| NMOF-package | Numerical Methods and Optimization in Finance | 
| approxBondReturn | Approximate Total Return of Bond | 
| barrierOptionEuropean | Pricing Plain-Vanilla (European and American) and Barrier Options (European) | 
| 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 | 
| 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 | 
| 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 (European and American) and Barrier Options (European) | 
| vanillaOptionEuropean | Pricing Plain-Vanilla (European and American) and Barrier Options (European) | 
| vanillaOptionImpliedVol | Pricing Plain-Vanilla (European and American) and Barrier Options (European) | 
| 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 |