bundData

<p>A sample of data on 44 German government bonds. Contains
  <acronym>ISIN</acronym>, coupon, maturity and dirty price as of 2010-05-31.</p>

datasets

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 (2019,
ISBN:978-0128150658).  The package provides 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
with stochastic simulations.

Enrico Schumann

NMOF

Numerical Methods and Optimization in Finance

bundData function

<p><code>bundData</code> is a list with three components: <code>cfList</code>,
  <code>tmList</code> and <code>bM</code>.
  <code>cfList</code> is list of 44 numeric vectors (the cash
  flows). <code>tmList</code> is a list of 44 character vectors (the payment dates)
  formatted as <acronym>YYYY</acronym>-<acronym>MM</acronym>-<acronym>DD</acronym>. <code>bM</code> is a
  numeric vector with 44 elements (the dirty prices of the bonds).</p>

bundData: German Government Bond Data

Description

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Details

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Examples