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 |
| 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-devel: fmbasics_0.3.0.zip, r-release: fmbasics_0.3.0.zip, r-oldrel: fmbasics_0.3.0.zip |
| macOS binaries: | r-release: fmbasics_0.3.0.tgz, r-oldrel: fmbasics_0.3.0.tgz |
| Old sources: | fmbasics archive |
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