Description: Functions,  examples and  data  from the  book
'Numerical  Methods  and  Optimization  in Finance'  by  M.
Gilli, D.  Maringer and E.  Schumann.  The package provides
implementations of several optimisation heuristics, such as
Differential  Evolution, Genetic  Algorithms  and Threshold
Accepting.  There  are also functions for  the valuation of
financial  instruments,  such  as  bonds and  options,  and
functions that help with stochastic simulations.

Imports: grDevices, graphics, parallel, stats, utils

Description: Functions, examples and data from the book
"Numerical Methods and Optimization in Finance" by M.
'Gilli', D. 'Maringer' and E. Schumann (2011), ISBN
978-0123756626.  The package provides implementations of
several optimisation heuristics, such as Differential
Evolution, Genetic Algorithms and Threshold Accepting.
There are also functions for the valuation of financial
instruments, such as bonds and options, and functions that

978-0123756626. The package provides implementations of

Gilli, D. Maringer and E. Schumann (2011), ISBN

Suggests: MASS, RUnit, datetimeutils, quadprog, readxl

Suggests: MASS, PMwR, RUnit, datetimeutils, quadprog, readxl
Description: Functions, examples and data from the first and the
second edition of "Numerical Methods and Optimization in Finance"
by M. Gilli, D. Maringer and E. Schumann
Particle Swarm Optimisation, Simulated Annealing and
Threshold Accepting), and other optimisation tools,
There are also functions for the valuation of
financial instruments, such as bonds and options, and

Suggests: MASS, PMwR, RUnit, Rglpk, datetimeutils, quadprog, readxl,
Description: Functions, examples and data from the first and
the second edition of "Numerical Methods and Optimization
in Finance" by M. Gilli, D. Maringer and E. Schumann
implementations of optimisation heuristics (Differential
Evolution, Genetic Algorithms, Particle Swarm
Optimisation, Simulated Annealing and Threshold
Accepting), and other optimisation tools, such as grid
search and greedy search.  There are also functions for
the valuation of financial instruments such as bonds and
options, for portfolio selection and functions that help