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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "finRiskPractical" in publications use:'
type: software
license: MIT
title: 'finRiskPractical: Teaching Scripts for Financial Risk Analytics Practicals'
version: 0.1.0
doi: 10.32614/CRAN.package.finRiskPractical
abstract: A collection of ten worked practical scripts covering R fundamentals, term
  structure modelling, market risk (VaR), credit risk (Markov chains), operational
  risk (frequency-severity models), volatility (GARCH), portfolio optimisation, Monte
  Carlo risk simulation, and a Shiny risk dashboard. Each Practical*() function prints
  the annotated R code for that topic so it can be copied, run, and studied interactively.
  This package intentionally ships the material as printable teaching code rather
  than as executed computations, so it has no hard dependency on the packages used
  inside the printed examples (minpack.lm, evd, rugarch, quadprog, shiny); install
  those separately if you want to run the printed code yourself.
authors:
- name: Phanthomx
  email: you@example.com
repository: https://phanthomx.r-universe.dev
repository-code: https://github.com/phanthomx/finRiskPractical
commit: deedd4552a7349b9413a1a30472d6a12995c38ee
url: https://github.com/phanthomx/finRiskPractical
date-released: '2026-07-03'
contact:
- name: Phanthomx
  email: you@example.com