Make dealing with dates a little easier (lubridate)
Lubridate makes it easier to work with dates and times by providing functions to identify and parse date-time data, extract and modify components of a date-time (years, months, days, hours, minutes, and seconds), perform accurate math on date-times, handle time zones and Daylight Savings Time. Lubridate has a consistent, memorable syntax, that makes working with dates fun instead of frustrating.

Densities and Sampling for the Skellam Distribution (skellam)
Functions for the Skellam distribution, including: density (pmf), cdf, quantiles and random variates.

R Access to Bloomberg API (Rblpapi)
Rblpapi provides R with API access to data and calculations from Bloomberg Finance L.P.