Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 2.7-1
Date: 2022-10-20
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 (>= 2.14)
Imports: grDevices, graphics, parallel, stats, utils
Suggests: MASS, PMwR, RUnit, Rglpk, datetimeutils, openxlsx, quadprog,
        readxl, tinytest
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://gitlab.com/NMOF , https://git.sr.ht/~enricoschumann/NMOF ,
        https://github.com/enricoschumann/NMOF ,
        http://enricoschumann.net/NMOF.htm
LazyLoad: yes
LazyData: yes
ByteCompile: yes
Classification/JEL: C61, C63
Author: Enrico Schumann [aut, cre] (<https://orcid.org/0000-0001-7601-6576>)
Built: R 4.3.1; ; 2023-10-19 11:36:45 UTC; unix
