qrmdata: Data Sets for Quantitative Risk Management Practice
Version 2016-01-03-1

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

AuthorMarius Hofert [aut, cre], Kurt Hornik [aut]
Date of publication2016-05-29 16:54:37
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL-2 | GPL-3
Version2016-01-03-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("qrmdata")

Getting started

Fetching the Datasets of qrmdata

Popular man pages

commodities: Commodity Data
fx: Foreign Exchange Rate Data
interest_rates: Interest-Rate Data
stock_indices: Stock Index Data
stock_indices_constituents: Stock Index Constituents Data
stocks: (Single) Stock Data
volatility: Volatility Index
See all...

All man pages Function index File listing

Man pages

commodities: Commodity Data
fx: Foreign Exchange Rate Data
interest_rates: Interest-Rate Data
stock_indices: Stock Index Data
stock_indices_constituents: Stock Index Constituents Data
stocks: (Single) Stock Data
volatility: Volatility Index

Functions

CAC Man page
CAD_GBP Man page
CAD_USD Man page
CHF_GBP Man page
CHF_USD Man page
CNY_GBP Man page
CNY_USD Man page
CSI Man page
DAX Man page
DJ Man page
DJ_const Man page
EURSTOXX Man page
EURSTX_const Man page
EUR_GBP Man page
EUR_USD Man page
FTSE Man page
FTSE_const Man page
GBP_USD Man page
GOLD Man page
HSI Man page
HSI_const Man page
JPY_GBP Man page
JPY_USD Man page
NASDAQ Man page
NIKKEI Man page
OIL_Brent Man page
RSHCQ Man page
SMI Man page
SP500 Man page
SP500_const Man page
SP500_const_info Man page
SSEC Man page
USD_GBP Man page
VIX Man page
ZCB_CA Man page
ZCB_US Man page
onLoad Source code

Files

inst
inst/doc
inst/doc/get_data.R
inst/doc/get_data.Rmd
inst/doc/get_data.html
NAMESPACE
data
data/NIKKEI.rda
data/EURSTX_const.rda
data/CNY_USD.rda
data/JPY_USD.rda
data/EUR_GBP.rda
data/CAD_USD.rda
data/GBP_USD.rda
data/CAD_GBP.rda
data/HSI_const.rda
data/NASDAQ.rda
data/DJ.rda
data/GOLD.rda
data/ZCB_CA.rda
data/CHF_GBP.rda
data/DJ_const.rda
data/HSI.rda
data/CNY_GBP.rda
data/CSI.rda
data/OIL_Brent.rda
data/SP500.rda
data/DAX.rda
data/FTSE.rda
data/FTSE_const.rda
data/SMI.rda
data/EURSTOXX.rda
data/SP500_const.rda
data/USD_GBP.rda
data/datalist
data/ZCB_US.rda
data/RSHCQ.rda
data/VIX.rda
data/SSEC.rda
data/JPY_GBP.rda
data/CAC.rda
data/EUR_USD.rda
data/CHF_USD.rda
R
R/zzz.R
vignettes
vignettes/get_data.Rmd
vignettes/style.css
MD5
build
build/vignette.rds
DESCRIPTION
man
man/fx.Rd
man/stock_indices_constituents.Rd
man/stock_indices.Rd
man/stocks.Rd
man/commodities.Rd
man/volatility.Rd
man/interest_rates.Rd
qrmdata documentation built on May 19, 2017, 10:23 p.m.

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