Man pages for NMOF
Numerical Methods and Optimization in Finance
| bonds | Pricing Plain-Vanilla Bonds |
| bracketing | Zero-Bracketing |
| bundData | German Government Bond Data |
| callCF | Price a Plain-Vanilla Call with the Characteristic Function |
| callHestoncf | Price of a European Call under the Heston Model |
| DEopt | Optimisation with Differential Evolution |
| EuropeanCall | Computing Prices of European Calls with a Binomial Tree |
| fundData | Mutual Fund Returns |
| GAopt | Optimisation with a Genetic Algorithm |
| gridSearch | Grid Search |
| LSopt | Stochastic Local Search |
| MA | Simple Moving Average |
| mc | Pricing Options via Simulation |
| 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 Options (European and American) |
| PSopt | Particle Swarm Optimisation |
| putCallParity | Put-Call Parity |
| qTable | Prepare LaTeX Table with Quartile Plots |
| repairMatrix | Repair an Indefinite Correlation Matrix |
| resampleC | Resample with Specified Rank Correlation |
| restartOpt | Restart an Optimisation Algorithm |
| showExample | Display examples |
| TAopt | Optimisation with Threshold Accepting |
| testFunctions | Classical Test Functions for Unconstrained Optimisation |
| xwGauss | Integration of Gauss-type |
