[R] VaR-Monte carlo Simulation, Historic simulation, Variance-Covariance Simulation

[Maithili Shiva]

Dear R helpers

Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). 

Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation.


With regards

Maithili