[Returnanalytics-commits] r3935 - pkg/Dowd

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Aug 11 09:33:19 CEST 2015


Author: dacharya
Date: 2015-08-11 09:33:19 +0200 (Tue, 11 Aug 2015)
New Revision: 3935

Modified:
   pkg/Dowd/NAMESPACE
Log:
Functions VarianceCovariance VaR and ES added

Modified: pkg/Dowd/NAMESPACE
===================================================================
--- pkg/Dowd/NAMESPACE	2015-08-11 06:43:40 UTC (rev 3934)
+++ pkg/Dowd/NAMESPACE	2015-08-11 07:33:19 UTC (rev 3935)
@@ -123,6 +123,8 @@
 export(ShortBlackScholesCallVaR)
 export(ShortBlackScholesPutVaR)
 export(TQQPlot)
+export(VarianceCovarianceES)
+export(VarianceCovarianceVaR)
 export(tES)
 export(tESDFPerc)
 export(tESFigure)



More information about the Returnanalytics-commits mailing list