CRAN

dataonderivatives 0.3.1

Easily Source Publicly Available Data on Derivatives

Released Feb 10, 2018 by Imanuel Costigan

This package is available for Renjin and there are no known compatibility issues.

Dependencies

assertthat 0.2.0 httr 1.3.1 lubridate 1.7.2 readr 1.1.1 tibble 1.4.2

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>dataonderivatives</artifactId>
    <version>0.3.1-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:dataonderivatives')

Test Results

This package was last tested against Renjin 0.9.2594 on Feb 12, 2018.

Source

R

View GitHub Mirror

Release History