This is the Debian GNU/Linux r-cran-fportfolio package of fPortfolio, a set of functions for portfolio and asset price modeling, drawdown statistics, value-at-risk and Markowitz portfolio construction, and part of Rmetrics, a collection of packages for financial engineering and computational finance. Both fPortfolio and Rmetrics were written and compiled primarily by Diethelm Wuertz. This package was created by Dirk Eddelbuettel . The sources were downloaded from http://www.rmetrics.org and are also available from http://cran.r-project.org/src/contrib/ and all CRAN mirrors as e.g. http://cran.us.r-project.org/src/contrib/ The package was renamed from its upstream name 'fPortfolio' to 'r-cran-fportfolio' to fit the pattern of CRAN (and non-CRAN) packages for R. Copyright (C) 1999 - 2008 Diethelm Wuertz Copyright (C) 1999 - 2008 Rmetrics Foundation License: GPL On a Debian GNU/Linux system, the GPL license is included in the file /usr/share/common-licenses/GPL. For reference, the upstream DESCRIPTION file is included below: Package: fPortfolio Version: 201.10059 Date: 1996 - 2005 Title: Financial Software Collection - fPortfolio Author: Diethelm Wuertz and many others, see the SOURCE file Depends: R (>= 1.9.0), methods, fBasics, fCalendar, fSeries, fMultivar Maintainer: Diethelm Wuertz Description: fPortfolio from Rmetrics Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance" License: GPL Version 2 or laterLicense: GPL Version 2 or later URL: http://www.rmetrics.org Packaged: Wed Apr 20 00:11:24 2005; myself and the following segment was extracted from the header of R/zzz.R: # Copyrights (C) # for this R-port: # 1999 - 2005, Diethelm Wuertz, GPL # Diethelm Wuertz # info@rmetrics.org # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file