Several internal functions, not exported from the NMOF name space.
makeInteger(x, label, min = 1L)
anyNA(x)
checkList(passedList, defaultList, label = "'algo'")
mRU(m,n)
mRN(m,n)
mcList(mc.control)
repair1c(x, up, lo)
Chapters1
Chapters2
due(D, tauD, tau, q)makeInteger coerces the scalar x to integer. If the
result is NA or smaller than min, an error is issued.
anyNA gives TRUE if any(is.na(x)), else
FALSE. If x is a function or NULL, it also
gives FALSE.
checkList will issue an error if passedList contains any
NA elements. It will give a warning if any elements in
passedList are unnamed, or if an element in
names(passedList) is not found in names(defaultList).
mRU and mRN create matrices (of size m times
n) of uniform/Gaussian variates.
mcList takes a list of named elements and ‘merges’ them with
the default settings of mclapply from package parallel.
repair1c is described in the vignette on ‘Repairing
Solutions’.
Chapters[12] is a vector of length 15, giving the chapter names as
printed in the book. (Can be accessed with showChapterNames.)
due (dividends until expiry) returns a list with named
components tauD and D: all dividends for which
time-to-payment is greater than zero, but less than or equal to
time-to-expiry.
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. https://www.elsevier.com/books/numerical-methods-and-optimization-in-finance/gilli/978-0-12-815065-8
Schumann, E. (2019) Financial Optimisation with R (NMOF Manual). http://enricoschumann.net/NMOF.htm#NMOFmanual