FinancialInstrument: Financial Instrument Modeling Infrastructure
Provides infrastructure for defining, storing, and managing
financial instrument metadata independently of market data sources.
Models instrument identities, contract specifications, identifiers, and
relationships among financial instruments, including currencies,
equities, funds, bonds, futures, options, spreads, exchange rates, and
synthetic instruments. Supports reusable instrument definitions for
research, portfolio management, trading, and quantitative finance
applications.
| Version: |
1.4.1 |
| Depends: |
R (≥ 3.0.0), methods, quantmod (≥ 0.4-3), zoo (≥ 1.7-5), xts (≥ 0.10-0) |
| Imports: |
TTR |
| Suggests: |
foreach, XML (≥ 3.96.1.1), tinytest, timeSeries |
| Published: |
2026-08-04 |
| DOI: |
10.32614/CRAN.package.FinancialInstrument |
| Author: |
Peter Carl [aut],
Brian G. Peterson [aut],
Garrett See [aut],
Ross Bennett [aut],
Justin M. Shea [cre, ctb] |
| Maintainer: |
Justin M. Shea <jshea01 at uic.edu> |
| BugReports: |
https://github.com/JustinMShea/FinancialInstrument/issues |
| License: |
GPL-2 | GPL-3 |
| URL: |
https://github.com/JustinMShea/FinancialInstrument |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
FinancialInstrument results |
Documentation:
Downloads:
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