[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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