Forum: NMOF 0.21-0 on R-Forge

Posted by: Enrico Schumann
Date: 2011-11-09 12:41
Summary: NMOF 0.21-0 on R-Forge
Project: NMOF

Development Status : 6 - Mature
Intended Audience : Developers : End Users/Desktop
License : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Finance : Numerical Analysis : Heuristics

Content:

from the NEWS file:

v0.21-0 (2011-11-08)

o added function 'callCF' as a wrapper for pricing
European calls with the characteristic function;
characteristic functions for BSM, Merton, Bates,
Heston and Variance-Gamma were also added
o when 'algo$q' in 'TAopt' is zero, all thresholds are set
to zero
o code examples in subdirectory 'NMOFex' updated
o CITATION file now points to the book's homepage
http://nmof.net

Latest News

Latest NMOF releases

Enrico Schumann - 2014-01-06 14:51 -

NMOF 0.27-0 released (CRAN and R-Forge)

Enrico Schumann - 2012-11-29 21:18 -

NMOF 0.26-0 available

Enrico Schumann - 2012-09-21 05:36 -

NMOF 0.25-0 on R-Forge

Enrico Schumann - 2012-04-22 16:50 -

NMOF 0.24-0 on R-Forge

Enrico Schumann - 2012-04-13 06:44 -

...

Submit News

Monitor Forum |

Start New Thread