Package: qrmdata 2024-03-04-2
qrmdata: Data Sets for Quantitative Risk Management Practice
Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
Authors:
qrmdata_2024-03-04-2.tar.gz
qrmdata_2024-03-04-2.zip(r-4.5)qrmdata_2024-03-04-2.zip(r-4.4)qrmdata_2024-03-04-2.zip(r-4.3)
qrmdata_2024-03-04-2.tgz(r-4.4-any)qrmdata_2024-03-04-2.tgz(r-4.3-any)
qrmdata_2024-03-04-2.tar.gz(r-4.5-noble)qrmdata_2024-03-04-2.tar.gz(r-4.4-noble)
qrmdata_2024-03-04-2.tgz(r-4.4-emscripten)qrmdata_2024-03-04-2.tgz(r-4.3-emscripten)
qrmdata.pdf |qrmdata.html✨
qrmdata/json (API)
NEWS
| # Install 'qrmdata' in R: |
| install.packages('qrmdata', repos = c('https://mariushofert.r-universe.dev', 'https://cloud.r-project.org')) |
- CAC - Stock Index Data
- CAD_GBP - Foreign Exchange Rate Data
- CAD_USD - Foreign Exchange Rate Data
- CHF_GBP - Foreign Exchange Rate Data
- CHF_USD - Foreign Exchange Rate Data
- CNY_GBP - Foreign Exchange Rate Data
- CNY_USD - Foreign Exchange Rate Data
- CSI - Stock Index Data
- DAX - Stock Index Data
- DJ - Stock Index Data
- DJ_const - Stock Index Constituents Data
- DNB - Loss Datasets
- EURSTOXX - Stock Index Data
- EURSTX_const - Stock Index Constituents Data
- EUR_GBP - Foreign Exchange Rate Data
- EUR_USD - Foreign Exchange Rate Data
- FTSE - Stock Index Data
- FTSE_const - Stock Index Constituents Data
- GBP_USD - Foreign Exchange Rate Data
- GOLD - Commodity Data
- HSI - Stock Index Data
- HSI_const - Stock Index Constituents Data
- JPY_GBP - Foreign Exchange Rate Data
- JPY_USD - Foreign Exchange Rate Data
- NASDAQ - Stock Index Data
- NIKKEI - Stock Index Data
- OIL_Brent - Commodity Data
- RSHCQ - (Single) Stock Data
- SMI - Stock Index Data
- SP500 - Stock Index Data
- SP500_const - Stock Index Constituents Data
- SP500_const_info - Stock Index Constituents Data
- SP_defaults - Standard & Poor's Default Data
- SSEC - Stock Index Data
- USD_GBP - Foreign Exchange Rate Data
- VIX - Volatility Index
- ZCB_CAD - Interest-Rate Data
- ZCB_USD - Interest-Rate Data
- crypto - Cryptocurrency Prices in USD
- fire - Loss Datasets
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 12 months agofrom:39ae5ec446. Checks:5 OK, 2 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 24 2025 |
| R-4.5-win | NOTE | Jan 24 2025 |
| R-4.5-linux | NOTE | Jan 24 2025 |
| R-4.4-win | OK | Jan 24 2025 |
| R-4.4-mac | OK | Jan 24 2025 |
| R-4.3-win | OK | Jan 24 2025 |
| R-4.3-mac | OK | Jan 24 2025 |
Exports:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Commodity Data | GOLD OIL_Brent |
| Cryptocurrency Prices in USD | crypto |
| Standard & Poor's Default Data | SP_defaults |
| Foreign Exchange Rate Data | CAD_GBP CAD_USD CHF_GBP CHF_USD CNY_GBP CNY_USD EUR_GBP EUR_USD GBP_USD JPY_GBP JPY_USD USD_GBP |
| Interest-Rate Data | ZCB_CAD ZCB_USD |
| Loss Datasets | DNB fire |
| (Single) Stock Data | RSHCQ |
| Stock Index Data | CAC CSI DAX DJ EURSTOXX FTSE HSI NASDAQ NIKKEI SMI SP500 SSEC |
| Stock Index Constituents Data | DJ_const EURSTX_const FTSE_const HSI_const SP500_const SP500_const_info |
| Volatility Index | VIX |
