Rmetrics Readme

2005-12-18 Built 221.10065

Rmetrics is the premier open source solution for financial market analysis and valuation of financial instruments. With hundreds of functions build on modern and powerful methods Rmetrics combines explorative data analysis and statistical modeling with object oriented rapid prototyping. Rmetrics is embedded in R, both building an environment which creates especially for students and researchers in the third world a first class system for applications in statistics and finance. Rmetrics allows you to study all the source code, so you can find out precisely which variation of the algorithm or method has been implemented. This let's you understand what the source code does. Thus Rmetrics can be considered as a unique platform ideally suited for teaching financial engineering and computational finance.

Rmetrics Documentation:

Rmetrics - DocRmetrics.pdf

> This is a 4 page PDF document which briefly describes Rmetrics and the packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and fPortfolio. It is an updated Version of the presentation at the 2004 useR! conference in Vienna.

Rmetrics - DocFactsheet.pdf

> This is a 2 page PDF document which briefly summarizes the content of Rmetrics and the packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and fPortfolio. In addition a preview is given about the fBonds package.

Rmetrics - DocRefcard.pdf

> This is a 11 page PDF document which lists all the functions available from the Rmetrics packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and fPortfolio.

Rmetrics - FAQ.html

> This is a HTML document with a list of "Frequently Asked Questions" about Rmetrics.

R metrics - CHANGES.html

> This is a HTML document which lists all updates, changes and enhancement made on Rmetrics library packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and fPortfolio. The first version of Rmetrics was created under R 1.5, the list starts with Rmetrics for version R 1.8.1.

R metrics - COPYING.html

> This is a HTML document which holds a copy of the GNU General Public License.

R metrics - COPYRIGHTS.html

> This is a HTML document which lists the copyright holders for R, Rmetrics, and all other implemented software coming with the Rmetrics Distribution.

Rmetrics - Reference Guides

> These are PDF documents, each with about 80 pages. "Reference Guides" for Rmetrics packages fBasics, fCalendar, fSeries, fMultivar, fExtremes, fOptions, and fPortfolio are available. Beside a general introduction to Rmetrics and its library packages the documents reprint the manual pages ordered by topic.

Rmetrics - User Guides 1.7.1

> These are PDF documents, each with about 100 pages. Four "User Guides" for Rmetrics covering the topics from packages fBasics, fSeries, fExtremes, and fOptions are available. These user guides are scripts written for my former lectures at ETH Zürich. These scripts will no longer be updated. Currently I'm writing a monograph which updates theses scripts and offers a lot of new material. So, unfortunately, the scripts are currently somewhat outdated which may limit their practical use together with the latest version of the Rmetrics software.

Diethelm Würtz
Rmetrics
April 2005