RMOPI: Risk Management and Optimization for Portfolio Investment

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Version: 1.1
Depends: ggplot2, tibble, lubridate, timeSeries, xts
Imports: MASS, PerformanceAnalytics, TTR, fPortfolio, rugarch, timeDate
Published: 2022-08-22
DOI: 10.32614/CRAN.package.RMOPI
Author: Wei Ling [aut, cre], Yang Liu [aut]
Maintainer: Wei Ling <lingwei3418 at 163.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: RMOPI results


Reference manual: RMOPI.pdf


Package source: RMOPI_1.1.tar.gz
Windows binaries: r-devel: RMOPI_1.1.zip, r-release: RMOPI_1.1.zip, r-oldrel: RMOPI_1.1.zip
macOS binaries: r-release (arm64): RMOPI_1.1.tgz, r-oldrel (arm64): RMOPI_1.1.tgz, r-release (x86_64): RMOPI_1.1.tgz, r-oldrel (x86_64): RMOPI_1.1.tgz
Old sources: RMOPI archive


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