CPPI                    Constant-Proportion Portfolio Insurance
DEopt                   Optimisation with Differential Evolution
EuropeanCall            Computing Prices of European Calls with a
                        Binomial Tree
French                  Download Datasets from Kenneth French's Data
                        Library
GAopt                   Optimisation with a Genetic Algorithm
LS.info                 Local-Search Information
LSopt                   Stochastic Local Search
MA                      Simple Moving Average
NMOF-package            Numerical Methods and Optimization in Finance
NS                      Zero Rates for Nelson-Siegel-Svensson Model
NSf                     Factor Loadings for Nelson-Siegel and
                        Nelson-Siegel-Svensson
PBO                     Probability of Backtest Overfitting
PSopt                   Particle Swarm Optimisation
Ritter                  Download Jay Ritter's IPO Data
SA.info                 Simulated-Annealing Information
SAopt                   Optimisation with Simulated Annealing
Shiller                 Download Robert Shiller's Data
TA.info                 Threshold-Accepting Information
TAopt                   Optimisation with Threshold Accepting
approxBondReturn        Approximate Total Return of Bond
bracketing              Zero-Bracketing
bundData                German Government Bond Data
bundFuture              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
colSubset               Full-rank Column Subset
divRatio                Diversification Ratio
drawdown                Drawdown
fundData                Mutual Fund Returns
greedySearch            Greedy Search
gridSearch              Grid Search
maxSharpe               Maximum-Sharpe-Ratio/Tangency Portfolio
mc                      Option Pricing via Monte-Carlo Simulation
minCVaR                 Minimum Conditional-Value-at-Risk (CVaR)
                        Portfolios
minMAD                  Compute Minimum Mean-Absolute-Deviation
                        Portfolios
minvar                  Minimum-Variance Portfolios
mvFrontier              Computing Mean-Variance Efficient Portfolios
optionData              Option Data
pm                      Partial Moments
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
showExample             Display Code Examples
testFunctions           Classical Test Functions for Unconstrained
                        Optimisation
trackingPortfolio       Compute a Tracking Portfolio
vanillaBond             Pricing Plain-Vanilla Bonds
vanillaOptionEuropean   Pricing Plain-Vanilla (European and American)
                        and Barrier Options (European)
xtContractValue         Contract Value of Australian Government Bond
                        Future
xwGauss                 Integration of Gauss-type
