Package: NMOF
Type: Package
Title: Numerical Methods and Optimization in Finance
Version: 2.12-0
Date: 2025-11-14
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
Repository: https://enricoschumann.r-universe.dev
Date/Publication: 2025-11-14 13:19:07 UTC
RemoteUrl: https://github.com/enricoschumann/nmof
RemoteRef: HEAD
RemoteSha: 2c0f50185b3a6e351b07f81d3887e043377d99da
NeedsCompilation: no
Packaged: 2026-06-12 08:22:51 UTC; root
Author: Enrico Schumann [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7601-6576>)