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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.

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

Documentation:

Reference manual: dataonderivatives.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=dataonderivatives to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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