dataonderivatives

Easily Source Publicly Available Data on Derivatives

Post Global Financial Crisis derivatives reforms have lifted the veil off over-the-counter (OTC) derivative markets. Swap Execution Facilities (SEFs) and Swap Data Repositories (SDRs) now publish data on swaps that are traded on or reported to those facilities (respectively). This package provides you the ability to get this data from supported sources.

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Description file content

Package
dataonderivatives
Type
Package
Title
Easily Source Publicly Available Data on Derivatives
Version
0.3.1
Description
Post Global Financial Crisis derivatives reforms have lifted the veil off over-the-counter (OTC) derivative markets. Swap Execution Facilities (SEFs) and Swap Data Repositories (SDRs) now publish data on swaps that are traded on or reported to those facilities (respectively). This package provides you the ability to get this data from supported sources.
License
GPL-2
Depends
R (>= 3.3.0)
Imports
assertthat (>= 0.1), httr (>= 1.2.1), lubridate (>= 1.3.3), readr (>= 1.1.0), tibble (>= 1.3.0), utils (>= 3.3.0)
Suggests
testthat (>= 1.0.0), covr
URL
BugReports
https://github.com/imanuelcostigan/dataonderivatives/issues
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2018-02-10 07:38:03 UTC; imanuel
Author
Imanuel Costigan [aut, cre]
Maintainer
Imanuel Costigan
Repository
CRAN
Date/Publication
2018-02-10 07:45:42 UTC

install.packages('dataonderivatives')

0.3.1

6 months ago

https://imanuelcostigan.github.io/dataonderivatives

Imanuel Costigan

GPL-2

Depends on

R (>= 3.3.0)

Imports

assertthat (>= 0.1), httr (>= 1.2.1), lubridate (>= 1.3.3), readr (>= 1.1.0), tibble (>= 1.3.0), utils (>= 3.3.0)

Suggests

testthat (>= 1.0.0), covr

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