[NMOF-news] NMOF 0.21-0 on R-Forge

[Enrico Schumann]

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


-- 
Enrico Schumann
Lucerne, Switzerland
http://nmof.net/