https://github.com/cran/fOptions
Tip revision: cbe01e5daf459b3dcd84e7bc762afa39e61d0b9b authored by Diethelm Wuertz and Rmetrics Core Team on 08 August 1977, 00:00:00 UTC
version 241.68
version 241.68
Tip revision: cbe01e5
README.html
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="7"><FONT COLOR="#7F0000">Rmetrics
</FONT></FONT><FONT SIZE="3"><FONT COLOR="#7F0000">Readme</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B>
2005-12-18 Built 221.10065</B></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Rmetrics is the
premier open source solution for financial market analysis and
valuation of financial instruments. With hundreds of functions build
on modern and powerful methods Rmetrics combines explorative data
analysis and statistical modeling with object oriented rapid
prototyping. Rmetrics is embedded in R, both building an environment
which creates especially for students and researchers in the third
world a first class system for applications in statistics and
finance. Rmetrics allows you to study all the source code, so you can
find out precisely which variation of the algorithm or method has
been implemented. This let's you understand what the source code
does. Thus Rmetrics can be considered as a unique platform ideally
suited for teaching financial engineering and computational finance.</FONT></FONT></B></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="4">Rmetrics Documentation:</FONT></FONT></B></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- DocRmetrics.pdf</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 4 page
PDF document which briefly describes Rmetrics and the packages
fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and
fPortfolio. It is an updated Version of the presentation at the 2004
useR! conference in Vienna.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- DocFactsheet.pdf</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 2 page
PDF document which briefly summarizes the content of Rmetrics and the
packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions,
and fPortfolio. In addition a preview is given about the fBonds package.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- DocRefcard.pdf</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 11 page
PDF document which lists all the functions available from the
Rmetrics packages fBasics, fCalendar, fSeries, fMultivar, fExtremes,
fOptions, and fPortfolio.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- FAQ.html</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document with a list of "Frequently Asked Questions" about Rmetrics.</FONT></FONT></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- CHANGES.html</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which lists all updates, changes and enhancement made on
Rmetrics library packages fBasics, fCalendar, fSeries, fMultivar,
fExtremes, fOptions, and fPortfolio. The first version of Rmetrics
was created under R 1.5, the list starts with Rmetrics for version R 1.8.1.</FONT></FONT></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- COPYING.html</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which holds a copy of the GNU General Public License.</FONT></FONT></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- COPYRIGHTS.html</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which lists the copyright holders for R, Rmetrics, and all
other implemented software coming with the Rmetrics Distribution.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- Reference Guides</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">These are PDF
documents, each with about 80 pages. "Reference Guides" for
Rmetrics packages fBasics, fCalendar, fSeries, fMultivar, fExtremes,
fOptions, and fPortfolio are available. Beside a general introduction
to Rmetrics and its library packages the documents reprint the manual
pages ordered by topic.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- User Guides 1.7.1</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">These are PDF
documents, each with about 100 pages. Four "User Guides"
for Rmetrics covering the topics from packages fBasics, fSeries,
fExtremes, and fOptions are available. These user guides are scripts
written for my former lectures at ETH Zürich. These scripts will
no longer be updated. Currently I'm writing a monograph which updates
theses scripts and offers a lot of new material. So, unfortunately,
the scripts are currently somewhat outdated which may limit their
practical use together with the latest version of the Rmetrics software.</FONT></FONT></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Diethelm Würtz</FONT></FONT><BR>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Rmetrics</FONT></FONT><BR>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">April 2005</FONT></FONT>
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