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.

Author
Imanuel Costigan [aut, cre]
Date of publication
2015-09-27 10:20:15
Maintainer
Imanuel Costigan <i.costigan@me.com>
License
GPL-2
Version
0.2.1
URLs

View on CRAN

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

Files in this package

dataonderivatives
dataonderivatives/tests
dataonderivatives/tests/testthat.R
dataonderivatives/tests/testthat
dataonderivatives/tests/testthat/test-cme.R
dataonderivatives/tests/testthat/test_bsef.R
dataonderivatives/tests/testthat/test-bsdr.R
dataonderivatives/tests/testthat/test-ddr.R
dataonderivatives/NAMESPACE
dataonderivatives/R
dataonderivatives/R/cme.R
dataonderivatives/R/bsef.R
dataonderivatives/R/ddr.R
dataonderivatives/R/bsdr.R
dataonderivatives/README.md
dataonderivatives/MD5
dataonderivatives/DESCRIPTION
dataonderivatives/man
dataonderivatives/man/get_bsef_data.Rd
dataonderivatives/man/get_ddr_data.Rd
dataonderivatives/man/get_bsdr_data.Rd
dataonderivatives/man/get_cme_data.Rd