Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 0.34-0
Date: 2014-10-23
Maintainer: Enrico Schumann <es@enricoschumann.net>
Authors@R: person("Enrico", "Schumann",
                  role = c("aut", "cre"),
                  email = "es@enricoschumann.net")
Depends: R (>= 2.14)
Imports: parallel
Suggests: MASS, RUnit, quadprog
Description: Functions,  examples and  data  from the  book
 'Numerical  Methods  and  Optimization  in Finance'  by  M.
 Gilli, D.  Maringer and E.  Schumann.  The package provides
 implementations of several optimisation heuristics, such as
 Differential  Evolution, Genetic  Algorithms  and Threshold
 Accepting.  There  are also functions for  the valuation of
 financial  instruments,  such  as  bonds and  options,  and
 functions that help with stochastic simulations.
License: GPL-3
URL: http://nmof.net, http://enricoschumann.net/NMOF.htm
LazyLoad: yes
LazyData: yes
Classification/JEL: C61, C63
Packaged: 2014-11-05 09:31:17 UTC; es
Author: Enrico Schumann [aut, cre]
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-11-05 13:33:01
