dataonderivatives: Easily Source Publicly Available Data on Derivatives
Version 0.2.1

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.

Browse man pages Browse package API and functions Browse package files

AuthorImanuel Costigan [aut, cre]
Date of publication2015-09-27 10:20:15
MaintainerImanuel Costigan <i.costigan@me.com>
LicenseGPL-2
Version0.2.1
URL https://github.com/imanuelcostigan/dataonderivatives
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dataonderivatives")

Man pages

get_bsdr_data: Get Bloomberg SDR data
get_bsef_data: Get Bloomberg SEF data
get_cme_data: Get CME SDR data
get_ddr_data: Get DDR data

Functions

bsdr_header Source code
bsdr_url Source code
bsef_asset_class_map Source code
bsef_data_requestor Source code
bsef_data_responder Source code
bsef_header Source code
bsef_url Source code
clean_cme_files Source code
clean_ddr_files Source code
cme_file_name Source code
cme_ftp_url Source code
ddr_file_name Source code
ddr_url Source code
download_bsdr_data Source code
download_bsdr_data_single Source code
download_bsef_data Source code
download_bsef_data_single Source code
download_cme_zip Source code
download_ddr_zip Source code
format_bsdr_data Source code
format_bsef_data Source code
get_bsdr_data Man page Source code
get_bsef_data Man page Source code
get_cme_data Man page Source code
get_ddr_data Man page Source code
read_cme_file Source code
read_ddr_file Source code
remove_invalid_dfs Source code
specify_cme_col_types Source code
specify_ddr_col_types Source code

Files

tests
tests/testthat.R
tests/testthat
tests/testthat/test-cme.R
tests/testthat/test_bsef.R
tests/testthat/test-bsdr.R
tests/testthat/test-ddr.R
NAMESPACE
R
R/cme.R
R/bsef.R
R/ddr.R
R/bsdr.R
README.md
MD5
DESCRIPTION
man
man/get_bsef_data.Rd
man/get_ddr_data.Rd
man/get_bsdr_data.Rd
man/get_cme_data.Rd
dataonderivatives documentation built on May 19, 2017, 7:03 a.m.