[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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