[NMOF-news] NMOF 2.7-0 released and on CRAN

[Enrico Schumann]

Version 2.7-0 of the NMOF package has been released
and is available from
   https://cran.r-project.org/package=NMOF
and from the Git repository at
   https://gitlab.com/NMOF/NMOF

(I am also currently testing a new repository host:
 https://git.sr.ht/~enricoschumann/NMOF )


The NEWS file entry:

  o function 'gbm' gains an argument "antithetic": if
    TRUE, paths are created based on antithetic variates

  o functions 'gbm' and 'gbb' gain an argument
    'exp.result', with default TRUE. If FALSE, the log
    paths are returned. Function 'gbb' gets an argument
    'log', with default FALSE, which matches the
    previous behaviour

  o new function 'barrierOptionEuropean', for computing
    theoretical prices for various barrier-option types

  o function 'French' tries harder to evaluate to NULL
    when a download fails

  o function vanillaOptionAmerican now works for very
    small values for M (M <= 3)


Related: Package 'neighbours', which constructs neighbourhood
functions for local-search algorithms, is now also available
from CRAN:
https://cran.r-project.org/package=neighbours


Comments/corrections/remarks/suggestions are -- as
always -- very welcome; please send them to the
maintainer (me) directly.


-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net