[NMOF-news] NMOF 2.9-0 released

Enrico Schumann es at enricoschumann.net
Fri Dec 29 12:39:08 CET 2023


Version 2.9-0 of the NMOF package has been released
and is available from
   http://enricoschumann.net/R/packages/NMOF/index.htm
and from a Git repository at
   https://git.sr.ht/~enricoschumann/NMOF

(This release will not be sent to CRAN.)


The NEWS file entry:

  o new function 'approxBondReturn', for approximating the
    total return of a (par) bond through its current yield,
    duration and convexity, as described in Swinkels (2019;
    https://doi.org/10.3390/data4030091)

  o 'bracketing' better handles cases when 'fun' evaluates to
    exactly zero, matching the MATLAB implementation in the
    NMOF book


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


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


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