Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 1.2-2
Date: 2017-10-19
Maintainer: Enrico Schumann <es@enricoschumann.net>
Authors@R: person("Enrico", "Schumann",
                  role  = c("aut", "cre"),
                  email = "es@enricoschumann.net")
Depends: R (>= 2.14)
Imports: grDevices, graphics, parallel, stats, utils
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 (2011), ISBN
 978-0123756626. 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
LazyLoad: yes
LazyData: yes
Classification/JEL: C61, C63
ByteCompile: no
NeedsCompilation: no
Packaged: 2017-10-20 03:24:13 UTC; es19
Author: Enrico Schumann [aut, cre]
Repository: CRAN
Date/Publication: 2017-10-20 10:05:50 UTC
Built: R 3.2.5; ; 2017-10-21 07:20:21 UTC; unix
