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dataonderivatives

Easily Source Publicly Available Data on Derivatives

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.

Functions (4)

dataonderivatives

Easily Source Publicly Available Data on Derivatives

v0.3.1
GPL-2
Authors
Imanuel Costigan [aut, cre]
Initial release

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