Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
| Version: | 2016-01-03-1 |
| Depends: | R (≥ 3.0.0) |
| Imports: | xts |
| Suggests: | knitr, qrmtools |
| Published: | 2016-05-29 |
| Author: | Marius Hofert [aut, cre], Kurt Hornik [aut] |
| Maintainer: | Marius Hofert <marius.hofert at uwaterloo.ca> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | qrmdata results |
| Reference manual: | qrmdata.pdf |
| Vignettes: |
Fetching the Datasets of qrmdata |
| Package source: | qrmdata_2016-01-03-1.tar.gz |
| Windows binaries: | r-devel: qrmdata_2016-01-03-1.zip, r-release: qrmdata_2016-01-03-1.zip, r-oldrel: qrmdata_2016-01-03-1.zip |
| OS X Mavericks binaries: | r-release: qrmdata_2016-01-03-1.tgz, r-oldrel: qrmdata_2016-01-03-1.tgz |
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