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qrmdata (version 2019-12-03-1)

Data Sets for Quantitative Risk Management Practice

Description

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

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Version

Install

install.packages('qrmdata')

Monthly Downloads

439

Version

2019-12-03-1

License

GPL-2 | GPL-3

Maintainer

Marius Hofert

Last Published

December 6th, 2019

Functions in qrmdata (2019-12-03-1)

losses

Loss Datasets
stock_indices_constituents

Stock Index Constituents Data
interest_rates

Interest-Rate Data
stock_data

(Single) Stock Data
stock_indices

Stock Index Data
fx

Foreign Exchange Rate Data
volatility

Volatility Index
commodities

Commodity Data
default

Standard & Poor's Default Data
crypto

Cryptocurrency Prices in USD