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, <>) legal documentation.


Reference manual

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0.2.0 by Imanuel Costigan, 8 months ago

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Authors: Imanuel Costigan <>

Documentation:   PDF Manual  

GPL-2 license

Imports fmdates, assertthat, lubridate, tibble, stats, utils, methods

Suggests testthat, knitr, rmarkdown, covr

See at CRAN