I just stumbled upon some of the newer finance stuff. Below is the list
of "option" functions.
OPT_AMER_EXCHANGE
OPT_BAW_AMER
OPT_BINOMIAL
OPT_BJER_STENS
OPT_BS
OPT_BS_CARRYCOST
OPT_BS_DELTA
OPT_BS_GAMMA
OPT_BS_RHO
OPT_BS_THETA
OPT_BS_VEGA
OPT_COMPLEX_CHOOSER
OPT_EURO_EXCHANGE
OPT_EXEC
OPT_EXTENDIBLE_WRITER
OPT_FIXED_STRK_LKBK
OPT_FLOAT_STRK_LKBK
OPT_FORWARD_START
OPT_FRENCH
OPT_GARMAN_KOHLHAGEN
OPT_JUMP_DIFF
OPT_MILTERSEN_SCHWARTZ
OPT_ON_OPTIONS
OPT_RGW
OPT_SIMPLE_CHOOSER
OPT_SPREAD_APPROX
OPT_TIME_SWITCH
PMT
Note that gnumeric also has a "solver" capability. Haven't used it yet
but its entirely about iteration etc.
-glenn
--
Glenn H. Tarbox, PhD || 206-494-0819 || gl...@tarbox.org
"Don't worry about people stealing your ideas. If your ideas are any
good you'll have to ram them down peoples throats" -- Howard Aiken