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dataonderivatives  

Easily Source Publicly Available Data on Derivatives
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("dataonderivatives", "0.4.0")



Attach the package and use:
library("dataonderivatives")
Maintained by
Imanuel Costigan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-09-10
Latest Update: 2022-01-04
Description:
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.
How to cite:
Imanuel Costigan (2015). dataonderivatives: Easily Source Publicly Available Data on Derivatives. R package version 0.4.0, https://cran.r-project.org/web/packages/dataonderivatives. Accessed 28 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:30), 0.2.0 (2015-09-10 09:21), 0.2.1 (2015-09-27 10:20), 0.3.0 (2017-05-28 21:09), 0.3.1 (2018-02-10 08:45)
Other packages that cited dataonderivatives R package
View dataonderivatives citation profile
Other R packages that dataonderivatives depends, imports, suggests or enhances
Complete documentation for dataonderivatives
Functions, R codes and Examples using the dataonderivatives R package
Some associated functions: bsef . cme . ddr . 
Some associated R codes: bsef.R . cme.R . ddr.R . utils.R .  Full dataonderivatives package functions and examples
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