[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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