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.

Documentation

Manual: dataonderivatives.pdf
Vignette: None available.

Maintainer: Imanuel Costigan <i.costigan at me.com>

Author(s): Imanuel Costigan*

Install package and any missing dependencies by running this line in your R console:

install.packages("dataonderivatives")

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), stats (>= 3.3.0)
Suggests testthat(>=1.0.0)
Enhances
Linking to
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package dataonderivatives
Materials
URL https://github.com/imanuelcostigan/dataonderivatives
Task Views
Version 0.3.0
Published 2017-05-28
License GPL-2
BugReports https://github.com/imanuelcostigan/dataonderivatives/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks dataonderivatives check results
Package source dataonderivatives_0.3.0.tar.gz