Update README.md

Author: monadius

README.md

@@ -22,6 +22,10 @@ Requirements
   not forget `make opt` if you are building from source code). 
   A recommended way to install OCaml is with [OPAM](https://opam.ocaml.org/doc/Install.html)
 
+- (Required for OCaml >= 4.06) [OCaml Num library](https://github.com/ocaml/num).
+  This library is included in OCaml < 4.05. For other OCaml versions it can be installed
+  with `opam install num`.
+
 - (Included) Interval computation library for OCaml. It is distributed with
   FPTaylor (see [INTERVAL](INTERVAL)). There is also an alternative
   interval arithmetic library in [simple_interval](simple_interval)