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'))

Peer review:

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

On CRAN:

derivativederivatives

4.27 score 37 stars 9 scripts 249 downloads 3 exports 32 dependencies

Last updated 3 years agofrom:517d483989. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 08 2024
R-4.5-winOKNov 08 2024
R-4.5-linuxOKNov 08 2024
R-4.4-winOKNov 08 2024
R-4.4-macOKNov 08 2024
R-4.3-winOKNov 08 2024
R-4.3-macOKNov 08 2024

Exports:bsefcmeddr

Dependencies:askpassbitbit64clicliprcpp11crayoncurlfansigluehmshttr2lifecyclemagrittropensslpillarpkgconfigprettyunitsprogressR6rappdirsreadrrlangsystibbletidyselecttzdbutf8vctrsvetrvroomwithr