fmbasics | Financial Market Building Blocks

by imanuelcostigan R Version: v0.3.0 License: No License

X-Ray Key Features Code Snippets(3)Community Discussions Vulnerabilities Install Support

kandi X-RAY | fmbasics Summary

fmbasics is a R library. fmbasics has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

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.

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Quality

Security

License

Reuse

Support

fmbasics has a low active ecosystem.

It has 8 star(s) with 10 fork(s). There are 3 watchers for this library.

It had no major release in the last 12 months.

There are 6 open issues and 7 have been closed. On average issues are closed in 4 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of fmbasics is v0.3.0

Quality

fmbasics has no bugs reported.

Security

fmbasics has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

fmbasics does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

fmbasics releases are available to install and integrate.

Installation instructions are not available. Examples and code snippets are available.

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fmbasics Key Features

No Key Features are available at this moment for fmbasics.

fmbasics Examples and Code Snippets

fmbasics - Financial Market Building Blocks,Basic objects

Lines of Code : 21

License : No License

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library("fmdates")
library("fmbasics")
AUD()
#>  AUD
AUDUSD()
#>  AUDUSD

library("lubridate")
to_fx_value(dates = ymd(20171230), tenor = "spot", x = AUDUSD())
#> [1] "2018-01-03"
to_fx_value(ymd(20171230), months(3), AUDUSD())
#> [1] "20

fmbasics - Financial Market Building Blocks,Pricing objects

Lines of Code : 16

License : No License

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zc <- build_zero_curve()
plot(zc$pillar_times, zc$pillar_zeros, xlab = 'Years', ylab = 'Zero')

interpolate(zc, year_frac(zc$reference_date, ymd(20170331), "act/365"))
#> [1] 0.0187453
interpolate_zeros(zc, ymd(20170331))
#>  1.87453%, CONTI

fmbasics - Financial Market Building Blocks,Interest rates and discount factors

Lines of Code : 11

License : No License

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rr <- InterestRate(value = 0.01, compounding = Inf, day_basis = "act/365")
as_DiscountFactor(rr, d1 = ymd(20170120), d2 = ymd(20210120))
#>  0.960763116514576, 2017-01-20--2021-01-20
# Convert to different rate basis
as_InterestRate(rr, day_bas

Community Discussions

No Community Discussions are available at this moment for fmbasics.Refer to stack overflow page for discussions.

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install fmbasics

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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