qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Version:	2022-05-31-1
Depends:	R (≥ 3.5.0)
Imports:	xts
Suggests:	knitr, qrmtools, lattice
Published:	2022-06-01
Author:	Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer:	Marius Hofert <marius.hofert at uwaterloo.ca>
License:	GPL-2 | GPL-3
NeedsCompilation:	no
Materials:	NEWS
In views:	Finance
CRAN checks:	qrmdata results

Documentation:

Reference manual:

qrmdata.pdf

Downloads:

Package source:	qrmdata_2022-05-31-1.tar.gz
Windows binaries:	r-devel: qrmdata_2022-05-31-1.zip, r-release: qrmdata_2022-05-31-1.zip, r-oldrel: qrmdata_2022-05-31-1.zip
macOS binaries:	r-release (arm64): qrmdata_2022-05-31-1.tgz, r-oldrel (arm64): qrmdata_2022-05-31-1.tgz, r-release (x86_64): qrmdata_2022-05-31-1.tgz, r-oldrel (x86_64): qrmdata_2022-05-31-1.tgz
Old sources:	qrmdata archive

Reverse dependencies:

Reverse suggests:

gnn, nvmix, zenplots

Linking:

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