BiDensPlot              Bivariate Density Plot
CopulaStudent           Student's t Copula
Credit                  Credit Risk Modelling
DJ                      Dow Jones 30 Stock Prices
ES                      Expected Shortfall
FXGBP                   Sterling Exchange Rates
GEV                     Generalized Extreme Value Distribution
GIG                     Generalized Inverse Gaussian Distribution
GPD                     Generalized Pareto Distribution
Gauss                   Multivariate Gauss Distribution
Kendall                 Kendall's Rank Correlation
NH                      Normal Inverse Gaussian and Hyperbolic
                        Distribution
POT                     Peaks-over-Threshold Method
Pconstruct              Assemble a Correlation Matrix for ML Copula
                        Fitting
Pdeconstruct            Disassemble a Correlation Matrix for ML Copula
                        Fitting
QQplot                  Generic Quantile-Quantile Plot
QRM-defunct             Defunct Functions in Package QRM
QRM-package             Quantitative Risk Modelling
Spearman                Spearman's Rank Correlation
Student                 Student's t Distribution
VaRbound                Computing lower and upper bounds for the
                        (smallest or largest) VaR
cac40                   CAC 40 Stock Market Index (France)
dGumbel                 Gumbel Distribution
danish                  Danish Fire Losses
dcopula.AC              Archimedean Copulae
dcopula.gauss           Gauss Copula
dghyp                   Uni- and Multivariate Generalized Hyperbolic
                        Distribution
dji                     Dow Jones Index
edf                     Empirical Distribution Function
eigenmeth               Make Matrix Positive Definite
equicorr                Equal Correlation Matrix
ftse100                 FTSE 100 Stock Market Index
gamGPDfit               Smooth Parameter Estimation and Bootstrapping
                        of Generalized Pareto Distributions with
                        Penalized Maximum Likelihood Estimation
get.gam.fit             Auxiliary Functions for Extracting/Computing
                        Results Related to gamGPDfit()/gamGPDboot()
hsi                     Hang Seng Stock Market Index
nasdaq                  NASDAQ Stock Market Index
nikkei                  Nikkei Stock Market Index
smi                     Swiss Market Index
sp500                   Standard and Poors 500 Index
spdata                  Standard and Poors Default Data
spdata.raw              Standard and Poors Default Data
xdax                    Xetra DAX German Index
