Is there any great & efficient Financial engineering package ?
There are many pricing and risk packages available for R. I suggest checking the task views, doing your homework, and asking a more specific question. http://cran.r-project.org/web/views/Finance.html http://cran.r-project.org/web/views/Econometrics.html http://cran.r-project.org/web/views/TimeSeries.html Good Luck, - Brian
Josh C. Chien wrote:
Hi R-Finance, I'm new user for R. For work, I need to pricing fixed income products and analyze fixed income, like duration, DVO1, curve fitting, etc. Besides, I'm also working on quantitative numerical methods in risk. Does anyone recommend me to install what package and how to make use of R efficiently. I'm a junior risk quant for insurance co. In past experience, I used VBA much. Now, I chose R being my daily implement tool for analysis in market risk or credit risk. [[alternative HTML version deleted]]
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