| NMOF-package | Numerical Methods and Optimization in Finance |
| bracketing | Zero-Bracketing |
| bundData | German Government Bond Data |
| bundFuture | Theoretical Valuation of Euro Bund Future |
| bundFutureImpliedRate | Theoretical Valuation of Euro Bund Future |
| callCF | Price a Plain-Vanilla Call with the Characteristic Function |
| callHestoncf | Price of a European Call under the Heston Model |
| callMerton | Price of a European Call under Merton's Jump-Diffusion Model |
| cfBates | Price a Plain-Vanilla Call with the Characteristic Function |
| cfBSM | Price a Plain-Vanilla Call with the Characteristic Function |
| cfHeston | Price a Plain-Vanilla Call with the Characteristic Function |
| cfMerton | Price a Plain-Vanilla Call with the Characteristic Function |
| cfVG | Price a Plain-Vanilla Call with the Characteristic Function |
| changeInterval | Integration of Gauss-type |
| colSubset | Full-rank Column Subset |
| convexity | Pricing Plain-Vanilla Bonds |
| CPPI | Constant-Proportion Portfolio Insurance |
| DEopt | Optimisation with Differential Evolution |
| divRatio | Diversification Ratio |
| drawdown | Drawdown |
| duration | Pricing Plain-Vanilla Bonds |
| EuropeanCall | Computing Prices of European Calls with a Binomial Tree |
| EuropeanCallBE | Computing Prices of European Calls with a Binomial Tree |
| French | Download Datasets from Kenneth French's Data Library |
| fundData | Mutual Fund Returns |
| GAopt | Optimisation with a Genetic Algorithm |
| gbb | Option Pricing via Monte-Carlo Simulation |
| gbm | Option Pricing via Monte-Carlo Simulation |
| greedySearch | Greedy Search |
| gridSearch | Grid Search |
| LS.info | Local-Search Information |
| LSopt | Stochastic Local Search |
| MA | Simple Moving Average |
| mc | Option Pricing via Monte-Carlo Simulation |
| minCVaR | Minimum Conditional-Value-at-Risk (CVaR) Portfolios |
| minvar | Minimum-Variance Portfolios |
| mvFrontier | Computing Mean-Variance Efficient Portfolios |
| mvPortfolio | Computing Mean-Variance Efficient Portfolios |
| NMOF | Numerical Methods and Optimization in Finance |
| NS | Zero Rates for Nelson-Siegel-Svensson Model |
| NSf | Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson |
| NSS | Zero Rates for Nelson-Siegel-Svensson Model |
| NSSf | Factor Loadings for Nelson-Siegel and Nelson-Siegel-Svensson |
| optionData | Option Data |
| pm | Partial Moments |
| PSopt | Particle Swarm Optimisation |
| putCallParity | Put-Call Parity |
| qTable | Prepare LaTeX Table with Quartile Plots |
| randomReturns | Create a Random Returns |
| repairMatrix | Repair an Indefinite Correlation Matrix |
| resampleC | Resample with Specified Rank Correlation |
| restartOpt | Restart an Optimisation Algorithm |
| Ritter | Download Jay Ritter's IPO Data |
| SA.info | Simulated-Annealing Information |
| SAopt | Optimisation with Simulated Annealing |
| Shiller | Download Robert Shiller's Data |
| showChapterNames | Display Code Examples |
| showExample | Display Code Examples |
| TA.info | Threshold-Accepting Information |
| TAopt | Optimisation with Threshold Accepting |
| testFunctions | Classical Test Functions for Unconstrained Optimisation |
| tfAckley | Classical Test Functions for Unconstrained Optimisation |
| tfEggholder | Classical Test Functions for Unconstrained Optimisation |
| tfGriewank | Classical Test Functions for Unconstrained Optimisation |
| tfRastrigin | Classical Test Functions for Unconstrained Optimisation |
| tfRosenbrock | Classical Test Functions for Unconstrained Optimisation |
| tfSchwefel | Classical Test Functions for Unconstrained Optimisation |
| tfTrefethen | Classical Test Functions for Unconstrained Optimisation |
| trackingPortfolio | Compute a Tracking Portfolio |
| vanillaBond | Pricing Plain-Vanilla Bonds |
| vanillaOptionAmerican | Pricing Plain-Vanilla Options (European and American) |
| vanillaOptionEuropean | Pricing Plain-Vanilla Options (European and American) |
| vanillaOptionImpliedVol | Pricing Plain-Vanilla Options (European and American) |
| xtContractValue | Contract Value of Australian Government Bond Future |
| xtTickValue | Contract Value of Australian Government Bond Future |
| xwGauss | Integration of Gauss-type |
| ytm | Pricing Plain-Vanilla Bonds |