Data Sets for Quantitative Risk Management Practice

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Documentation for package ‘qrmdata’ version 2024-03-04-2

• DESCRIPTION file.
• Code demos. Use demo() to run them.
• Package NEWS.

Help Pages

CAC	Stock Index Data
CAD_GBP	Foreign Exchange Rate Data
CAD_USD	Foreign Exchange Rate Data
CHF_GBP	Foreign Exchange Rate Data
CHF_USD	Foreign Exchange Rate Data
CNY_GBP	Foreign Exchange Rate Data
CNY_USD	Foreign Exchange Rate Data
crypto	Cryptocurrency Prices in USD
CSI	Stock Index Data
DAX	Stock Index Data
DJ	Stock Index Data
DJ_const	Stock Index Constituents Data
DNB	Loss Datasets
EURSTOXX	Stock Index Data
EURSTX_const	Stock Index Constituents Data
EUR_GBP	Foreign Exchange Rate Data
EUR_USD	Foreign Exchange Rate Data
fire	Loss Datasets
FTSE	Stock Index Data
FTSE_const	Stock Index Constituents Data
GBP_USD	Foreign Exchange Rate Data
GOLD	Commodity Data
HSI	Stock Index Data
HSI_const	Stock Index Constituents Data
JPY_GBP	Foreign Exchange Rate Data
JPY_USD	Foreign Exchange Rate Data
NASDAQ	Stock Index Data
NIKKEI	Stock Index Data
OIL_Brent	Commodity Data
RSHCQ	(Single) Stock Data
SMI	Stock Index Data
SP500	Stock Index Data
SP500_const	Stock Index Constituents Data
SP500_const_info	Stock Index Constituents Data
SP_defaults	Standard & Poor's Default Data
SSEC	Stock Index Data
USD_GBP	Foreign Exchange Rate Data
VIX	Volatility Index
ZCB_CAD	Interest-Rate Data
ZCB_USD	Interest-Rate Data