Implements basic financial market objects like currencies, currency pairs, interest rates and interest rate indices. You will be able to use Benchmark instances of these objects which have been defined using their most common conventions or those defined by International Swap Dealer Association (ISDA, ) legal documentation.

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

Author(s): Imanuel Costigan <i.costigan at me.com>

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

install.packages("fmbasics")

Depends
Imports fmdates(>=0.1.2), assertthat, lubridate(>=1.6.0), tibble, stats, utils, methods
Suggests testthat, knitr, rmarkdown, covr
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Package fmbasics
Materials
URL https://github.com/imanuelcostigan/fmbasics
Task Views
Version 0.2.0
Published 2017-04-30
License GPL-2
BugReports https://github.com/imanuelcostigan/fmbasics/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fmbasics check results
Package source fmbasics_0.2.0.tar.gz