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qrmdata (version 2024-03-04-2)

Data Sets for Quantitative Risk Management Practice

Description

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

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Version

Install

install.packages('qrmdata')

Monthly Downloads

575

Version

2024-03-04-2

License

GPL-2 | GPL-3

Maintainer

Marius Hofert

Last Published

March 4th, 2024

Functions in qrmdata (2024-03-04-2)

default

Standard & Poor's Default Data
losses

Loss Datasets
fx

Foreign Exchange Rate Data
stock_indices_constituents

Stock Index Constituents Data
interest_rates

Interest-Rate Data
stock_indices

Stock Index Data
stock_data

(Single) Stock Data
volatility

Volatility Index
commodities

Commodity Data
crypto

Cryptocurrency Prices in USD