frmqa-package: An R Package for Financial Risk Management and Quantitative Analysis
Description
This package comprises of R and C++ functions which focus on dealing with issues relating to financial
risk management and quantitative analysis applying uni- and multi-variate generalized hyperbolic and
related distributions. These issues are approached from both directions: analytical (i.e., deriving
and programing analytic formulae) and numerical. In this package, the naming of special functions and their
related functions (e.g., Bessel K and incomplete Bessel K functions) follows the convention used in the R
package gsl.Details
ll{
Package: frmqa
Type: Package
Version: 0.1-0
Date: 2012-03-30
License: GPL (>= 2)
}
Note that the package is under current development with more functions are planned to be added shortly.