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Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).
| Version: | 1.1 |
| Depends: | ggplot2, tibble, lubridate, timeSeries, xts |
| Imports: | MASS, PerformanceAnalytics, TTR, fPortfolio, rugarch, timeDate |
| Published: | 2022-08-22 |
| DOI: | 10.32614/CRAN.package.RMOPI |
| Author: | Wei Ling [aut, cre], Yang Liu [aut] |
| Maintainer: | Wei Ling <lingwei3418 at 163.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | RMOPI results |
| Reference manual: | RMOPI.pdf |
| Package source: | RMOPI_1.1.tar.gz |
| Windows binaries: | r-devel: RMOPI_1.1.zip, r-release: RMOPI_1.1.zip, r-oldrel: RMOPI_1.1.zip |
| macOS binaries: | r-release (arm64): RMOPI_1.1.tgz, r-oldrel (arm64): RMOPI_1.1.tgz, r-release (x86_64): RMOPI_1.1.tgz, r-oldrel (x86_64): RMOPI_1.1.tgz |
| Old sources: | RMOPI archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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