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, < http://www2.isda.org>) legal documentation.


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Reference manual

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install.packages("fmbasics")

0.1.0 by Imanuel Costigan, a month ago


https://github.com/imanuelcostigan/fmbasics


Report a bug at https://github.com/imanuelcostigan/fmbasics/issues


Browse source code at https://github.com/cran/fmbasics


Authors: Imanuel Costigan <i.costigan@me.com>


Documentation:   PDF Manual  


GPL-2 license


Imports fmdates, assertthat, lubridate

Suggests testthat, knitr, rmarkdown, covr


See at CRAN