[R-SIG-Finance] R-SIG-Finance Digest, Vol 37, Issue 14

[rudy at zuck.fr]

Dear Fabrice, (are you french?)

I also begin to have a look at R, as i am working in a management company
specializing in Securitization. From what i have seen, R is not meant to
parse/integrate directly from a data provider. But such feed like Bloomberg
provide convenient API that should be quiet easily to glue with R with few
lines of scripting languages (we attack the Bloomberg database with a small
perl app in our company).

Regards,



"Dear Experts,I come back to you for one question. We decided to use R Project
for our risk management (reporting) system. Because, our funds use derivative
instruments, we will need to use many packages such as 'Performance Analytics
Package' 'VaR package' 'fOptions package', etc.So, my question is what type of
database we will need? Bloomberg data, Bara data, Datastream, etc. Other point:
Is the system (R) is able to use these principal sources of data? This problem
is very important in order to have a good estimation of the final cost of the
system! I will be happy to have your opinions about this point.Thanks!Fabrice"