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Source: fportfolio
Section: math
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Build-Depends: debhelper (>> 4.1.0), r-base-dev (>= 2.4.0), cdbs, r-cran-fbasics , r-cran-fseries, r-cran-fcalendar, r-cran-fmultivar, r-cran-fextremes, r-cran-fecofin
Standards-Version: 3.7.2
Package: r-cran-fportfolio
Architecture: any
Depends: ${shlibs:Depends}, r-base-core (>= 2.4.0), r-cran-fbasics, r-cran-fseries, r-cran-fcalendar, r-cran-fmultivar, r-cran-fecofin, r-cran-fextremes
Description: GNU R package for financial engineering -- fPortfolio
This package of functions for financial engineering and computational
finance is part of Rmetrics, a collection of packages written and
compiled by Diethelm Wuertz.
.
fPortfolio provides functions for portfolio and asset price modeling, drawdown
statistics, value-at-risk and Markowitz portfolio construction.
.
URL: http://www.Rmetrics.org
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