[Returnanalytics-commits] r3013 - in pkg/Meucci: . R data demo man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Sep 6 21:06:55 CEST 2013
Author: xavierv
Date: 2013-09-06 21:06:55 +0200 (Fri, 06 Sep 2013)
New Revision: 3013
Added:
pkg/Meucci/R/data.R
pkg/Meucci/data/covNRets.rda
pkg/Meucci/data/fX.rda
pkg/Meucci/man/Equities.Rd
pkg/Meucci/man/StockSeries.Rd
pkg/Meucci/man/TimeSeries.Rd
pkg/Meucci/man/UsSwapRates.Rd
pkg/Meucci/man/bondAttribution.Rd
pkg/Meucci/man/covNRets.Rd
pkg/Meucci/man/db.Rd
pkg/Meucci/man/dbFFP.Rd
pkg/Meucci/man/db_FX.Rd
pkg/Meucci/man/derivatives.Rd
pkg/Meucci/man/fILMR.Rd
pkg/Meucci/man/fixedIncome.Rd
pkg/Meucci/man/highYieldIndices.Rd
pkg/Meucci/man/implVol.Rd
pkg/Meucci/man/linearModel.Rd
pkg/Meucci/man/sectorsTS.Rd
pkg/Meucci/man/securitiesIndustryClassification.Rd
pkg/Meucci/man/securitiesTS.Rd
pkg/Meucci/man/swap2y4y.Rd
pkg/Meucci/man/swapParRates.Rd
pkg/Meucci/man/swaps.Rd
Modified:
pkg/Meucci/DESCRIPTION
pkg/Meucci/R/CentralAndStandardizedStatistics.R
pkg/Meucci/demo/S_BondProjectionPricingNormal.R
pkg/Meucci/demo/S_DerivativesInvariants.R
pkg/Meucci/demo/S_FxCopulaMarginal.R
Log:
- fixed dataset documentation error for books datasets
Modified: pkg/Meucci/DESCRIPTION
===================================================================
--- pkg/Meucci/DESCRIPTION 2013-09-06 14:51:41 UTC (rev 3012)
+++ pkg/Meucci/DESCRIPTION 2013-09-06 19:06:55 UTC (rev 3013)
@@ -104,3 +104,4 @@
'DoubleDecay.R'
'Fit2Moms.R'
'LeastInfoKernel.R'
+ 'data.R'
Modified: pkg/Meucci/R/CentralAndStandardizedStatistics.R
===================================================================
--- pkg/Meucci/R/CentralAndStandardizedStatistics.R 2013-09-06 14:51:41 UTC (rev 3012)
+++ pkg/Meucci/R/CentralAndStandardizedStatistics.R 2013-09-06 19:06:55 UTC (rev 3013)
@@ -16,13 +16,13 @@
CentralAndStandardizedStatistics = function( X, N )
{
- if(!require("PerformanceAnalytics")) stop("PerformanceAnalytics package required for this script");
+ if( !require("PerformanceAnalytics") ) stop("PerformanceAnalytics package required for this script");
# compute central moments
mu = matrix( 0, 1, N);
mu[ 1 ] = mean(X);
for( n in 2 : N )
{
- mu[ n ] = centeredmoment(X, n);
+ mu[ n ] = PerformanceAnalytics:::centeredmoment(X, n);
}
# compute standardized statistics
Added: pkg/Meucci/R/data.R
===================================================================
--- pkg/Meucci/R/data.R (rev 0)
+++ pkg/Meucci/R/data.R 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,211 @@
+#' @title Historical Scenarios with Fully Flexible Probabilities dataset.
+#'
+#' @description Data for the Historical Scenarios with Fully Flexible Probabilities paper.
+#'
+#' @name dbFFP
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, "Personalized Risk Management: Historical Scenarios with Fully Flexible Probabilities"
+#' GARP Risk Professional, Dec 2010, p 47-51. \url{http://www.symmys.com/node/150}
+#' @keywords data
+NULL
+
+#' @title Fully Integrated Liquidity and Market Risk Model dataset.
+#'
+#' @description Data for the Fully Integrated Liquidity and Market Risk Model paper.
+#'
+#' @name fILMR
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, "A Fully Integrated Liquidity and Market Risk Model", Financial Analyst Journal, 68, 6, 35-47 (2012) \url{http://www.symmys.com/node/350}
+#' @keywords data
+NULL
+
+#' @title implVol
+#'
+#' @name implVol
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title Stock Returns.
+#'
+#' @name securitiesTS
+#'
+#' @description Stock Returns.
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title Stock Indices
+#'
+#' @name securitiesIndustryClassification
+#'
+#' @description Stock Indices
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title implied vol for options on SPX
+#'
+#' @name derivatives
+#'
+#' @description implied vol for options on SPX for different time to maturity and moneyness.
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title daily stock prices from the utility sector in the S&P 500
+#'
+#' @name Equities
+#'
+#' @description daily stock prices from the utility sector in the S&P 500.
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title highYieldIndices
+#'
+#' @name highYieldIndices
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title US Swap Rates
+#'
+#' @name UsSwapRates
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title US government yield curve and bond yield data
+#'
+#' @name fixedIncome
+#'
+#' @description US government yield curve and bond yield data for different dates.
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title fX
+#'
+#' @name db_FX
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title parameters for the explicit factors / implicit loadings linear model
+#'
+#' @name linearModel
+#'
+#' @description parameters for the explicit factors / implicit loadings linear model.
+#'
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title Time Series
+#'
+#' @name TimeSeries
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title Stock Series
+#'
+#' @name StockSeries
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title db
+#'
+#' @name db
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title swaps
+#'
+#' @name swaps
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title bondAttribution
+#'
+#' @name bondAttribution
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title swapParRates
+#'
+#' @name swapParRates
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title stock returns by sectors
+#'
+#' @name sectorsTS
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title covNRets
+#'
+#' @name covNRets
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
+
+#' @title Swaps for 2y and 4y
+#'
+#' @name swap2y4y
+#' @docType data
+#' @author Xavier Valls\email{flamejat@@gmail.com}
+#' @references A. Meucci, Exercises in Advanced Risk and Portfolio Management. \url{http://symmys.com/node/170}
+#' @keywords data
+NULL
\ No newline at end of file
Added: pkg/Meucci/data/covNRets.rda
===================================================================
(Binary files differ)
Property changes on: pkg/Meucci/data/covNRets.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Added: pkg/Meucci/data/fX.rda
===================================================================
(Binary files differ)
Property changes on: pkg/Meucci/data/fX.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Modified: pkg/Meucci/demo/S_BondProjectionPricingNormal.R
===================================================================
--- pkg/Meucci/demo/S_BondProjectionPricingNormal.R 2013-09-06 14:51:41 UTC (rev 3012)
+++ pkg/Meucci/demo/S_BondProjectionPricingNormal.R 2013-09-06 19:06:55 UTC (rev 3013)
@@ -5,7 +5,7 @@
#'"Risk and Asset Allocation", Springer, 2005, Chapter 3.
#'
#' @references
-#' \url{http://}
+#' \url{http://symmys.com/node/170}
#' See Meucci's script for "S_BondProjectionPricingNormal.m"
#'
#' @author Xavier Valls \email{flamejat@@gmail.com}
Modified: pkg/Meucci/demo/S_DerivativesInvariants.R
===================================================================
--- pkg/Meucci/demo/S_DerivativesInvariants.R 2013-09-06 14:51:41 UTC (rev 3012)
+++ pkg/Meucci/demo/S_DerivativesInvariants.R 2013-09-06 19:06:55 UTC (rev 3013)
@@ -11,7 +11,7 @@
##################################################################################################################
### Load implied vol for options on SPX for different time to maturity and moneyness
# Variable name: derivatives
-load('../data/derivatives.Rda');
+load('../data/derivatives.rda');
##################################################################################################################
### Simple univariate test
Modified: pkg/Meucci/demo/S_FxCopulaMarginal.R
===================================================================
--- pkg/Meucci/demo/S_FxCopulaMarginal.R 2013-09-06 14:51:41 UTC (rev 3012)
+++ pkg/Meucci/demo/S_FxCopulaMarginal.R 2013-09-06 19:06:55 UTC (rev 3013)
@@ -9,8 +9,6 @@
#' @export
### Load data and select the pair to display
-
-library(pracma)
load( "../data/fX.rda" )
Display = c( 1, 2 ); # 1 = Spot USD/EUR; 2 = Spot USD/GBP; 3 = Spot USD/JPY;
Added: pkg/Meucci/man/Equities.Rd
===================================================================
--- pkg/Meucci/man/Equities.Rd (rev 0)
+++ pkg/Meucci/man/Equities.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,18 @@
+\docType{data}
+\name{Equities}
+\alias{Equities}
+\title{daily stock prices from the utility sector in the S&P 500}
+\description{
+ daily stock prices from the utility sector in the S&P
+ 500.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/StockSeries.Rd
===================================================================
--- pkg/Meucci/man/StockSeries.Rd (rev 0)
+++ pkg/Meucci/man/StockSeries.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{StockSeries}
+\alias{StockSeries}
+\title{Stock Series}
+\description{
+ Stock Series
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/TimeSeries.Rd
===================================================================
--- pkg/Meucci/man/TimeSeries.Rd (rev 0)
+++ pkg/Meucci/man/TimeSeries.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{TimeSeries}
+\alias{TimeSeries}
+\title{Time Series}
+\description{
+ Time Series
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/UsSwapRates.Rd
===================================================================
--- pkg/Meucci/man/UsSwapRates.Rd (rev 0)
+++ pkg/Meucci/man/UsSwapRates.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{UsSwapRates}
+\alias{UsSwapRates}
+\title{US Swap Rates}
+\description{
+ US Swap Rates
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/bondAttribution.Rd
===================================================================
--- pkg/Meucci/man/bondAttribution.Rd (rev 0)
+++ pkg/Meucci/man/bondAttribution.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{bondAttribution}
+\alias{bondAttribution}
+\title{bondAttribution}
+\description{
+ bondAttribution
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/covNRets.Rd
===================================================================
--- pkg/Meucci/man/covNRets.Rd (rev 0)
+++ pkg/Meucci/man/covNRets.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{covNRets}
+\alias{covNRets}
+\title{covNRets}
+\description{
+ covNRets
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/db.Rd
===================================================================
--- pkg/Meucci/man/db.Rd (rev 0)
+++ pkg/Meucci/man/db.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{db}
+\alias{db}
+\title{db}
+\description{
+ db
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/dbFFP.Rd
===================================================================
--- pkg/Meucci/man/dbFFP.Rd (rev 0)
+++ pkg/Meucci/man/dbFFP.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,20 @@
+\docType{data}
+\name{dbFFP}
+\alias{dbFFP}
+\title{Historical Scenarios with Fully Flexible Probabilities dataset.}
+\description{
+ Data for the Historical Scenarios with Fully Flexible
+ Probabilities paper.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, "Personalized Risk Management: Historical
+ Scenarios with Fully Flexible Probabilities" GARP Risk
+ Professional, Dec 2010, p 47-51.
+ \url{http://www.symmys.com/node/150}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/db_FX.Rd
===================================================================
--- pkg/Meucci/man/db_FX.Rd (rev 0)
+++ pkg/Meucci/man/db_FX.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{db_FX}
+\alias{db_FX}
+\title{fX}
+\description{
+ fX
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/derivatives.Rd
===================================================================
--- pkg/Meucci/man/derivatives.Rd (rev 0)
+++ pkg/Meucci/man/derivatives.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,18 @@
+\docType{data}
+\name{derivatives}
+\alias{derivatives}
+\title{implied vol for options on SPX}
+\description{
+ implied vol for options on SPX for different time to
+ maturity and moneyness.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/fILMR.Rd
===================================================================
--- pkg/Meucci/man/fILMR.Rd (rev 0)
+++ pkg/Meucci/man/fILMR.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,19 @@
+\docType{data}
+\name{fILMR}
+\alias{fILMR}
+\title{Fully Integrated Liquidity and Market Risk Model dataset.}
+\description{
+ Data for the Fully Integrated Liquidity and Market Risk
+ Model paper.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, "A Fully Integrated Liquidity and Market Risk
+ Model", Financial Analyst Journal, 68, 6, 35-47 (2012)
+ \url{http://www.symmys.com/node/350}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/fixedIncome.Rd
===================================================================
--- pkg/Meucci/man/fixedIncome.Rd (rev 0)
+++ pkg/Meucci/man/fixedIncome.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,18 @@
+\docType{data}
+\name{fixedIncome}
+\alias{fixedIncome}
+\title{US government yield curve and bond yield data}
+\description{
+ US government yield curve and bond yield data for
+ different dates.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/highYieldIndices.Rd
===================================================================
--- pkg/Meucci/man/highYieldIndices.Rd (rev 0)
+++ pkg/Meucci/man/highYieldIndices.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{highYieldIndices}
+\alias{highYieldIndices}
+\title{highYieldIndices}
+\description{
+ highYieldIndices
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/implVol.Rd
===================================================================
--- pkg/Meucci/man/implVol.Rd (rev 0)
+++ pkg/Meucci/man/implVol.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{implVol}
+\alias{implVol}
+\title{implVol}
+\description{
+ implVol
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/linearModel.Rd
===================================================================
--- pkg/Meucci/man/linearModel.Rd (rev 0)
+++ pkg/Meucci/man/linearModel.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,18 @@
+\docType{data}
+\name{linearModel}
+\alias{linearModel}
+\title{parameters for the explicit factors / implicit loadings linear model}
+\description{
+ parameters for the explicit factors / implicit loadings
+ linear model.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/sectorsTS.Rd
===================================================================
--- pkg/Meucci/man/sectorsTS.Rd (rev 0)
+++ pkg/Meucci/man/sectorsTS.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{sectorsTS}
+\alias{sectorsTS}
+\title{stock returns by sectors}
+\description{
+ stock returns by sectors
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/securitiesIndustryClassification.Rd
===================================================================
--- pkg/Meucci/man/securitiesIndustryClassification.Rd (rev 0)
+++ pkg/Meucci/man/securitiesIndustryClassification.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{securitiesIndustryClassification}
+\alias{securitiesIndustryClassification}
+\title{Stock Indices}
+\description{
+ Stock Indices
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/securitiesTS.Rd
===================================================================
--- pkg/Meucci/man/securitiesTS.Rd (rev 0)
+++ pkg/Meucci/man/securitiesTS.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{securitiesTS}
+\alias{securitiesTS}
+\title{Stock Returns.}
+\description{
+ Stock Returns.
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/swap2y4y.Rd
===================================================================
--- pkg/Meucci/man/swap2y4y.Rd (rev 0)
+++ pkg/Meucci/man/swap2y4y.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{swap2y4y}
+\alias{swap2y4y}
+\title{Swaps for 2y and 4y}
+\description{
+ Swaps for 2y and 4y
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/swapParRates.Rd
===================================================================
--- pkg/Meucci/man/swapParRates.Rd (rev 0)
+++ pkg/Meucci/man/swapParRates.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{swapParRates}
+\alias{swapParRates}
+\title{swapParRates}
+\description{
+ swapParRates
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
Added: pkg/Meucci/man/swaps.Rd
===================================================================
--- pkg/Meucci/man/swaps.Rd (rev 0)
+++ pkg/Meucci/man/swaps.Rd 2013-09-06 19:06:55 UTC (rev 3013)
@@ -0,0 +1,17 @@
+\docType{data}
+\name{swaps}
+\alias{swaps}
+\title{swaps}
+\description{
+ swaps
+}
+\author{
+ Xavier Valls\email{flamejat at gmail.com}
+}
+\references{
+ A. Meucci, Exercises in Advanced Risk and Portfolio
+ Management. \url{http://symmys.com/node/170}
+}
+\keyword{data}
+\keyword{datasets}
+
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