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.

Getting started

Package details

AuthorImanuel Costigan [aut, cre]
MaintainerImanuel Costigan <>
Package repositoryView on CRAN
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dataonderivatives documentation built on May 1, 2019, 9:17 p.m.