[NMOF-news] NMOF 0.26-3 released

Enrico Schumann enricoschumann at yahoo.de
Fri Oct 26 22:02:46 CEST 2012


NMOF 0.26-3 is now available from R-Forge and enricoschumann.net


 From the NEWS file:

v0.26-3  (2012-10-25)

   o Important: all option pricing functions that return lists of
     named elements (callCF, vanillaOptionE/A, callHestoncf)
     now call the theoretical option value just 'value'. Before,
     they returned 'price' or 'callPrice', which could be confusing
     for instance in case of implied vol calculations.

   o DEopt, GAopt and PSopt now also return the initial populations
     (but only if 'algo$storeSolutions' is TRUE)

   o More unit tests added.


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