thanks for your reply. Can you just explain in more detail how this works? I know the SVG packages, but I have no idea how to implement a graphic like on bloomberg. Maybe you can give me a short example if it's not too time-consuming?
I am busy right now, but perhaps this quick help works ;) * Plot your data with R using the polygone like here (code on this page as well): http://commons.wikimedia.org/wiki/Image:VaR_graph.png * save it as a SVG * add by hand a gradient ( http://de.wikipedia.org/wiki/Gradient_(Grafik) ) eg with Inkscape. I think that you cannot do this directly with the SVG package. If you need further help, let me know, perhaps I find some time on the weekend. BTW: Did you study TM in Vienna? Best Thomas