[NMOF-news] NMOF 0.27-3 released

[Enrico Schumann]

v0.27-3  (2013-01-04)
 
  o Experimental: 'vanillaOptionEuropean' has arguments 'model' 
    (default is NULL which corresponds to Black-Scholes-Merton) 
    and '...'. This allows to pass other models; for 
    example, 'heston'. With 'greeks' set to TRUE, the function
    also returns (some) derivatives. More will be added over 
    time, so the results should be extracted by name, not by 
    position (eg, x[["delta"]], but not x[[2L]]). 
    (Adding derivatives for non-BSM models was suggested by
    Nitesh Kumar.)