Imanuel Costigan

Imanuel Costigan

7 packages on CRAN

arnie

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Arnold Schwarzenegger movie weekend box office records from 1982-2014

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Post Global Financial Crisis derivatives reforms have lifted the veil off over-the-counter (OTC) derivative markets. Swap Execution Facilities (SEFs) and Swap Data Repositories (SDRs) now publish data on swaps that are traded on or reported to those facilities (respectively). This package provides you the ability to get this data from supported sources.

fmbasics

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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.

fmdates

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Implements common date calculations relevant for specifying the economic nature of financial market contracts that are typically defined by International Swap Dealer Association (ISDA, <http://www2.isda.org>) legal documentation. This includes methods to check whether dates are business days in certain locales, functions to adjust and shift dates and time length (or day counter) calculations.

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This will allow easier management of a CRAN-style repository on local networks (i.e. not on CRAN). This might be necessary where hosted packages contain intellectual property owned by a corporation.

ckanr

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Client for 'CKAN' 'API' (http://ckan.org/). Includes interface to 'CKAN' 'APIs' for search, list, show for packages, organizations, and resources. In addition, provides an interface to the 'datastore' 'API'.

ghit

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A lightweight, vectorized drop-in replacement for 'devtools::install_github()' that uses native git and R methods to clone and install a package from GitHub. From v0.2.15, also includes an analogue for 'install_bitbucket()'.