APIs Usage Guide

Catalog

• Asian Option Related Functions

• Barrier Option Related Functions

• Bond Yield Curve Related Functions

• Calendar-Related Functions

• Cross-Currency Swap Related Functions

• Digital Option Related Functions

• Enumeration Value List

• Equity/Commodity Forward Curve Related Functions

• Equity/Commodity Volatility Surface Related Functions

• Excel

  • Bond Yield Curve Construction and Related Calculations Case Study
  • Commodity and Equity Index Option Pricing Case Study
  • Commodity Futures Option Pricing Case
  • Forward Curve Case Study
  • FX Asian Option Pricing Case Study
  • FX Barrier Option Pricing Case Study
  • FX Digital Option Pricing Case Study
  • FX European and American Option Pricing Case Study
  • Historical Volatility Case Study
  • Holiday Calculation Case Study
  • Interest Rate Swap (IRS) Case Study
  • Local Volatility Case Study
  • Option Delta and Sensitivity Exposure Monitoring Regulatory Report Case Study
  • Schedule Calculation Function Case
  • Structured Deposit Commodity Case
  • Structured Deposit FX Case
  • Structured Deposit Index Case
  • SwapCurve: Interest Rate Curve Case Study
  • Volatility Case Study
  • YieldCurve: Interest Rate Curve Case Study

• Fixed Income Bond Related Functions

• FixedRateBond Related Functions

• Foreign Exchange Forward Curve Related Functions

• Foreign Exchange Volatility Surface Related Functions

• Functions Related to Schedule Objects

• Historical Volatility Related Functions

• Interest Rate Option Volatility Cube Related Functions

• Interest Rate Swap (IRS) Related Functions

• Local Volatility Class Functions

• Obtaining Market Data

• Quick Start

• Structured Products (OTC Derivatives and Structured Deposits) Related Functions

• Usage of Excel Constructor Functions

• Vanilla Option Related Functions

• YieldCurve Related Functions