dataonderivatives: Easily Source Publicly Available Data on Derivatives

Post-GFC 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: 0.2.1
Imports: httr (≥ 0.5), jsonlite (≥ 0.9), lubridate (≥ 1.3.3), dplyr (≥ 0.4), assertthat (≥ 0.1), readr (≥ 0.1), downloader (≥ 0.4), utils (≥ 3.2.2), stats (≥ 3.2.2)
Suggests: testthat (≥ 0.1)
Published: 2015-09-27
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
NeedsCompilation: no
Materials: README
CRAN checks: dataonderivatives results

Downloads:

Reference manual: dataonderivatives.pdf
Package source: dataonderivatives_0.2.1.tar.gz
Windows binaries: r-devel: dataonderivatives_0.2.1.zip, r-release: dataonderivatives_0.2.1.zip, r-oldrel: dataonderivatives_0.2.1.zip
OS X El Capitan binaries: r-release: dataonderivatives_0.2.1.tgz
OS X Mavericks binaries: r-oldrel: dataonderivatives_0.2.1.tgz
Old sources: dataonderivatives archive

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