dataonderivatives: Easily Source Publicly Available Data on Derivatives

Post-GFC 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.

Install the latest version of this package by entering the following in R:
AuthorImanuel Costigan [aut, cre]
Date of publication2015-09-27 10:20:15
MaintainerImanuel Costigan <>

View on CRAN

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.