API for GARPFRM
Global Association of Risk Professionals: Financial Risk Manager
| Global functions | |
|---|---|
| CAPM | Man page |
| EWMA | Man page |
| GARPFRM | Man page |
| GARPFRM-package | Man page |
| PCA | Man page |
| backtestVaR | Man page |
| backtestVaR.GARCH | Man page |
| bondConvexity | Man page |
| bondDuration | Man page |
| bondFullPrice | Man page |
| bondPrice | Man page |
| bondSpec | Man page |
| bondYTM | Man page |
| bootCor | Man page |
| bootCov | Man page |
| bootES | Man page |
| bootFUN | Man page |
| bootMean | Man page |
| bootSD | Man page |
| bootSimpleVolatility | Man page |
| bootStdDev | Man page |
| bootVaR | Man page |
| chartSML | Man page |
| compoundingRate | Man page |
| computeGreeks | Man page |
| consumption | Man page |
| deltaBS | Man page |
| deltaBS, | Man page |
| discountFactor | Man page |
| efficientFrontier | Man page |
| efficientFrontierTwoAsset | Man page |
| endingPrices | Man page |
| estimateLambdaCor | Man page |
| estimateLambdaCov | Man page |
| estimateLambdaVol | Man page |
| fama_french_factors | Man page |
| forecast | Man page |
| forecast.uvEWMAvol | Man page |
| forecast.uvGARCH | Man page |
| gammaBS | Man page |
| gammaBS, | Man page |
| getAlphas | Man page |
| getBetas | Man page |
| getCor | Man page |
| getCov | Man page |
| getEstimate | Man page |
| getFit | Man page |
| getLoadings | Man page |
| getSpec | Man page |
| getStatistics | Man page |
| getVaREstimates | Man page |
| getVaRViolations | Man page |
| getWeights | Man page |
| hypTest | Man page |
| impliedVolBS | Man page |
| impliedVolatility | Man page |
| is.bond | Man page |
| largecap.ts | Man page |
| largecap_weekly | Man page |
| linearHedge | Man page |
| microcap.ts | Man page |
| microcap_weekly | Man page |
| midcap.ts | Man page |
| midcap_weekly | Man page |
| minVarPortfolio | Man page |
| monteCarlo | Man page |
| optionSpec | Man page |
| optionValue | Man page |
| plot.EWMA | Man page |
| plot.PCA | Man page |
| plot.backtestVaR | Man page |
| plot.capm_mlm | Man page |
| plot.capm_uv | Man page |
| plot.efTwoAsset | Man page |
| plot.efficient.frontier | Man page |
| plot.uvGARCH | Man page |
| plotEndingPrices | Man page |
| portReturnTwoAsset | Man page |
| portSDTwoAsset | Man page |
| prices | Man page |
| realizedCor | Man page |
| realizedCov | Man page |
| realizedVol | Man page |
| returns | Man page |
| rhoBS | Man page |
| rollCor | Man page |
| rollCov | Man page |
| rollSD | Man page |
| rollSimpleVolatility | Man page |
| simpleVolatility | Man page |
| smallcap.ts | Man page |
| smallcap_weekly | Man page |
| spotForwardRates | Man page |
| tangentPortfolio | Man page |
| thetaBS | Man page |
| thetaBS, | Man page |
| uvGARCH | Man page |
| vasicekPrice | Man page |
| vegaBS | Man page |
| vegaBS, | Man page |
| yieldCurveVasicek | Man page |
| ytmSolve | Man page |
