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.
| Version: | 0.4.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | httr2, readr, tibble, vetr |
| Suggests: | covr, testthat (≥ 3.0.0) |
| Published: | 2022-01-04 |
| DOI: | 10.32614/CRAN.package.dataonderivatives |
| Author: | Imanuel Costigan [aut, cre] |
| Maintainer: | Imanuel Costigan <i.costigan at me.com> |
| BugReports: | https://github.com/imanuelcostigan/dataonderivatives/issues |
| License: | GPL-2 |
| URL: | https://github.com/imanuelcostigan/dataonderivatives, http://imanuelcostigan.github.io/dataonderivatives/ |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | dataonderivatives results |
| Reference manual: | dataonderivatives.pdf |
| Package source: | dataonderivatives_0.4.0.tar.gz |
| Windows binaries: | r-devel: dataonderivatives_0.4.0.zip, r-release: dataonderivatives_0.4.0.zip, r-oldrel: dataonderivatives_0.4.0.zip |
| macOS binaries: | r-release (arm64): dataonderivatives_0.4.0.tgz, r-oldrel (arm64): dataonderivatives_0.4.0.tgz, r-release (x86_64): dataonderivatives_0.4.0.tgz, r-oldrel (x86_64): dataonderivatives_0.4.0.tgz |
| Old sources: | dataonderivatives archive |
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