ACCR_INT_MAT Function—Evaluates the interest which has accrued on a security that pays interest at maturity.

ACCR_INT_PER Function—Evaluates the interest which has accrued on a security that pays interest periodically.

AIRY_AI Function—Evaluates the Airy function.

AIRY_BI Function—Evaluates the Airy function of the second kind.

BESSI Function—Evaluates a modified Bessel function of the first kind with real order and real or complex parameters.

BESSI_EXP Function—Evaluates the exponentially scaled modified Bessel function of the first kind of orders zero and one.

BESSJ Function—Evaluates a Bessel function of the first kind with real order and real or complex parameters.

BESSK Function—Evaluates a modified Bessel function of the second kind with real order and real or complex parameters.

BESSK_EXP Function—Evaluates the exponentially scaled modified Bessel function of the third kind of orders zero and one.

BESSY Function—Evaluates a Bessel function of the second kind with real order and real or complex parameters.

BETA Function—Evaluates the real beta function B(x,y).

BETACDF Function—Evaluates the beta probability distribution function.

BETAI Function—Evaluates the real incomplete beta function.

BINOMIALCDF Function—Evaluates the binomial distribution function.

BINORMALCDF Function—Evaluates the bivariate normal distribution function.

BOND_EQV_YIELD Function—Evaluates the bond-equivalent yield of a Treasury bill.

BSINTERP Function—Computes a one- or two-dimensional spline interpolant.

BSKNOTS Function—Computes the knots for a spline interpolant.

BSLSQ Function—Computes a one- or two-dimensional, least-squares spline approximation.

CHFAC Procedure—Computes the Cholesky factor, L, of a real or complex symmetric positive definite matrix A, such that A = LLT.

CHISQCDF Function—Evaluates the chi-squared distribution function. Using a keyword, the inverse of the chi-squared distribution can be evaluated.

CHISQTEST Function—Chi-squared goodness-of-fit test

CHNNDFAC Procedure—Computes the Cholesky factorization of the real matrix A such that A = RTR = LLT.

CHNNDSOL Function—Solves a real symmetric nonnegative definite system of linear equations Ax = b. Computes the solution to Ax = b given the Cholesky factor.

CHSOL Function—Solves a symmetric positive definite system of real or complex linear equations Ax = b.

CMAST_ERR_PRINT Procedure—Sets options for error printing in Math and Stat options.

CMAST_ERR_STOP Function—Sets options for error recovery in Math and Stat options.

CMAST_ERR_TRANS Function—Informational Error codes for routine

CONLSQ Function—Computes a least-squares constrained spline approximation.

CONSTANT Function—Returns the value of various mathematical and physical constants.

CONVEXITY Function—Evaluates the convexity for a security.

CONVOL1D Function—Computes the discrete convolution of two one dimensional arrays.

CORR1D Function—Compute the discrete correlation of two one-dimensional arrays.

COUPON_DAYS Function—Evaluates the number of days in the coupon period containing the settlement date.

COUPON_DNC Function—Evaluates the number of days starting with the settlement date and ending with the next coupon date.

COUPON_NCD Function—Evaluates the first coupon date which follows the settlement date.

COUPON_NUM Function—Evaluates the number of coupons payable between the settlement date and the maturity date.

COUPON_PCD Function—Evaluates the coupon date which immediately precedes the settlement date.

CSINTERP Function—Computes a cubic spline interpolant, specifying various endpoint conditions. The default interpolant satisfies the not-a-knot condition.

CSSHAPE Function—Computes a shape-preserving cubic spline.

CSSMOOTH Function—Computes a smooth cubic spline approximation to noisy data by using cross-validation to estimate the smoothing parameter or by directly choosing the smoothing parameter.

CUM_INTR Function—Evaluates the cumulative interest paid between two periods.

CUM_PRINC Function—Evaluates the cumulative principal paid between two periods.

DATETODAYS Function—Computes the number of days from January 1, 1900, to the given date.

DAYSTODATE Procedure—Gives the date corresponding to the number of days since January 1, 1900.

DEA_PETZOLD_GEAR Procedure—Solves a first order differential-algebraic system of equations, g(t, y, y') = 0, using the Petzold-Gear BDF method.

DEPREC_AMORDEGRC Function—Evaluates the depreciation for each accounting period. During the evaluation of the function a depreciation coefficient based on the asset life is applied.

DEPREC_AMORLINC Function—Evaluates the depreciation for each accounting period.

DEPRECIATION_DB Function—Evaluates the depreciation of an asset using the fixed-declining balance method.

DEPRECIATION_DDB Function—Evaluates the depreciation of an asset using the double-declining balance method.

DEPRECIATION_SLN Function—Evaluates the depreciation of an asset using the straight-line method.

DEPRECIATION_SYD Function—Evaluates the depreciation of an asset using the sum-of-years digits method.

DEPRECIATION_VDB Function—Evaluates the depreciation of an asset for any given period using the variable-declining balance method.

EIG Function—Numerical differentiation using three-point Lagrangian

DISCOUNT_PR Function—Evaluates the price of a security sold for less than its face value.

DISCOUNT_RT Function—Evaluates the interest rate implied when a security is sold for less than its value at maturity in lieu of interest payments.

DISCOUNT_YLD Function—Evaluates the annual yield of a discounted security.

DOLLAR_DECIMAL Function—Converts a fractional price to a decimal price.

DOLLAR_FRACTION Function—Converts a decimal price to a fractional price.

DURATION Function—Evaluates the annual duration of a security where the security has periodic interest payments.

DURATION_MAC Function—Evaluates the modified Macauley duration of a security.

EFFECTIVE_RATE Function—Evaluates the effective annual interest rate.

EIG Function—Computes the eigenexpansion of a real or complex matrix A. If the matrix is known to be symmetric or Hermitian, a keyword can be used to trigger more efficient algorithms.

EIGSYMGEN Function—Computes the generalized eigenexpansion of a system Ax = λBx. The matrices A and B are real and symmetric, and B is positive definite.

ELE Function—Evaluates the complete elliptic integral of the second kind E(x).

ELK Function—Evaluates the complete elliptic integral of the kind K(x).

ELRC Function—Evaluates an elementary integral from which inverse circular functions, logarithms and inverse hyperbolic functions can be computed.

ELRD Function—Evaluates Carlson’s elliptic integral of the second kind RD(x, y, z).

ELRF Function—Evaluates Carlson’s elliptic integral of the first kind RF(x, y, z).

ELRJ Function—Evaluates Carlson’s elliptic integral of the third kind RJ(x, y, z, r).

ERF Function—Evaluates the real error function erf ( x ). Using a keyword, the inverse error function erf-1(x) can be evaluated.

ERFC Function—Evaluates the real complementary error function erf(x). Using a keyword, the inverse complementary error function erf-1(x) can be evaluated.

ERFCE Function—Evaluates the exponentially scaled complementary error function.

ERFE Function—Evaluates a scaled function related to ERFC(z).

FAURE_INIT Function—Initializes the structure used for computing a shuffled Faure sequence.

FAURE_NEXT_PT Function—Generates a shuffled Faure sequence.

FCDF Function—Evaluates the F distribution function. Using a keyword, the inverse of the F distribution function can be evaluated.

FCN_DERIV Function—Computes the first, second, or third derivative of a user-supplied function.

FCNLSQ Function—Computes a least-squares fit using user-supplied functions.

FEYNMAN_KAC Function—Solves the generalized Feynman-Kac PDE on a rectangular grid using a finite element Galerkin method.

FEYNMAN_KAC_EVALUATE Function—Computes the value of a Hermite quintic spline or the value of one of its derivatives.

FFTCOMP Function—Computes discrete Fourier transform of a real or complex sequence. Using keywords, a real-to-complex transform or two-dimensional complex Fourier transform can be computed.

FFTINIT Function—Computes parameters for a one-dimensional FFT to be used in function FFTCOMP with keyword Init_Params.

FMIN Function—Finds the minimum point of a smooth function f (x) of a single variable using function evaluations and, optionally, through both function evaluations and first derivative evaluations.

FMINV Function—Minimizes a function f(x) of n variables using a quasi-Newton method.

FREQTABLE Function—Tallies observations into a one-way frequency table

FRESNEL_COSINE Function—Evaluates cosine Fresnel integral.

FRESNEL_SINE Function—Evaluates sine Fresnel integral.

FUTURE_VAL_SCHD Function—Evaluates the future value of an initial principal taking into consideration a schedule of compound interest rates.

FUTURE_VALUE Function—Evaluates the future value of an investment.

GAMMA Function—Evaluates the real gamma function Γ(x).

GAMMACDF Function—Evaluates the gamma distribution function.

GAMMAI Function—Evaluates the incomplete gamma function γ(a,x).

GENEIG Procedure—Computes the generalized eigenexpansion of a system Ax = λBx.

GQUAD Procedure—Computes a Gauss, Gauss-Radau, or Gauss-Lobatto quadrature rule with various classical weight functions.

HERMITE Function—Evaluates Hermite polynomials.

HYPERGEOCDF Function—Evaluates the hypergeometric distribution function.

INT_PAYMENT Function—Evaluates the interest payment for an investment for a given period.

INT_RATE_ANNUITY Function—Evaluates the interest rate per period of an annuity.

INT_RATE_RETURN Function—Evaluates the internal rate of return for a schedule of cash flows.

INT_RATE_SCHD Function—Evaluates the internal rate of return for a schedule of cash flows. It is not necessary that the cash flows be periodic.

INT_RATE_SEC Function—Evaluates the interest rate of a fully invested security.

RBFIMSCL Procedure—Linear interpolation of vectors

INTFCN Function—Integrates a user-supplied function using different combinations of keywords and parameters.

INTFCN_QMC Function—Integrates a function on a hyper-rectangle using a quasi-Monte Carlo method.

INTFCNHYPER Function—Integrates a function on a hyper-rectangle.

INV Function—Computes the inverse of a real or complex, square matrix.

KELVIN_BEI0 Function—Evaluates the Kelvin function of the first kind, bei, of order zero.

KELVIN_BER0 Function—Evaluates the Kelvin function of the first kind, ber, of order zero.

KELVIN_KEI0 Function—Evaluates the Kelvin function of the second kind, kei, of order zero.

KELVIN_KER0 Function—Evaluates the Kelvin function of the second kind, ker, of order zero.

LAPLACE_INV Function—Computes the inverse Laplace transform of a complex function.

LEGENDRE Function—Evaluates the associated Legendre functions.

LINEAR_PROGRAMMING Function—Minimizes the Euclidean scalar product <c,x> on Rn, for fixed c, linear constraints bl ≤ Ax ≤ bu, and bounds xl ≤ x ≤ xu.

LINPROG Function—Solves a linear programming problem using the revised simplex algorithm.

LNBETA Function—Evaluates the logarithm of the real beta function ln β(x,y).

LNGAMMA Function—Evaluates the llogarithm of the absolute value of the gamma function log Γ(x).

LUFAC Procedure—Computes the LU factorization of a real or complex matrix.

LUSOL Function—Solves a general system of real or complex linear equations Ax = b.

MACHINE Function—Returns information describing the computer’s arithmetic.

MATRIX_NORM Function—Computes various norms of a rectangular matrix, a matrix stored in band format, and a matrix stored in coordinate format.

MATURITY_REC Function—Evaluates the amount one receives when a fully invested security reaches the maturity date.

MINCONGEN Function—Minimizes a general objective function subject to linear equality/inequality constraints.

MIN_UNCON_GOLDEN Function—(Univariate Function) Finds the minimum point of a nonsmooth function of a single variable using the golden section search method.

MOD_INTERN_RATE Function—Evaluates the modified internal rate of return for a schedule of periodic cash flows.

NANFINDER Procedure—Finds all instances of nan, inf, -inf in an array.

NET_PRES_VALUE Function—Evaluates the net present value of a stream of unequal periodic cash flows, which are subject to a given discount rate.

NLINLSQ Function—Solves a nonlinear least-squares problem using a modified Levenberg-Marquardt algorithm.

NOMINAL_RATE Function—Evaluates the nominal annual interest rate.

NONLINPROG Function—Solves a general nonlinear programming problem using the successive quadratic programming (QP) algorithm.

NORM Function—Computes various norms of a vector or the difference of two vectors.

NORMALCDF Function—Evaluates the standard normal (Gaussian) distribution function. Using a keyword, the inverse of the standard normal (Gaussian) distribution can be evaluated.

NUM_PERIODS Function—Evaluates the number of periods for an investment for which periodic and constant payments are made and the interest rate is constant.

ODE Function—Solves an initial value problem, which is possibly stiff, using the Adams-Gear methods for ordinary differential equations. Using keywords, the Runge-Kutta-Verner fifth-order and sixth-order method can be used if the problem is known not to be stiff.

ODEBV Function—Solves a general system of ordinary differential equations.

PAYMENT Function—Evaluates the periodic payment for an investment.

PDE_1D_MG Procedure—Solves a system of partial differential equations.

PDE_MOL Function—Solves a system of partial differential equations of the form ut = f(x, t, u, ux, uxx) using the method of lines. The solution is represented with cubic Hermite polynomials.

POISSON2D Function—Solves Poisson’s or Helmholtz’s equation on a two-dimensional rectangle using a fast Poisson solver based on the HODIE finite-difference scheme on a uniform mesh.

POISSONCDF Function—Evaluates the Poisson distribution function.

POLYEVAL Function—Evaluates a polynomial in n variables.

POLYFITN Function—Fits a polynomial to some n dimensional data.

PRES_VAL_SCHD Function—Evaluates the present value for a schedule of cash flows. It is not necessary that the cash flows be periodic.

PRESENT_VALUE Function—Evaluates the net present value of a stream of equal periodic cash flows, which are subject to a given discount rate.

PRICE_MATURITY Function—Evaluates the price, per $100 face value, of a security that pays interest at maturity.

PRICE_PERIODIC Function—Evaluates the price, per $100 face value, of a security that pays periodic interest.

PRINC_PAYMENT Function—Evaluates the payment on the principal for a specified period.

QRFAC Procedure—Computes the QR factorization of a real matrix A.

QRSOL Function—Solves a real linear least-squares problem Ax = b.

QUADPROG Function—Solves a quadratic programming (QP) problem subject to linear equality or inequality constraints.

RADBE Function—Evaluates a radial-basis fit computed by RADBF.

RADBF Function—Computes an approximation to scattered data in Rn for n ≥ 2 using radial-basis functions.

RANDOM Function—Generates pseudorandom numbers

RANDOMOPT Procedure—Control of the random number seed and uniform (0,1) generator.

RANKS Function—Ranks, normal scores, or exponential scores.

RBFIMSCL Procedure—Multiscale radial basis interpolation for n-dimensional data.

SCAT2DINTERP Function—Computes a smooth bivariate interpolant to scattered data that is locally a quintic polynomial in two variables.

SETTLEMENT_DB Function—Evaluates the number of days starting with the beginning of the coupon period and ending with the settlement date.

SMOOTHDATA1D Function—Smooth one-dimensional data by error detection.

SP_BDFAC Procedure—Compute the LU factorization of a matrix stored in band storage mode.

SP_BDPDFAC Function—Compute the RTR Cholesky factorization of symmetric positive definite matrix, A, in band symmetric storage mode.

SP_BDPDSOL Function—Solve a symmetric positive definite system of linear equations Ax = b in band symmetric storage mode.

SP_BDSOL Function—Solve a general band system of linear equations Ax = b.

SP_CG Function—Solve a real symmetric definite linear system using a conjugate gradient method. Using keywords, a preconditioner can be supplied.

SP_GMRES Function—Solve a linear system Ax = b using the restarted generalized minimum residual (GMRES) method.

SP_LUFAC Function—Compute an LU factorization of a sparse matrix stored in either coordinate format or CSC format.

SP_LUSOL Function—Solve a sparse system of linear equations Ax = b.

SP_MVMUL Function—Compute a matrix-vector product involving sparse matrix and a dense vector.

SP_PDFAC Function—Solve a sparse symmetric positive definite system of linear equations Ax = b.

SP_PDSOL Function—Solve a sparse symmetric positive definite system of linear equations Ax = b.

SPINTEG Function—Computes the integral of a one- or two-dimensional spline.

SPVALUE Function—Computes values of a spline or values of one of its derivatives.

SVDCOMP Function—Computes the singular value decomposition (SVD), A=USVT, of a real or complex rectangular matrix A. An estimate of the rank of A also can be computed.

TBILL_PRICE Function—Evaluates the price per $100 face value of a Treasury bill.

TBILL_YIELD Function—Evaluates the yield of a Treasury bill.

TCDF Function—Evaluates the Student’s t distribution function.

WgSplineTool Procedure—Widget-based interface

YEAR_FRACTION Function—Evaluates the fraction of a year represented by the number of whole days between two dates.

YIELD_MATURITY Function—Evaluates the annual yield of a security that pays interest at maturity.

YIELD_PERIODIC Function—Evaluates the yield of a security that pays periodic interest.

ZEROFCN Function—Finds the real zeros of a real function using Müller’s method.

ZEROPOLY Function—Finds the zeros of a polynomial with real or complex coefficients using the companion matrix method or, optionally, the Jenkins-Traub, three-stage algorithm.

ZEROS_FUNCTION Function—Finds the real zeros of a real, continuous, univariate function.

ZEROSYS Function—Solves a system of n nonlinear equations using a modified Powell hybrid algorithm.