25 lines
1.0 KiB
Python
25 lines
1.0 KiB
Python
# Copyright 2013-2020 Lawrence Livermore National Security, LLC and other
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# Spack Project Developers. See the top-level COPYRIGHT file for details.
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#
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# SPDX-License-Identifier: (Apache-2.0 OR MIT)
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from spack import *
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class RNmof(RPackage):
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"""Functions, examples and data from the book "Numerical Methods and
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Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2011),
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ISBN 978-0123756626. The package provides implementations of several
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optimisation heuristics, such as Differential Evolution, Genetic Algorithms
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and Threshold Accepting. There are also functions for the valuation of
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financial instruments, such as bonds and options, and functions that help
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with stochastic simulations."""
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homepage = "http://nmof.net/"
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url = "https://cloud.r-project.org/src/contrib/NMOF_1.6-0.tar.gz"
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list_url = "https://cloud.r-project.org/src/contrib/Archive/NMOF"
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version('1.6-0', sha256='5484cd43c28aaf23d560c2dde8bcd8dd440a205d2214eb50e02fe0bb42ec2755')
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depends_on('r@2.14:', type=('build', 'run'))
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