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.
Last updated 2 years ago
derivativederivatives
37 stars 2.71 score 32 dependenciesfmdates - Financial Market Date Calculations
Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <http://www2.isda.org>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.
Last updated 4 years ago
derivativesfinance
10 stars 1.83 score 5 dependencies 2 dependentsfmbasics - Financial Market Building Blocks
Implements basic financial market objects like currencies, currency pairs, interest rates and interest rate indices. You will be able to use Benchmark instances of these objects which have been defined using their most common conventions or those defined by International Swap Dealer Association (ISDA, <https://www.isda.org>) legal documentation.
Last updated 5 years ago
derivativesfinance
12 stars 1.64 score 36 dependenciesmanagelocalrepo - Manage a CRAN-Style Local Repository
This will allow easier management of a CRAN-style repository on local networks (i.e. not on CRAN). This might be necessary where hosted packages contain intellectual property owned by a corporation.
Last updated 6 years ago
1 stars 0.83 score 9 dependencies