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.

AuthorImanuel Costigan [aut, cre]
Date of publication2015-09-27 10:20:15
MaintainerImanuel Costigan <i.costigan@me.com>
LicenseGPL-2
Version0.2.1
https://github.com/imanuelcostigan/dataonderivatives

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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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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