doParallel, forecast, foreach, gplots, graphics, grDevices,
iterators, MSwM, parallel, psych, png, Rcpp, stats, tseries,
utils, xts, zoo

doParallel, forecast, foreach, gplots, graphics, grDevices,
iterators, itertools, MSwM, parallel, psych, png, Rcpp, stats,
tseries, utils, xts, zoo

doParallel, forecast, foreach, gplots, graphics, grDevices,
iterators, itertools, parallel, psych, png, Rcpp, stats,
tseries, utils, xts, zoo

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

R (>= 2.4.0), methods, fBasics, fOptions

Rmetrics - Pricing and Evaluating Exotic Option
Provides a collection of functions to evaluate
barrier options, Asian options, binary options, currency
translated options, lookback options, multiple asset options
and multiple exercise options.
R (>= 2.15.1), timeDate, timeSeries, fBasics, fOptions

fExpressCertificates - Structured Products Valuation for
ExpressCertificates/Autocallables
R (>= 2.15.0), mvtnorm, tmvtnorm, fCertificates, Matrix
Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)

Structured Products Valuation for
ExpressCertificates/Autocallables
Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).

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

R (>= 1.9.0), methods, fBasics, fCalendar, fSeries, fMultivar
fExtremes from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"

Rmetrics - Extreme Financial Market Data
R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch,
fTrading

R (>= 1.9.0), methods, fEcofin, fBasics, fCalendar, fSeries, fMultivar

R (>= 2.2.1), methods, fCalendar, fBasics, fSeries, fMultivar

R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch, fTrading

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