Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Martin Maechler [ctb],
CRAN Team [ctb]

c(person("Diethelm", "Wuertz", role="aut", comment = "original code")
, person("Tobias", "Setz", role = c("aut"), email = "tobias.setz@live.com")
, person("Yohan", "Chalabi", role = "aut")
, person("Martin","Maechler", role="ctb", email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910"))
, person("CRAN Team", role = "ctb")
, person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("cre", "ctb"), email = "georgi.boshnakov@manchester.ac.uk") )
timeDate, timeSeries, stats, grDevices, graphics, methods,
utils, MASS, spatial, gss, stabledist
Diethelm Wuertz [aut] (original code),
Tobias Setz [aut],
Yohan Chalabi [aut],
Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>),
CRAN Team [ctb],
Georgi N. Boshnakov [cre, ctb]

https://r-forge.r-project.org/scm/viewvc.php/pkg/fBasics/?root=rmetrics
(devel), https://www.rmetrics.org
https://geobosh.github.io/fBasicsDoc/ (doc)

R (>= 2.4.0), timeDate, timeSeries, fBasics

Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.

Rmetrics - Bonds and Interest Rate Models

Diethelm Wuertz [aut],
Tobias Setz [cre]
It implements the Nelson-Siegel and the Nelson-Siegel-Svensson
term structures.

Financial Software Collection - fCalendar
fCalendar from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"

Rmetrics - Chronological and Calendarical Objects

R (>= 2.4.0), methods, MASS, fEcofin, fUtilities

R (>= 2.4.0), methods, MASS, fUtilities, fEcofin

fCertificates - Basics of Certificates and Structured Products
Valuation
R (>= 2.6.0), fBasics, fOptions, fExoticOptions
Collection of pricing by duplication methods for popular
structured products ("Zertifikate")

Collection of pricing by duplication methods for popular structured products ("Zertifikate")