ADTestStat              Plots cumulative density for AD test and
                        computes confidence interval for AD test stat.
AdjustedNormalESHotspots
                        Hotspots for ES adjusted by Cornish-Fisher
                        correction
AdjustedNormalVaRHotspots
                        Hotspots for VaR adjusted by Cornish-Fisher
                        correction
AdjustedVarianceCovarianceES
                        Cornish-Fisher adjusted Variance-Covariance ES
AdjustedVarianceCovarianceVaR
                        Cornish-Fisher adjusted variance-covariance VaR
AmericanPutESBinomial   Estimates ES of American vanilla put using
                        binomial tree.
AmericanPutESSim        Estimates ES of American vanilla put using
                        binomial option valuation tree and Monte Carlo
                        Simulation
AmericanPutPriceBinomial
                        Binomial Put Price
AmericanPutVaRBinomial
                        Estimates VaR of American vanilla put using
                        binomial tree.
BinomialBacktest        Carries out the binomial backtest for a VaR
                        risk measurement model.
BlackScholesCallESSim   ES of Black-Scholes call using Monte Carlo
                        Simulation
BlackScholesCallPrice   Price of European Call Option
BlackScholesPutESSim    ES of Black-Scholes put using Monte Carlo
                        Simulation
BlackScholesPutPrice    Price of European Put Option
BlancoIhleBacktest      Blanco-Ihle forecast evaluation backtest
                        measure
BootstrapES             Bootstrapped ES for specified confidence level
BootstrapESConfInterval
                        Bootstrapped ES Confidence Interval
BootstrapESFigure       Plots figure of bootstrapped ES
BootstrapVaR            Bootstrapped VaR for specified confidence level
BootstrapVaRConfInterval
                        Bootstrapped VaR Confidence Interval
BootstrapVaRFigure      Plots figure of bootstrapped VaR
BoxCoxES                Estimates ES with Box-Cox transformation
BoxCoxVaR               Estimates VaR with Box-Cox transformation
CdfOfSumUsingGaussianCopula
                        Derives prob ( X + Y < quantile) using Gaussian
                        copula
CdfOfSumUsingGumbelCopula
                        Derives prob ( X + Y < quantile) using Gumbel
                        copula
CdfOfSumUsingProductCopula
                        Derives prob ( X + Y < quantile) using Product
                        copula
ChristoffersenBacktestForIndependence
                        Christoffersen Backtest for Independence
ChristoffersenBacktestForUnconditionalCoverage
                        Christoffersen Backtest for Unconditional
                        Coverage
CornishFisherES         Corn-Fisher ES
CornishFisherVaR        Corn-Fisher VaR
DBPensionVaR            Monte Carlo VaR for DB pension
DCPensionVaR            Monte Carlo VaR for DC pension
DefaultRiskyBondVaR     VaR for default risky bond portfolio
Dowd-package            R-version of Kevin Dowd's MATLAB Toolbox from
                        book "Measuring Market Risk".
FilterStrategyLogNormalVaR
                        Log Normal VaR with filter strategy
FrechetES               Frechet Expected Shortfall
FrechetESPlot2DCl       Plots Frechet Expected Shortfall against
                        confidence level
FrechetVaR              Frechet Value at Risk
FrechetVaRPlot2DCl      Plots Frechet Value at Risk against Cl
GParetoES               Expected Shortfall for Generalized Pareto
GParetoMEFPlot          Plot of Emperical and Generalised Pareto mean
                        excess functions
GParetoMultipleMEFPlot
                        Plot of Emperical and 2 Generalised Pareto mean
                        excess functions
GParetoVaR              VaR for Generalized Pareto
GaussianCopulaVaR       Bivariate Gaussian Copule VaR
GumbelCopulaVaR         Bivariate Gumbel Copule VaR
GumbelES                Gumbel ES
GumbelESPlot2DCl        Gumbel VaR
GumbelVaR               Gumbel VaR
GumbelVaRPlot2DCl       Gumbel VaR
HSES                    Expected Shortfall of a portfolio using
                        Historical Estimator
HSESDFPerc              Percentile of historical simulation ES
                        distribution function
HSESFigure              Figure of Historical SImulation VaR and ES and
                        histogram of L/P
HSESPlot2DCl            Plots historical simulation ES against
                        confidence level
HSVaR                   Value at Risk of a portfolio using Historical
                        Estimator
HSVaRDFPerc             Percentile of historical simulation VaR
                        distribution function
HSVaRESPlot2DCl         Plots historical simulation VaR and ES against
                        confidence level
HSVaRFigure             Figure of Historical SImulation VaR and
                        histogram of L/P
HSVaRPlot2DCl           Plots historical simulation VaR against
                        confidence level
HillEstimator           Hill Estimator
HillPlot                Hill Plot
HillQuantileEstimator   Hill Quantile Estimator
InsuranceVaR            VaR of Insurance Portfolio
InsuranceVaRES          VaR and ES of Insurance Portfolio
JarqueBeraBacktest      Jarque-Bera backtest for normality.
KSTestStat              Plots cumulative density for KS test and
                        computes confidence interval for KS test stat.
KernelESBoxKernel       Calculates ES using box kernel approach
KernelESEpanechinikovKernel
                        Calculates ES using Epanechinikov kernel
                        approach
KernelESNormalKernel    Calculates ES using normal kernel approach
KernelESTriangleKernel
                        Calculates ES using triangle kernel approach
KernelVaRBoxKernel      Calculates VaR using box kernel approach
KernelVaREpanechinikovKernel
                        Calculates VaR using epanechinikov kernel
                        approach
KernelVaRNormalKernel   Calculates VaR using normal kernel approach
KernelVaRTriangleKernel
                        Calculates VaR using triangle kernel approach
KuiperTestStat          Plots cummulative density for Kuiper test and
                        computes confidence interval for Kuiper test
                        stat.
LogNormalES             ES for normally distributed geometric returns
LogNormalESDFPerc       Percentiles of ES distribution function for
                        normally distributed geometric returns
LogNormalESFigure       Figure of lognormal VaR and ES and pdf against
                        L/P
LogNormalESPlot2DCL     Plots log normal ES against confidence level
LogNormalESPlot2DHP     Plots log normal ES against holding period
LogNormalESPlot3D       Plots log normal ES against confidence level
                        and holding period
LogNormalVaR            VaR for normally distributed geometric returns
LogNormalVaRDFPerc      Percentiles of VaR distribution function for
                        normally distributed geometric returns
LogNormalVaRETLPlot2DCL
                        Plots log normal VaR and ETL against confidence
                        level
LogNormalVaRFigure      Figure of lognormal VaR and pdf against L/P
LogNormalVaRPlot2DCL    Plots log normal VaR against confidence level
LogNormalVaRPlot2DHP    Plots log normal VaR against holding period
LogNormalVaRPlot3D      Plots log normal VaR against confidence level
                        and holding period
LogtES                  ES for t distributed geometric returns
LogtESDFPerc            Percentiles of ES distribution function for
                        Student-t
LogtESPlot2DCL          Plots log-t ES against confidence level
LogtESPlot2DHP          Plots log-t ES against holding period
LogtESPlot3D            Plots log-t ES against confidence level and
                        holding period
LogtVaR                 VaR for t distributed geometric returns
LogtVaRDFPerc           Percentiles of VaR distribution function for
                        Student-t
LogtVaRPlot2DCL         Plots log-t VaR against confidence level
LogtVaRPlot2DHP         Plots log-t VaR against holding period
LogtVaRPlot3D           Plots log-t VaR against confidence level and
                        holding period
LongBlackScholesCallVaR
                        Derives VaR of a long Black Scholes call option
LongBlackScholesPutVaR
                        Derives VaR of a long Black Scholes put option
LopezBacktest           First (binomial) Lopez forecast evaluation
                        backtest score measure
MEFPlot                 Mean Excess Function Plot
NormalES                ES for normally distributed P/L
NormalESConfidenceInterval
                        Generates Monte Carlo 95% Confidence Intervals
                        for normal ES
NormalESDFPerc          Percentiles of ES distribution function for
                        normally distributed P/L data
NormalESFigure          Figure of normal VaR and ES and pdf against L/P
NormalESHotspots        Hotspots for normal ES
NormalESPlot2DCL        Plots normal ES against confidence level
NormalESPlot2DHP        Plots normal ES against holding period
NormalESPlot3D          Plots normal ES against confidence level and
                        holding period
NormalQQPlot            Normal Quantile Quantile Plot
NormalQuantileStandardError
                        Standard error of normal quantile estimate
NormalSpectralRiskMeasure
                        Estimates the spectral risk measure of a
                        portfolio
NormalVaR               VaR for normally distributed P/L
NormalVaRConfidenceInterval
                        Generates Monte Carlo 95% Confidence Intervals
                        for normal VaR
NormalVaRDFPerc         Percentiles of VaR distribution function for
                        normally distributed P/L
NormalVaRFigure         Figure of normal VaR and pdf against L/P
NormalVaRHotspots       Hotspots for normal VaR
NormalVaRPlot2DCL       Plots normal VaR against confidence level
NormalVaRPlot2DHP       Plots normal VaR against holding period
NormalVaRPlot3D         Plots normal VaR in 3D against confidence level
                        and holding period
PCAES                   Estimates ES by principal components analysis
PCAESPlot               ES plot
PCAPrelim               Estimates VaR plot using principal components
                        analysis
PCAVaR                  Estimates VaR by principal components analysis
PCAVaRPlot              VaR plot
PickandsEstimator       Pickands Estimator
PickandsPlot            Pickand Estimator - Tail Sample Size Plot
ProductCopulaVaR        Bivariate Product Copule VaR
ShortBlackScholesCallVaR
                        Derives VaR of a short Black Scholes call
                        option
ShortBlackScholesPutVaR
                        Derives VaR of a short Black Scholes put option
StopLossLogNormalVaR    Log Normal VaR with stop loss limit
TQQPlot                 Student's T Quantile - Quantile Plot
VarianceCovarianceES    Variance-covariance ES for normally distributed
                        returns
VarianceCovarianceVaR   Variance-covariance VaR for normally
                        distributed returns
tES                     ES for t distributed P/L
tESDFPerc               Percentiles of ES distribution function for
                        t-distributed P/L
tESFigure               Figure of t - VaR and ES and pdf against L/P
tESPlot2DCL             Plots t- ES against confidence level
tESPlot2DHP             Plots t ES against holding period
tESPlot3D               Plots t ES against confidence level and holding
                        period
tQuantileStandardError
                        Standard error of t quantile estimate
tVaR                    VaR for t distributed P/L
tVaRDFPerc              Percentiles of VaR distribution function
tVaRESPlot2DCL          Plots t VaR and ES against confidence level
tVaRFigure              Figure of t- VaR and pdf against L/P
tVaRPlot2DCL            Plots t VaR against confidence level
tVaRPlot2DHP            Plots t VaR against holding period
tVaRPlot3D              Plots t VaR against confidence level and
                        holding period
