\section{finum Namespace Reference}
\label{namespacefinum}\index{finum@{finum}}
Library Functions.  


\subsection*{Functions}
\begin{CompactItemize}
\item 
double {\bf Inverse\_\-erf\_\-Moro} (double x)\label{namespacefinum_a0}

\begin{CompactList}\small\item\em numerical inverse of the Gaussian c.d.f. \item\end{CompactList}\item 
void {\bf tsb2\_\-seq} (int $\ast$n, float x[$\,$])\label{namespacefinum_a1}

\begin{CompactList}\small\item\em Sobol sequence in dimension 1 to 160. \item\end{CompactList}\item 
int {\bf Call\_\-Black\-Scholes\_\-73} (double s, double Maturity, double Strike, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma)\label{namespacefinum_a2}

\begin{CompactList}\small\item\em BS call formula. \item\end{CompactList}\item 
int {\bf Put\_\-Black\-Scholes\_\-73} (double s, double Maturity, double Strike, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma)\label{namespacefinum_a3}

\begin{CompactList}\small\item\em BS put formula. \item\end{CompactList}\item 
int {\bf Implied\-Vol} (double price, double s0, double Maturity, double Strike, double eqr, double eqdiv, double sigma\_\-ref, double $\ast$volimpl, double $\ast$implied\-Delta, double $\ast$implied\-Gamma)\label{namespacefinum_a4}

\begin{CompactList}\small\item\em BS implied volatility solver (dichotomy). \item\end{CompactList}\item 
int {\bf Tree\-Price\-None} (double s0, Vanilla Type, double Maturity, double Strike, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma, int n\-Time, double lambda)\label{namespacefinum_a5}

\begin{CompactList}\small\item\em BS vanilla tree pricer. \item\end{CompactList}\item 
int {\bf Impl\-Price\-None} (double s0, Vanilla Type, double Maturity, double Strike, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma, int n\-Time, int n\-Space)\label{namespacefinum_a6}

\begin{CompactList}\small\item\em BS vanilla implicit pricer. \item\end{CompactList}\item 
int {\bf CNPrice\-None} (double s0, Vanilla Type, double Maturity, double Strike, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma, int n\-Time, int n\-Space)\label{namespacefinum_a7}

\begin{CompactList}\small\item\em BS vanilla Crank-Nicholson pricer. \item\end{CompactList}\item 
int {\bf Tree\-Price\-Up\-Out} (double s0, Vanilla Type, double Maturity, double Strike, double barrier, double rebate, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma, int n\-Time, double lambda)\label{namespacefinum_a8}

\begin{CompactList}\small\item\em BS up-and-out barrier tree pricer. \item\end{CompactList}\item 
int {\bf Impl\-Price\-Up\-Out} (double s0, Vanilla Type, double Maturity, double Strike, double barrier, double rebate, double r, double divid, double sigma, double $\ast$ptprice, double $\ast$ptdelta, double $\ast$ptgamma, int n\-Time, int n\-Space)\label{namespacefinum_a9}

\begin{CompactList}\small\item\em BS up-and-out barrier implicit pricer. \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Library Functions. 