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Re: R Metrics for SPLUS?

To: TzamouranisY@LouisDreyfus.com
Subject: Re: R Metrics for SPLUS?
From: Spencer Graves <spencer.graves@pdf.com>
Date: Fri, 27 May 2005 21:41:13 +0900
Cc: s-news@lists.biostat.wustl.edu
In-reply-to: <OF4F53C907.AA8B4F94-ON8525700E.0043C36C@ldcorp.com>
References: <OF4F53C907.AA8B4F94-ON8525700E.0043C36C@ldcorp.com>
User-agent: Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.7.2) Gecko/20040804 Netscape/7.2 (ax)
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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