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.
|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)|
|Author:||Imanuel Costigan [aut, cre]|
|Maintainer:||Imanuel Costigan <i.costigan at me.com>|
|CRAN checks:||dataonderivatives results|
|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 Mavericks binaries:||r-release: dataonderivatives_0.2.1.tgz, r-oldrel: dataonderivatives_0.2.1.tgz|
|Old sources:||dataonderivatives archive|
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