the optimal level.

766. B2ZEOBProductionCost

Returns the Economic Order Batch analysis’ total cost of setting up production per year if manufactured at the optimal level.

767. B2ZEOBTotalCost

Returns the Economic Order Batch analysis’ total cost of production and holding costs per year if manufactured at the optimal level.

768. B2ZEOQ

Economic Order Quantity’s order size on each order.

769. B2ZEOQExcess

Economic Order Quantity’s excess safety stock level.

770. B2ZEOQOrders

Economic Order Quantity’s number of orders per year.

771. B2ZEOQProbability

Economic Order Quantity’s probability of out of stock.

772. B2ZEOQReorderPoint

Economic Order Quantity’s reorder point.

The following lists the statistical and analytical tools in the Modeling Toolkit:

773. Statistical Tool: Chi-Square Goodness of Fit Test

774. Statistical Tool: Chi-Square Independence Test

775. Statistical Tool: Chi-Square Population Variance Test

776. Statistical Tool: Dependent Means (T)

777. Statistical Tool: Friedman’s Test

778. Statistical Tool: Independent and Equal Variances (T)

779. Statistical Tool: Independent and Unequal Variances (T)

780. Statistical Tool: Independent Means (Z)

781. Statistical Tool: Independent Proportions (Z)

782. Statistical Tool: Independent Variances (F)

783. Statistical Tool: Kruskal-Wallis Test

784. Statistical Tool: Lilliefors Test

785. Statistical Tool: Principal Component Analysis

786. Statistical Tool: Randomized Block Multiple Treatments

787. Statistical Tool: Runs Test

788. Statistical Tool: Single Factor Multiple Treatments

789. Statistical Tool: Testing Means (T)

790. Statistical Tool: Testing Means (Z)

791. Statistical Tool: Testing Proportions (Z)

792. Statistical Tool: Two-Way ANOVA

793. Statistical Tool: Variance-Covariance Matrix

794. Statistical Tool: Wilcoxon Signed-Rank Test (One Variable)

795. Statistical Tool: Wilcoxon Signed-Rank Test (Two Variables)

796. Valuation Tool: Lattice Maker for Debt

797. Valuation Tool: Lattice Maker for Yield

The following lists Risk Simulator tools/applications that are used in the Modeling Toolkit:

798. Monte Carlo Simulation Using 25 Statistical Distributions

799. Monte Carlo Simulation: Simulations with Correlations

800. Monte Carlo Simulation: Simulations with Precision Control

801. Monte Carlo Simulation: Simulations with Truncation

802. Stochastic Forecasting: Box-Jenkins ARIMA

803. Stochastic Forecasting: Maximum Likelihood

804. Stochastic Forecasting: Nonlinear Extrapolation

805. Stochastic Forecasting: Regression Analysis

806. Stochastic Forecasting: Stochastic Processes

807. Stochastic Forecasting: Time-Series Analysis

808. Portfolio Optimization: Discrete Binary Decision Variables

809. Portfolio Optimization: Discrete and Continuous Decision Variables

810. Portfolio Optimization: Discrete Decision Variables

811. Portfolio Optimization: Static Optimization

812. Portfolio Optimization: Dynamic Optimization

813. Portfolio Optimization: Stochastic Optimization

814. Simulation Tools: Bootstrap Simulation

815. Simulation Tools: Custom Historical Simulation

816. Simulation Tools: Data Diagnostics

817. Simulation Tools: Distributional Analysis

818. Simulation Tools: Multiple Correlated Data Fitting

819. Simulation Tools: Scenario Analysis

820. Simulation Tools: Sensitivity Analysis

821. Simulation Tools: Single Data Fitting

822. Simulation Tools: Statistical Analysis

823. Simulation Tools: Tornado Analysis

The following lists Real Options SLS tools/applications that are used in the Modeling Toolkit:

824. Audit Sheet Functions

825. Changing Volatility and Risk-Free Rates Model

826. Lattice Maker

827. SLS Single Asset and Single Phase: American Options

828. SLS Single Asset and Single Phase: Bermudan Options

829. SLS Single Asset and Single Phase: Customized Options

830. SLS Single Asset and Single Phase: European Options

831. SLS Multiple Asset and Multiple Phases

832. SLS Multinomial Lattices: Pentanomials

833. SLS Multinomial Lattices: Quadranomials

834. SLS Multinomial Lattices: Trinomials

835. SLS Multinomial Lattices: Trinomials Mean-Reversion