Package: fArma
Version: 3010.79
Revision: 5527
Date: 2013-06-23
Title: ARMA Time Series Modelling
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. This typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 19:35:04 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:51:26
Package: fAsianOptions
Version: 3010.79
Revision: 5522
Date: 2013-06-23
Title: EBM and Asian Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:14 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:53:27
Package: fAssets
Title: Rmetrics - Analysing and Modelling Financial Assets
Date: 2014-10-30
Version: 3011.83
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics
Imports: fMultivar, robustbase, MASS, sn, ecodist, mvnormtest, energy
Suggests: methods, mnormt, RUnit
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-10-30 11:52:35 UTC; Tobi
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-10-30 13:38:28
Package: fBasics
Title: Rmetrics - Markets and Basic Statistics
Date: 2014-10-29
Version: 3011.87
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), timeDate, timeSeries
Imports: gss, stabledist, MASS
Suggests: methods, spatial, RUnit, tcltk, akima
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-10-29 17:34:48 UTC; Tobi
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-10-29 20:07:26
Package: fBonds
Version: 3010.77
Revision: 5531
Date: 2013-12-17
Title: Bonds and Interest Rate Models
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-12-17 21:27:46 UTC; yohan
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-17 23:16:42
Package: fCopulae
Title: Rmetrics - Bivariate Dependence Structures with Copulae
Date: 2013-03-18
Version: 3011.81
Author: Rmetrics Core Team,
Diethelm Wuertz [aut],
Tobias Setz [cre]
Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz@rmetrics.org>
Description: Environment for teaching
"Financial Engineering and Computational Finance".
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Suggests: methods, RUnit, tcltk, mvtnorm, sn
Note: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: https://www.rmetrics.org
Packaged: 2014-09-16 14:55:28 UTC; Tobi
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-09-17 15:56:52
Package: fExoticOptions
Version: 2152.78
Revision: 5392
Date: 2012-11-07
Title: Exotic Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fOptions
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2012-11-07 10:33:28 UTC; yankee
Repository: CRAN
Date/Publication: 2012-11-07 12:32:22
Package: fExtremes
Version: 3010.81
Revision: 5532
Date: 2013-12-17
Title: Rmetrics - Extreme Financial Market Data
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading
Imports: methods
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-12-17 20:40:23 UTC; yohan
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-17 23:16:44
Package: fGarch
Version: 3010.82
Revision: 5504
Date: 2013-04-30
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Author: Diethelm Wuertz and Yohan Chalabi with contribution from Michal
Miklovic, Chris Boudt, Pierre Chausse and others
Depends: R (>= 2.15.0), stats, graphics, methods, timeDate, timeSeries, fBasics (>= 2100.78)
Suggests: RUnit, Matrix, fastICA, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-04-30 20:07:14 UTC; yankee
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-05-01 07:44:01
Package: fImport
Version: 3000.82
Revision: 5455
Date: 2013-03-15
Title: Rmetrics - Economic and Financial Data Import
Author: Diethelm Wuertz and many others
Depends: R (>= 2.13.0), methods, timeDate, timeSeries
Suggests: RUnit
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-03-15 12:46:58 UTC; yankee
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-03-15 14:54:11