Robert McDonald
I'm using 1.4.8+2snapshot.g0adeaf9 on Ubuntu 20.04 and it was working well until August 1. (The date makes me suspect a server-side change that is causing the failure.) Now I get...
Rendering a file to pdf using either `rmarkdown` 2.9 or 2.9.1 on xubuntu 20.04 with `texlive` installed generates a double-spaced table of contents. However, running `pdflatex` on the intermediate tex...
First, thank you so much for this package. I realize it's a work in progress, but it's already a big help. Very impressive. I want to mention a few Beamer/LaTeX...
My guess is that this is not a problem with globalprotect-openconnect, but I'd appreciate any thoughts about what might be happening. After working flawlessly for several months, gpclient now fails...
Theta and psi are divided by 365 (scaled to be daily), but this needs to be specified in the greeks function help.
If simulating multiple assets, should be able to name (rather than just enumerate) the assets. Perhaps if the covariance matrix has names these can be automatically used.
Functions relying on random number generation are now highly confusing in 0.2.5: * the `simprice` function saves the random seed silently, so repeated invocations will generate the same prices. This...
Add parameter to Monte Carlo functions to enable averaging to start at an intermediate date
Options on futures need special handling because the futures premium is zero. The bond component of the replicating portfolio is the price of the option. Either add a parameter to...
Test of github actions