Functions: com.ibm.streams.financial 2.0.0

SPL standard and specialized toolkits > com.ibm.streams.financial 2.0.0 > Functions

Functions

calcCallCharm(float64, float64, float64, float64, float64, float64)

calcCallDelta(float64, float64, float64, float64, float64, float64)

calcCallDualDelta(float64, float64, float64, float64, float64, float64)

calcCallRho(float64, float64, float64, float64, float64, float64)

calcCallTheta(float64, float64, float64, float64, float64, float64)

calcCallValue1(float64, float64, float64, float64, float64, float64)

calcCallValue2(float64, float64, float64, float64, float64, float64)

calcColor(float64, float64, float64, float64, float64, float64)

calcDualGamma(float64, float64, float64, float64, float64, float64)

calcDvegaDtime(float64, float64, float64, float64, float64, float64)

calcGamma(float64, float64, float64, float64, float64, float64)

calcGreeks(float64, float64, float64, float64, float64, float64)

calcPutCharm(float64, float64, float64, float64, float64, float64)

calcPutDelta(float64, float64, float64, float64, float64, float64)

calcPutDualDelta(float64, float64, float64, float64, float64, float64)

calcPutRho(float64, float64, float64, float64, float64, float64)

calcPutTheta(float64, float64, float64, float64, float64, float64)

calcPutValue1(float64, float64, float64, float64, float64, float64)

calcPutValue2(float64, float64, float64, float64, float64, float64)

calcSpeed(float64, float64, float64, float64, float64, float64)

calcVanna(float64, float64, float64, float64, float64, float64)

calcVega(float64, float64, float64, float64, float64, float64)

calcVomma(float64, float64, float64, float64, float64, float64)

calcZomma(float64, float64, float64, float64, float64, float64)

correlationCoefficient(list<float32>, list<float32>)

An SPL function is provided in the Financial Services Toolkit for computing the Coefficient of Correlation between two series of variables.