imanuelcostigan/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
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-2 |
| Version | 0.4.0 |
| URL | https://github.com/imanuelcostigan/dataonderivatives http://imanuelcostigan.github.io/dataonderivatives/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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