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<TITLE>Rmetrics::FAQ</TITLE>
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<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="7"><FONT COLOR="#7F0000">Rmetrics
</FONT></FONT><FONT SIZE="3"><FONT COLOR="#7F0000">2.0</FONT></FONT></FONT></B></P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B>200</B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">4-10-11
Rmetrics 200.10058</FONT></FONT></B></P>
<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><!-- $MVD$:spaceretainer() --> </FONT></FONT></B></P>
<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Rmetrics is the
premier open source solution for financial market analysis and
valuation of financial instruments. With hundreds of functions build
on modern and powerful methods Rmetrics combines explorative data
analysis and statistical modeling with object oriented rapid
prototyping. Rmetrics is embedded in R, both building an environment
which creates especially for students and researchers in the third
world a first class system for applications in statistics and
finance. Rmetrics allows you to study all the source code, so you can
find out precisely which variation of the algorithm or method has
been implemented. This let's you understand what the source code
does. Thus Rmetrics can be considered as a unique platform ideally
suited for teaching financial engineering and computational finance. </FONT></FONT></B></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><!-- $MVD$:spaceretainer() --> </FONT></FONT></B></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="4">Rmetrics Documentation:</FONT></FONT></B></P>
<P>
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<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- General Overview 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 3 page
PDF document which briefly describes Rmetrics and the four library
packages fBasics, fSeries, fExtremes, and fOptions. It is an updated
Version of the presentation at the 2004 useR! conference in Vienna.</FONT></FONT></P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- FactSheet 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 1 page
PDF document which briefly summarizes the content of Rmetrics and the
four library packages fBasics, fSeries, fExtremes, and fOptions. In
addition a preview is given about the chapters of fBonds and fPortfolio.</FONT></FONT></P>
<P>
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<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- Reference Card 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a 6 page
PDF document which lists all the functions available from the
Rmetrics library packages fBasics, fSeries, fExtremes, and fOptions.</FONT></FONT></P>
<P>
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</BLOCKQUOTE>
<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- FAQ 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document with a list of "Frequently Asked Questions" about Rmetrics.</FONT></FONT></P>
<P>
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</BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- Updates, Changes and Enhancements 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which lists all updates, changes and enhancement made on
Rmetrics library packages fBasics, fSeries, fExtremes, and fOptions.
The first version of Rmetrics was for R 1.5, the list starts with
Rmetrics for version R 1.8.1.</FONT></FONT></P>
<P>
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<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- Copy of the "GNU General Public License"</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which holds a copy of the GNU General Public License.</FONT></FONT></P>
<P>
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<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><B><FONT COLOR="#7F0000">R</FONT></B></FONT></FONT><B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">metrics
- Copyrights 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">This is a HTML
document which lists the copyright holders for R, Rmetrics, and all
other implemented software coming with the Rmetrics Distribution.</FONT></FONT></P>
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<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- Reference Guides 2.0</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">These are PDF
documents, each with about 100 pages. Four "Reference
Guides" for Rmetrics library packages fBasics, fSeries,
fExtremes, and fOptions are available. Beside a general introduction
to Rmetrics and its library packages the documents reprint the manual
pages ordered by topic.</FONT></FONT></P>
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<P>
<B><FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2"><FONT COLOR="#7F0000">Rmetrics
- User Guides 1.7.1</FONT></FONT></FONT></B></P>
<BLOCKQUOTE>
<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">These are PDF
documents, each with about 100 pages. Four "User Guides"
for Rmetrics covering the topics from packages fBasics, fSeries,
fExtremes, and fOptions are available. These user guides are scripts
written for my lectures at ETH Zürich. These scripts are updated
each time when I start a new lecture, the next will be in summer
2005. So, unfortunately, the scripts are somewhat outdated which may
partly limit their practical use together with latest versaion of the software.</FONT></FONT></P>
<P>
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<P>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Diethelm Würtz</FONT></FONT><BR>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">Rmetrics</FONT></FONT><BR>
<FONT FACE="Arial,Helvetica,Monaco"><FONT SIZE="2">October 2004</FONT></FONT>
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