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.

Getting started

Package details

AuthorMarius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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qrmdata documentation built on Jan. 11, 2020, 9:27 a.m.