Have you considered finmetrics
(http://www.insightful.com/products/finmetrics/default.asp)? Insightful
says, "S+FinMetrics is the most comprehensive, cutting-edge software for
modeling, analyzing, and visualizing financial market data." Others
have told me that RMetrics is roughly a subset of Finmetrics, though I
don't have adequate first hand knowledge of either.
spencer graves
TzamouranisY@LouisDreyfus.com wrote:
Does anyone know if there is an adaptation of RMetrics (Haug's _Option
Pricing Formulas_ library in R) for SPLUS?
A small web search yielded nothing and a brief effort to get RMetrics's
FOptions module into SPLUS was not successful. Is the only way to import
it one function at a time?
Any help on this would be appreciated,
Yannis
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