Package: dataonderivatives 0.4.0

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.

Authors:Imanuel Costigan [aut, cre]

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dataonderivatives.pdf |dataonderivatives.html✨
dataonderivatives/json (API)
NEWS

# Install 'dataonderivatives' in R:
install.packages('dataonderivatives', repos = c('https://imanuelcostigan.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/imanuelcostigan/dataonderivatives/issues

Pkgdown site:https://imanuelcostigan.github.io

On CRAN:

Conda:

derivativederivatives

4.27 score 37 stars 9 scripts 327 downloads 3 exports 32 dependencies

Last updated 3 years agofrom:517d483989. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 08 2025
R-4.5-winOKMar 08 2025
R-4.5-macOKMar 08 2025
R-4.5-linuxOKMar 08 2025
R-4.4-winOKMar 08 2025
R-4.4-macOKMar 08 2025
R-4.4-linuxOKMar 08 2025
R-4.3-winOKMar 08 2025
R-4.3-macOKMar 08 2025

Exports:bsefcmeddr

Dependencies:askpassbitbit64clicliprcpp11crayoncurlfansigluehmshttr2lifecyclemagrittropensslpillarpkgconfigprettyunitsprogressR6rappdirsreadrrlangsystibbletidyselecttzdbutf8vctrsvetrvroomwithr