SP_defaults

A three-dimensional array containing the default data for A-, BBB-, BB-,
 B- and C-rated companies for the years from 1981 to 2000.

datasets

default

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

Marius Hofert

qrmdata

Data Sets for Quantitative Risk Management Practice

Kurt Hornik

Alexander J. McNeil

default function

<code><a rd-options="" href="/link/xts?package=qrmdata&version=2019-12-03-1" data-mini-rdoc="qrmdata::xts">xts</a></code> objects containing foreign exchange rates of
 Canadian Dollar (<code>CAD_*</code>), US Dollar (<code>USD_*</code>),
 British Pound (<code>GBP_*</code>), Euro (<code>EUR_*</code>), Swiss Francs
 (<code>CHF_*</code>), Japanese Yen (<code>JPY_*</code>), Chinese Yuan (<code>CNY_*</code>)
 with respect to USD (<code>*_USD</code>) and GBP (<code>*_GBP</code>) from
 2000-01-01 to 2015-12-31.

Format

Standard &amp; Poor's Default Data — default

<code><a rd-options='' href='xts'>xts</a></code> objects containing foreign exchange rates of
 Canadian Dollar (<code>CAD_*</code>), US Dollar (<code>USD_*</code>),
 British Pound (<code>GBP_*</code>), Euro (<code>EUR_*</code>), Swiss Francs
 (<code>CHF_*</code>), Japanese Yen (<code>JPY_*</code>), Chinese Yuan (<code>CNY_*</code>)
 with respect to USD (<code>*_USD</code>) and GBP (<code>*_GBP</code>) from
 2000-01-01 to 2015-12-31.

default: Standard & Poor's Default Data

Description

Usage

Arguments

Format

Examples