[NMOF-news] NMOF 0.25-4 on R-Forge

Enrico Schumann enricoschumann at yahoo.de
Thu Jul 5 07:29:16 CEST 2012


v0.25-4  (2012-07-03)

   o Added checks on the parameters for 'callCF'; added
     a new arguments 'uniroot.control', which allows to pass
     the settings for 'uniroot' (to compute implied vol),
     and 'uniroot.info'.
     (Computation of implied vol would fail when spot equalled
     strike and r equalled q; thanks to Douglas McLean for
     reporting this case.)


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



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