| approxBondReturn | Approximate Total Return of Bond |
| bonds | Pricing Plain-Vanilla Bonds |
| bracketing | Zero-Bracketing |
| bundData | German Government Bond Data |
| bundFuture | Theoretical Valuation of Euro Bund Future |
| callCF | Price a Plain-Vanilla Call with the Characteristic Function |
| callHestoncf | Price of a European Call under the Heston Model |
| callMerton | Price of a European Call under Merton's Jump-Diffusion Model |
| colSubset | Full-rank Column Subset |
| CPPI | Constant-Proportion Portfolio Insurance |
| DEopt | Optimisation with Differential Evolution |
| divRatio | Diversification Ratio |
| drawdown | Drawdown |
| EuropeanCall | Computing Prices of European Calls with a Binomial Tree |
| French | Download Datasets from Kenneth French's Data Library |
| fundData | Mutual Fund Returns |
| GAopt | Optimisation with a Genetic Algorithm |
| greedySearch | Greedy Search |
| gridSearch | Grid Search |
| LS.info | Local-Search Information |
| LSopt | Stochastic Local Search |
| MA | Simple Moving Average |
| maxSharpe | Maximum-Sharpe-Ratio/Tangency Portfolio |
| mc | Option Pricing via Monte-Carlo Simulation |
| minCVaR | Minimum Conditional-Value-at-Risk (CVaR) Portfolios |
| minMAD | Compute Minimum Mean-Absolute-Deviation Portfolios |
| minvar | Minimum-Variance Portfolios |
| mvFrontier | Computing Mean-Variance Efficient Portfolios |
| NMOF-internal | Internal NMOF functions |
| NMOF-package | Numerical Methods and Optimization in Finance |
| NS | Zero Rates for Nelson-Siegel-Svensson Model |
| NSf | Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson |
| optionData | Option Data |
| options | Pricing Plain-Vanilla (European and American) and Barrier... |
| pm | Partial Moments |
| PSopt | Particle Swarm Optimisation |
| putCallParity | Put-Call Parity |
| qTable | Prepare LaTeX Table with Quartile Plots |
| randomReturns | Create a Random Returns |
| repairMatrix | Repair an Indefinite Correlation Matrix |
| resampleC | Resample with Specified Rank Correlation |
| restartOpt | Restart an Optimisation Algorithm |
| Ritter | Download Jay Ritter's IPO Data |
| SA.info | Simulated-Annealing Information |
| SAopt | Optimisation with Simulated Annealing |
| Shiller | Download Robert Shiller's Data |
| showExample | Display Code Examples |
| TA.info | Threshold-Accepting Information |
| TAopt | Optimisation with Threshold Accepting |
| testFunctions | Classical Test Functions for Unconstrained Optimisation |
| trackingPortfolio | Compute a Tracking Portfolio |
| xtContractValue | Contract Value of Australian Government Bond Future |
| xwGauss | Integration of Gauss-type |
