CRAN/E | fmbasics

fmbasics

Financial Market Building Blocks

Installation

About

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.

github.com/imanuelcostigan/fmbasics
imanuelcostigan.github.io/fmbasics/
Bug report File report

Key Metrics

Version 0.3.0
Published 2018-01-06 2301 days ago
Needs compilation? no
License GPL-2
CRAN checks fmbasics results

Downloads

Yesterday 6 0%
Last 7 days 38 +19%
Last 30 days 161 -4%
Last 90 days 484 -33%
Last 365 days 2.207 -29%

Maintainer

Maintainer

Imanuel Costigan

i.costigan@me.com

Authors

Imanuel Costigan

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Basic financial market building blocks
Rates and Discount Factors

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fmbasics archive

Imports

assertthat
fmdates ≥ 0.1.2
lubridate ≥ 1.6.0
methods
stats
tibble
utils

Suggests

covr
knitr
rmarkdown
testthat