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FinancialInstrument  

Financial Instrument Model Infrastructure and Meta-Data
View on CRAN: Click here


Download and install FinancialInstrument package within the R console
Install from CRAN:
install.packages("FinancialInstrument")

Install from Github:
library("remotes")
install_github("cran/FinancialInstrument")

Install by package version:
library("remotes")
install_version("FinancialInstrument", "1.3.1")



Attach the package and use:
library("FinancialInstrument")
Maintained by
Ross Bennett
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-08-23
Latest Update:
Description:
Infrastructure for defining meta-data and relationships for financial instruments.
How to cite:
Ross Bennett (2012). FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data. R package version 1.3.1, https://cran.r-project.org/web/packages/FinancialInstrument. Accessed 05 Aug. 2026.
Previous versions and publish date:
1.0 (2012-08-23 17:46), 1.1 (2012-12-12 21:34), 1.2.0 (2014-12-16 00:49), 1.3.1 (2018-01-11 00:46), (2026-07-09 08:04)
Other packages that cited FinancialInstrument R package
View FinancialInstrument citation profile
Other R packages that FinancialInstrument depends, imports, suggests or enhances
Complete documentation for FinancialInstrument
Functions, R codes and Examples using the FinancialInstrument R package
Some associated functions: C2M . CompareInstrumentFiles . FinancialInstrument-package . FindCommonInstrumentAttributes . Notionalize . Tick2Sec . add.defined.by . add.identifier . all.equal.instrument . buildHierarchy . buildRatio . buildSpread . build_series_symbols . build_spread_symbols . currencies . exchange_rate . expires.character . expires.instrument . expires . expires.spread . expires.xts . find.instrument . fn_SpreadBuilder . formatSpreadPrice . format_id . getInstrument . getSymbols.FI . get_rate . instrument.auto . instrument . instrument.table . instrument_attr . is.currency.name . is.currency . is.instrument.name . is.instrument . load.instruments . ls_by_currency . ls_by_expiry . ls_expiries . ls_instruments . ls_instruments_by . ls_strikes . ls_underlyings . make_spread_id . month_cycle2numeric . next.future_id . option_series.yahoo . parse_id . parse_suffix . print.id.list . print.instrument . print.suffix.list . redenominate . root_contracts . saveInstruments . saveSymbols.days . series_instrument . setSymbolLookup.FI . sort.instrument . sort_ids . synthetic.instrument . to_daily . update_instruments.iShares . update_instruments.instrument . update_instruments.masterDATA . update_instruments.morningstar . update_instruments.yahoo . volep . 
Some associated R codes: CompareInstrumentFiles.R . FinancialInstrument-package.R . FindCommonInstrumentAttributes.R . MonthCodes.R . Notionalize.R . Tick2Sec.R . all.equal.instrument.R . buildHierarchy.R . buildSpread.R . build_symbols.R . expires.R . find.instrument.R . format_id.R . instrument.R . instrument.table.R . load.instruments.R . ls_by_currency.R . ls_by_expiry.R . ls_expiries.R . ls_instruments.R . ls_instruments_by.R . ls_strikes.R . ls_underlyings.R . parse_id.R . redenominate.R . saveInstruments.R . saveSymbols.R . synthetic.R . update_instruments.iShares.R . update_instruments.morningstar.R . update_instruments.yahoo.R . volep.R .  Full FinancialInstrument package functions and examples
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