Man pages for NMOF
Numerical Methods and Optimization in Finance

bondsPricing Plain-Vanilla Bonds
bundDataGerman Government Bond Data
bundFutureTheoretical Valuation of Euro Bund Future
callCFPrice a Plain-Vanilla Call with the Characteristic Function
callHestoncfPrice of a European Call under the Heston Model
callMertonPrice of a European Call under Merton's Jump-Diffusion Model
colSubsetFull-rank Column Subset
CPPIConstant-Proportion Portfolio Insurance
DEoptOptimisation with Differential Evolution
divRatioDiversification Ratio
EuropeanCallComputing Prices of European Calls with a Binomial Tree
fundDataMutual Fund Returns
GAoptOptimisation with a Genetic Algorithm
gridSearchGrid Search
LS.infoLocal-Search Information
LSoptStochastic Local Search
MASimple Moving Average
mcOption Pricing via Monte-Carlo Simulation
minvarMinimum-Variance Portfolios
NMOF-internalInternal NMOF functions
NMOF-packageNumerical Methods and Optimization in Finance
NSZero Rates for Nelson-Siegel-Svensson Model
NSfFactor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson
optionDataOption Data
optionsPricing Plain-Vanilla Options (European and American)
pmPartial Moments
PSoptParticle Swarm Optimisation
putCallParityPut-Call Parity
qTablePrepare LaTeX Table with Quartile Plots
repairMatrixRepair an Indefinite Correlation Matrix
resampleCResample with Specified Rank Correlation
restartOptRestart an Optimisation Algorithm
SA.infoSimulated-Annealing Information
SAoptOptimisation with Simulated Annealing
showExampleDisplay examples
TA.infoThreshold-Accepting Information
TAoptOptimisation with Threshold Accepting
testFunctionsClassical Test Functions for Unconstrained Optimisation
xtContractValueContract Value of Australian Government Bond Future
xwGaussIntegration of Gauss-type
NMOF documentation built on July 1, 2018, 9:03 a.m.