1. ProfitAndLoss- Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.
5. waveslim: Wavelet methods for 1/2/3D- Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).
9. Rmetrics - Computational Finance- Rmetrics is an open source solution for teaching financial market analysis and valuation of financial instruments. With hundreds of functions build on modern methods, Rmetrics combines explorative data analysis and statistical modelling.