imanuelcostigan/dataonderivatives: Easily Source Publicly Available Data on Derivatives
Version 0.3.0

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

Maintainer
LicenseGPL-2
Version0.3.0
URL https://github.com/imanuelcostigan/dataonderivatives
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("imanuelcostigan/dataonderivatives")
imanuelcostigan/dataonderivatives documentation built on June 5, 2017, 4:03 p.m.