{"repo":"Beliavsky/R-Finance-Task-View-Supplement","free":true,"listed":false,"github":"https://github.com/Beliavsky/R-Finance-Task-View-Supplement","clone":"git clone https://github.com/Beliavsky/R-Finance-Task-View-Supplement.git","description":"R Finance packages not listed in the Empirical Finance Task View","language":null,"stars":14,"topics":["r","finance","quantitative-finance","list","option-pricing","r-package","r-packages","cran","cran-r","garch"],"license":null,"category":"trading","readme_excerpt":"R Finance packages not listed in the Empirical Finance Task View (at the time they were added here) ACDm: Tools for Autoregressive Conditional Duration Models amsSim: Adaptive Multilevel Splitting for Option Simulation and Pricing. Simulation and pricing routines for rare-event options using Adaptive Multilevel Splitting and standard Monte Carlo under Black-Scholes and Heston models. Core routines are implemented in C++ via Rcpp and RcppArmadillo with lightweight R wrappers. apt: Asymmetric Price Transmission armaOptions: ARMA Models to Value Stock Options AsianOption: Asian Option Pricing with Price Impact AssetAllocation: Backtesting Simple Asset Allocation Strategies ASV: Stochastic Volatility Models with or without Leverage backtestGraphics: Interactive Graphics for Portfolio Data bayesianOU: Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic Volatility bbk: Client for the Bundesbank API BEKKs: Multivariate Conditional Volatility Modelling and Forecasting BIS: Programmatic Access to Bank for International Settlements Data BISdata: Download Data from the Bank for International Settlements (BIS) bolsec: Bolivian Securities BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions brfinance: Simplified Access to Brazilian Financial and Macroeconomic Data charlesschwabapi: Wrapper Functions Around 'Charles Schwab Individual Trader API' CLA: Critical Line Algorithm in Pure R corpmetrics: Tools for Valuation, Financia","default_branch":null,"files":null,"tree":[],"storefront":"/r/Beliavsky","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Beliavsky/R-Finance-Task-View-Supplement/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}