fmbasics: Financial Market Building Blocks

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, <https://www.isda.org>) legal documentation.

Version: 0.3.0
Imports: assertthat, fmdates (≥ 0.1.2), lubridate (≥ 1.6.0), methods, stats, tibble, utils
Suggests: covr, knitr, rmarkdown, testthat
Published: 2018-01-06
Author: Imanuel Costigan [aut, cre]
Maintainer: Imanuel Costigan <i.costigan at me.com>
BugReports: https://github.com/imanuelcostigan/fmbasics/issues
License: GPL-2
URL: https://github.com/imanuelcostigan/fmbasics, https://imanuelcostigan.github.io/fmbasics/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: fmbasics results

Downloads:

Reference manual: fmbasics.pdf
Vignettes: Basic financial market building blocks
Rates and Discount Factors
Package source: fmbasics_0.3.0.tar.gz
Windows binaries: r-prerel: fmbasics_0.3.0.zip, r-release: fmbasics_0.3.0.zip, r-oldrel: fmbasics_0.3.0.zip
OS X binaries: r-prerel: fmbasics_0.3.0.tgz, r-release: fmbasics_0.3.0.tgz
Old sources: fmbasics archive

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