Numerical Methods and Optimization in Finance

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Documentation for package ‘NMOF’ version 0.22-0

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NMOF-package Numerical Methods and Optimization in Finance
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
cfBates Price a Plain-Vanilla Call with the Characteristic Function
cfBSM Price a Plain-Vanilla Call with the Characteristic Function
cfHeston Price a Plain-Vanilla Call with the Characteristic Function
cfMerton Price a Plain-Vanilla Call with the Characteristic Function
cfVG Price a Plain-Vanilla Call with the Characteristic Function
changeInterval Integration of Gauss-type
DEopt Optimisation with Differential Evolution
EuropeanCall Computing Prices of European Calls with a Binomial Tree
EuropeanCallBE 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
NMOF Numerical Methods and Optimization in Finance
NS Zero Rates for Nelson-Siegel-Svensson Model
NSf Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson
NSS Zero Rates for Nelson-Siegel-Svensson Model
NSSf Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson
PSopt Particle Swarm Optimisation
qTable Prepare LaTeX Table with Quartile Plots
repairMatrix Repair an Indefinite Correlation Matrix
restartOpt Restart an Optimisation Algorithm
TAopt Optimisation with Threshold Accepting
testFunctions Classical Test Functions for Unconstrained Optimisation
tfAckley Classical Test Functions for Unconstrained Optimisation
tfGriewank Classical Test Functions for Unconstrained Optimisation
tfRastrigin Classical Test Functions for Unconstrained Optimisation
tfRosenbrock Classical Test Functions for Unconstrained Optimisation
tfSchwefel Classical Test Functions for Unconstrained Optimisation
tfTrefethen Classical Test Functions for Unconstrained Optimisation
xwGauss Integration of Gauss-type