DESCRIPTION

Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 2.10-1
Date: 2024-11-03
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 (>= 3.5)
Imports: grDevices, graphics, parallel, stats, utils
Suggests: MASS, PMwR, RUnit, Rglpk, datetimeutils,
  openxlsx, quadprog, readxl, tinytest, zoo
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, for portfolio selection and functions that help
  with stochastic simulations.
License: GPL-3
URL: https://enricoschumann.net/NMOF.htm ,
     https://gitlab.com/NMOF ,
     https://git.sr.ht/~enricoschumann/NMOF ,
     https://github.com/enricoschumann/NMOF
LazyLoad: yes
LazyData: yes
ByteCompile: yes
Classification/JEL: C61, C63