Math & Conversion Functions

Highlights

Math Functions
THIbinorm	Bivariate normal distribution function
THIbinormdens	Bivariate normal probability density
THIcomb	Number of unordered subgroup combinations
THIcsplint	Cubic spline interpolation
THIcsplint_setup	Cubic spline interpolation setup
THIcsplint_free	Free memory allocated by THIcsplint_setup
THIcsplint1	Cubic spline interpolation with pre-computed derivatives
THIcubinterp	Cubic and log-cubic interpolation
THIfact	Factorial of a number
THIfib	Nth term of the Fibonacci sequence
THIgcd	Greatest common divisor
THIcm	Least common multiple
THIlinterp	Linear and loglinear interpolation
THIlinterp2d	Two dimensional linear interpolation
THImdet	Determinant of a matrix
THIperm	Number of ordered subgroup permutations
THImathver	Return math module version information

Conversion Functions
THIdfrac	Convert decimal to fraction
THIdfrac32p	Convert decimal to 32nds
THIdfrac32p_free	Free memory allocated by THIfrac32p
THIfracd	Convert fraction to decimal
THIfracd32p	Convert 32nd to decimal
THIyld2yld	Yield conversion
THIconvtver	Return conversion module version information
THIyldinflat	nominal/real-yield conversion

FX Functions
THIdeporate1	implied deposit rate for the primary currency
THIdeporate2	implied deposit rate for the secondary currency
THIsfwdrate	Implied rate for a forward rate agreement
THIswappt	Implied swap points
THIfxver	Return fx module version information