# Numerical Methods and Optimization in Finance

## Documentation for package ‘NMOF’ version 2.11-0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

NMOF-package | Numerical Methods and Optimization in Finance
approxBondReturn | Approximate Total Return of Bond
barrierOptionEuropean | Pricing Plain-Vanilla (European and American) and Barrier Options (European)
bracketing | Zero-Bracketing
bundData | German Government Bond Data
bundFuture | Theoretical Valuation of Euro Bund Future
bundFutureImpliedRate | Theoretical Valuation of Euro Bund Future
callCF | Price a Plain-Vanilla Call with the Characteristic Function
callHestoncf | Price of a European Call under the Heston Model
callMerton | Price of a European Call under Merton's Jump-Diffusion 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
colSubset | Full-rank Column Subset
convexity | Pricing Plain-Vanilla Bonds
CPPI | Constant-Proportion Portfolio Insurance
DEopt | Optimisation with Differential Evolution
divRatio | Diversification Ratio
drawdown | Drawdown
duration | Pricing Plain-Vanilla Bonds
EuropeanCall | Computing Prices of European Calls with a Binomial Tree
EuropeanCallBE | Computing Prices of European Calls with a Binomial Tree
French | Download Datasets from Kenneth French's Data Library
fundData | Mutual Fund Returns
GAopt | Optimisation with a Genetic Algorithm
gbb | Option Pricing via Monte-Carlo Simulation
gbm | Option Pricing via Monte-Carlo Simulation
greedySearch | Greedy Search
gridSearch | Grid Search
LS.info | Local-Search Information
LSopt | Stochastic Local Search
MA | Simple Moving Average
maxSharpe | Maximum-Sharpe-Ratio/Tangency Portfolio
mc | Option Pricing via Monte-Carlo Simulation
minCVaR | Minimum Conditional-Value-at-Risk (CVaR) Portfolios
minMAD | Compute Minimum Mean-Absolute-Deviation Portfolios
minvar | Minimum-Variance Portfolios
mvFrontier | Computing Mean-Variance Efficient Portfolios
mvPortfolio | Computing Mean-Variance Efficient Portfolios
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
optionData | Option Data
PBO | Probability of Backtest Overfitting
pm | Partial Moments
PSopt | Particle Swarm Optimisation
putCallParity | Put-Call Parity
qTable | Prepare LaTeX Table with Quartile Plots
randomReturns | Create a Random Returns
repairMatrix | Repair an Indefinite Correlation Matrix
resampleC | Resample with Specified Rank Correlation
restartOpt | Restart an Optimisation Algorithm
Ritter | Download Jay Ritter's IPO Data
SA.info | Simulated-Annealing Information
SAopt | Optimisation with Simulated Annealing
Shiller | Download Robert Shiller's Data
showChapterNames | Display Code Examples
showExample | Display Code Examples
TA.info | Threshold-Accepting Information
TAopt | Optimisation with Threshold Accepting
testFunctions | Classical Test Functions for Unconstrained Optimisation
tfAckley | Classical Test Functions for Unconstrained Optimisation
tfEggholder | 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
trackingPortfolio | Compute a Tracking Portfolio
vanillaBond | Pricing Plain-Vanilla Bonds
vanillaOptionAmerican | Pricing Plain-Vanilla (European and American) and Barrier Options (European)
vanillaOptionEuropean | Pricing Plain-Vanilla (European and American) and Barrier Options (European)
vanillaOptionImpliedVol | Pricing Plain-Vanilla (European and American) and Barrier Options (European)
xtContractValue | Contract Value of Australian Government Bond Future
xtTickValue | Contract Value of Australian Government Bond Future
xwGauss | Integration of Gauss-type
ytm | Pricing Plain-Vanilla Bonds