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dataonderivatives
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]
[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 07 Oct. 2026.
Previous versions and publish date:
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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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