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FinancialInstrument: Financial Instrument Modeling Infrastructure
Provides infrastructure for defining, storing, and managing financial instrument metadata independently of market data sources. Models instrument identities, contract specifications, identifiers, and relationships among financial instruments, including currencies, equities, funds, bonds, futures, options, spreads, exchange rates, and synthetic instruments. Supports reusable instrument definitions for research, portfolio management, trading, and quantitative finance applications.
Getting started
Browse package contents
Package details |
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| Author | Peter Carl [aut], Brian G. Peterson [aut], Garrett See [aut], Ross Bennett [aut], Justin M. Shea [cre, ctb] |
| Maintainer | Justin M. Shea <jshea01@uic.edu> |
| License | GPL-2 | GPL-3 |
| Version | 1.4.1 |
| URL | https://github.com/JustinMShea/FinancialInstrument |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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