RMOPI: Risk Management and Optimization for Portfolio Investment
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 |
| 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 |
Documentation:
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