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This is the Debian GNU/Linux r-cran-fportfolio package of fPortfolio,
a set of functions for portfolio and asset price modeling, drawdown
statistics, value-at-risk and Markowitz portfolio construction, and
part of Rmetrics, a collection of packages for financial engineering
and computational finance. Both fPortfolio and Rmetrics were written
and compiled primarily by Diethelm Wuertz.
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://www.rmetrics.org
and are also available from
http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'fPortfolio' to
'r-cran-fportfolio' to fit the pattern of CRAN (and non-CRAN) packages
for R.
Copyright (C) 1999 - 2008 Diethelm Wuertz
Copyright (C) 1999 - 2008 Rmetrics Foundation
License: GPL
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: fPortfolio
Version: 201.10059
Date: 1996 - 2005
Title: Financial Software Collection - fPortfolio
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 1.9.0), methods, fBasics, fCalendar, fSeries, fMultivar
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
Description: fPortfolio from Rmetrics
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"
License: GPL Version 2 or laterLicense: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Wed Apr 20 00:11:24 2005; myself
and the following segment was extracted from the header of R/zzz.R:
# Copyrights (C)
# for this R-port:
# 1999 - 2005, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
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