Each symbol of Derivatives Expert has a unique meaning and its use is consistent throughout the whole software application. Most symbols have an intuitive naming and are easy to remember. Derivatives Expert's symbols are all fully explained in the reference guide and the 800 page electronic manual (it can be printed) that comes with every license of Derivatives Expert.

Some symbols denote financial contract types (also called objects) that can be analyzed in Derivatives Expert. Any discrete-time cash flow can be analyzed in addition to the financial contract types. By combining the different financial contract types it is possible to construct and analyze many new, and very different and complex types of financial instruments.

Some symbols denote optionals that are available in Derivatives Expert. Optionals are used within the financial contracts (objects) and their function is to enhance the functionality. Optionals give users more control and choices for performing analysis.

The symbols that are written in lower case letters represent the arguments that are passed to the financial contracts (objects) and functions.

The reference contains all the special symbols that are part of Derivatives Expert. There are about 500 unique and documented symbols in Derivatives Expert.

Standard Mathematica symbols are referenced and documented in manuals from Wolfram Research, Inc.

Names of functions, objects, optionals, optional values and results have upper case first letters.

Argument names, representing the arguments which must be passed to functions, are written in lower case letters. Some (very obvious) argument names are not always documented but are taken for granted in the given context.

The references to other symbols, argument names and files are not necessarily exhaustive references but provide a few examples of where to start. Those symbols with a + (plus) sign in front are completely new with version III, or have been revised significantly since version 2.

Symbols

This is a listing of nearly all the Derivatives Expert III symbols.

Letter A
+AccruedInterest
AccuracyGoal
Actual
AddCashFlows
Additive
AdjustableRateMortgageBackedObligation
AfterChristmasDay
AllSaintsDay
AmericanCallOption
AmericanCallOption2
AmericanCallOption3
AmericanDigitalOption
AmericanPutOption
AmericanPutOption2
AmericanPutOption3
annualrate
AnnualToPeriodicRate
Annuity
argument
AscensionDay
AssetOrNothingCallOption
AssetOrNothingPutOption
AshWednesday
Automatic

Letter B
Backwards
BaroneAdesiWhaley
barrier
BasisNames
BasisSwap
BasisSwapFloatLeg1
BasisSwapFloatLeg2
BeginningEnding
BestOfTwoCallOption
Binomial1
Binomial2
+Binomial3
+Binomial4
+Binomial5
BlackScholes
Black76
Bond
+BoxMuller1
BoxingDay
Bullet
Buy

Letter C
CallOption
cash
cashflow
CashFlow
cashflowlist
cashflowmatrix
CashOrNothingCallOption
CashOrNothingPutOption
ChristmasDay
ChristmasDayEastern
ChristmasEve
Clean
cliquetime
ColumbusDay
CommonwealthDay
Compiled
+CompiledDF
CompoundFactor
Compounding
ConfidenceLevel
+conn
Consol
Continuous
ConvertDiscountFactorBasis
correlation
costofcarry
coupon
Coupon
currencysymbol

Letter D
D
DampingFactor
date
DateBetweenQ
DateGenerate
DateGenerateX
datelist
DateListQ
DateQ
Date1GDate2Q
Date1LDate2Q
day
dayofweek
days
DaysInMonth
DaysInMonths
DaysInPeriod
+daysinyear
DaysInYear
DaysInYears
DaysPlusQuick
+DBCloseConnection
+DBConnection
+Deviation
+DiagPos
+dim
DiscountFactorToInterestRate
DirectionGlobal
DirectionLocal
discountfactor
DiscountFactor
DiscountFactors
distance
+distancelist
dividendperiods
+dividend
+dividends
+DividendSpecification
dividendyield
Domestic
domesticinterest
DownKnockInCallOption
DownKnockInPutOption
DownKnockOutCallOption
DownKnockOutPutOption
+driver
Duration
DurationMethod
D1
D2

Letter E
EarlyBarrierDownKnockInCallOption
EarlyBarrierUpKnockInCallOption
EarlyBarrierDownKnockInPutOption
EarlyBarrierUpKnockInPutOption
EarlyBarrierDownKnockOutCallOption
EarlyBarrierUpKnockOutCallOption
EarlyBarrierDownKnockOutPutOption
EarlyBarrierUpKnockOutPutOption
EasterMonday
EasterSunday
effectivedate
effectiverate
EffectiveToNominalRate
Elasticity
ElectionDay
Ending
Equal
EquityLinkedForeignExchangeCallOption
EquityLinkedForeignExchangePutOption
EstimatedDiscountFactor
EstimatedOverPrice
EstimatedPrice
EstimatedZeroCouponRate
EstimateTermStructure
+EstimateVolatility
Euro
+EuropeanArithmeticAverageCallOption
+EuropeanArithmeticAveragePutOption
+EuropeanArithmeticAverageStrikeCallOption
+EuropeanArithmeticAverageStrikePutOption
EuropeanCallOption
EuropeanForwardStartCallOption
EuropeanForwardStartPutOption
+EuropeanGeometricAverageCallOption
+EuropeanGeometricAveragePutOption
+EuropeanGeometricAverageStrikeCallOption
+EuropeanGeometricAverageStrikePutOption
EuropeanPutOption
evaluationdate
ExchangeCallOption
ExchangePutOption
exercise
Exercise
ExitCoupon
ExitRepayment
Exponential

Letter F
False
FathersDay
FindDay
FindPreviousSettlementDate
FindWorkday
firstcouponrate
+FitInterestRates
+Fixed
FixedStrikeLookbackCallOption
FixedStrikeLookbackPutOption
FixedSwap
FixedSwapFixedLeg1
FixedSwapFixedLeg2
FlagDay
Float
+Floating
FloatingStrikeLookbackCallOption
FloatingStrikeLookbackPutOption
Foreign
ForeignEquityCallOption
ForeignEquityPutOption
ForeignExchangeForward
foreigninterest
Forward
ForwardRateAgreement
ForwardRateCap
ForwardRateFixedPart
ForwardRateFloor
ForwardRateLength
ForwardRateMultiple
ForwardRateResetLag
Forwards
FridayQ
Full
Future
futuresprice
FuturesPrice

Letter G
gap
GapCallOption
GapPutOption
GarmanKohlhagen
GeneralSwap
GoodFriday
grosscoupon
growth

Letter H
Halloween
HolidayList
HolidayQ
Holidays
HolidaysGeneral
HolidaysSpecific

Letter I
ImplicitVolatility
ImplicitYield
IndependenceDay
+Instrument
interest
Interest
InterestRateCap
interestratedata
InterestRateFloor
InterestRateSwap
InterestRateSwapFixedLeg
InterestRateSwapFloatLeg
InterpolateInterestRates
InterpolationOrder

Letter J
Jacobian
JewishNewYear

Letter K

Letter L
LaborDay1
LaborDay2
LeapYearQ
LengthMonth
LengthYear1
LengthYear2
Lent
LincolnsBirthday1
LincolnsBirthday2
Linear
LinearExponential
list
Longest
+LogDeviation

Letter M
Macaulay
MakeCashFlowMatrix
MartinLutherKingDay
+MathematicaList
maturitydate
MaundyThursday
maximum
MaxIterations
MeanDaysInYears
MemorialDay
+Method
MethodDaycount
minimum
minmax
ModifiedMacaulay
MondayQ
MoneyMarketForward
+Montecarlo
month
monthdaylist
MonthDayListQ
months
MonthsPlus
MothersDay
MultiplyCashFlow
$MachinePrecision

Letter N
newinterest
newopts
NewYear
NewYearsDay
No
nominalrate
NominalToEffectiveRate
NonAdditive
None
NonNegative
+NonNegativeIntegerQ
+NonNegativeListQ
+NonNumericPos
+NotNumericQ
NotOptionQ
NotZeroQ
PositiveListQ
Null
number
NumericSymbolQ

Letter O
object
observations
+OldEuroCurrencyQ
oldopts
OneCliqueCallOption
OneCliquePutOption
OneTouchDigitalOption
opt
optionprice
optiontype
opts
optsp
OrthodoxEaster
OutPerformanceCallOption
OutputControl
+OutputFormat
OutputList
OutputStyle
OutsideBarrierDownKnockInCallOption
OutsideBarrierUpKnockInCallOption
OutsideBarrierDownKnockInPutOption
OutsideBarrierUpKnockInPutOption
OutsideBarrierDownKnockOutCallOption
OutsideBarrierUpKnockOutCallOption
OutsideBarrierDownKnockOutPutOption
OutsideBarrierUpKnockOutPutOption
outstandingprincipal
OutstandingPrincipal

Letter P
PalmSunday
PartialFixedStrikeLookbackCallOption
PartialFixedStrikeLookbackPutOption
PartialFloatingStrikeLookbackCallOption
PartialFloatingStrikeLookbackPutOption
PassThrough
passedobservations
+password
PayingTheBestOption
PayingTheWorstOption
+Percentage
periodicinterest
periodicpayment
PeriodicPrepaymentRate
periodicrate
PeriodicToAnnualRate
Periods
PlainCurrencySwap
PlainCurrencySwapFloatLeg
PlainCurrencySwapFixedLeg
Positive
+PositiveIntegerQ
+PositiveListQ
precision
Prepayment
presentvalue
PresentValue
PresidentsDay
price
+Price
+PricePath
pricevector
principal
ProductCallOption
ProductPutOption
psapct
PutOption

Letter Q
QuantoCallOption
QuantoPutOption
QuotientCallOption
QuotientPutOption

Letter R
+Random1
ratio
rebate
Rebate
refdate
RegressionReport
RemembranceDay
Repayment

Letter S
SaintPatricksDay
SaintValentinesDay
SaturdayQ
SaturdayWorkdayQ
scalar
ScheduledCashFlow
ScheduledCoupon
ScheduledRepayment
Sell
Serial
servicefee
settlementdate
settlementdays
+SettlementDays
settlements
settlementsinyear
ShastriTandon
Shortest
SimpleAnnuity
+Simulate
spotprice
SpotPrice
+SQLCommand
starttime
+stmt
StoreBededag
+String1
+String2
SubtractCashFlows
SubtractPresentValues
SundayQ
Supershare
SurvivalRate
SwapPrincipals
Swaption
SymbolQ
SymbolsHolidays

Letter T
terminationdate
TermStructureRisk
ThanksgivingDayCAN
ThanksgivingDayUSA
TheoreticalPrice
theta
Theta
thetalist
ThursdayQ
timeinterval
ToForwardRate
ToForwardRates
ToForwardRatesX
ToForwardRateX
Tolerance
ToN
ToSpotRate
ToSpotRates
ToWorkdays
ToWorkdaysQ
Trade
tradingperiods
+tradingtimes
True
tsfunction
TuesdayQ
TwoColorRainbowCallOption
TwoColorRainbowPutOption

Letter U
UnionCashFlow
+UnionSum
UnitPresentValueChange
UpKnockInCallOption
UpKnockInPutOption
UpKnockOutCallOption
UpKnockOutPutOption
+url
US
US2
+user

Letter V
VeteransDay
VictoriaDayCanada
volatility
Volatility

Letter W
WashingtonsBirthday
WednesdayQ
Weekdays
WeekendQ
Weights
WhitMonday
WhitSunday
WorkdayQ
Workdays
WorkdaysPlus
WorkingPrecision
WorstOfTwoCallOption
+WrapSingleQuotes

Letter X
x
+XML

Letter Y
year
+Years
YearsInPeriod
YearsInPeriods
Yes
yield

Letter Z
Zero
Zhang