[NMOF-news] NMOF 0.27-4 released

Enrico Schumann es at enricoschumann.net
Mon Apr 22 17:25:28 CEST 2013


Version 0.27-4 is now available from 
http://enricoschumann.net/R/packages/NMOF/index.htm

>From the NEWS file:

v0.27-4  (2013-04-22)
 
  o function 'putCallParity' added

  o for 'vanillaOptionEuropean', a parameter 'vol' can be passed via
    '...' (which is translated into 'v' by squaring and ignored if 'v'
    is already specified)

  o a few internal changes and doc changes


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