dataonderivatives

Easily Source Publicly Available Data on Derivatives

CRAN Package

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.

  • Version0.4.0
  • R version≥ 4.1.0
  • LicenseGPL-2
  • Needs compilation?No
  • Last release01/04/2022

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  • Imports4 packages
  • Suggests2 packages