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:
dataonderivatives_0.4.0.tar.gz
dataonderivatives_0.4.0.zip(r-4.5)dataonderivatives_0.4.0.zip(r-4.4)dataonderivatives_0.4.0.zip(r-4.3)
dataonderivatives_0.4.0.tgz(r-4.4-any)dataonderivatives_0.4.0.tgz(r-4.3-any)
dataonderivatives_0.4.0.tar.gz(r-4.5-noble)dataonderivatives_0.4.0.tar.gz(r-4.4-noble)
dataonderivatives_0.4.0.tgz(r-4.4-emscripten)dataonderivatives_0.4.0.tgz(r-4.3-emscripten)
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:https://imanuelcostigan.github.io
Last updated 3 years agofrom:517d483989. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Dec 08 2024 |
R-4.5-win | OK | Dec 08 2024 |
R-4.5-linux | OK | Dec 08 2024 |
R-4.4-win | OK | Dec 08 2024 |
R-4.4-mac | OK | Dec 08 2024 |
R-4.3-win | OK | Dec 08 2024 |
R-4.3-mac | OK | Dec 08 2024 |
Dependencies:askpassbitbit64clicliprcpp11crayoncurlfansigluehmshttr2lifecyclemagrittropensslpillarpkgconfigprettyunitsprogressR6rappdirsreadrrlangsystibbletidyselecttzdbutf8vctrsvetrvroomwithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Get Bloomberg SEF data | bsef |
Get CME SDR data | cme |
Get DDR data | ddr |