fmbasics

Financial Market Building Blocks

CRAN Package

Implements basic financial market objects like currencies, currency pairs, interest rates and interest rate indices. You will be able to use Benchmark instances of these objects which have been defined using their most common conventions or those defined by International Swap Dealer Association (ISDA, ) legal documentation.

  • Version0.3.0
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release01/06/2018

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  • Imports7 packages
  • Suggests4 packages