Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 2.1-0
Date: 2020-04-01
Maintainer: Enrico Schumann <es@enricoschumann.net>
Authors@R: person("Enrico", "Schumann",
                  role  = c("aut", "cre"),
                  email = "es@enricoschumann.net",
                  comment = c(ORCID = "0000-0001-7601-6576"))
Depends: R (>= 2.14)
Imports: grDevices, graphics, parallel, stats, utils
Suggests: MASS, PMwR, RUnit, datetimeutils, quadprog, readxl
Description: Functions, examples and data from the first and the
  second edition of "Numerical Methods and Optimization in Finance"
  by M. Gilli, D. Maringer and E. Schumann
  (2019, ISBN:978-0128150658).  The package provides
  implementations of optimisation heuristics
  (Differential Evolution, Genetic Algorithms,
  Particle Swarm Optimisation, Simulated Annealing and
  Threshold Accepting), and other optimisation tools,
  such as grid search and greedy search.
  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://enricoschumann.net/NMOF,
        https://github.com/enricoschumann/NMOF, https://gitlab.com/NMOF
LazyLoad: yes
LazyData: yes
ByteCompile: yes
Classification/JEL: C61, C63
NeedsCompilation: no
Packaged: 2020-04-06 19:00:37 UTC; es19
Author: Enrico Schumann [aut, cre] (<https://orcid.org/0000-0001-7601-6576>)
Repository: CRAN
Date/Publication: 2020-04-06 20:52:06 UTC
Built: R 3.5.3; ; 2020-04-22 04:05:11 UTC; windows
