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DESCRIPTION
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Package: ustreasuries
Type: Package
Title: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Description: Download US Treasury yields from 1962, bond price data from 2010 and provide analyses.
All the standard options formulas are provided, tested against Hull's seventh edition,
including all the Greeks.
Version: 1.0.0
Date: 2016-02-28
Authors@R: c(
person("George", "Fisher", email = "[email protected]", role = c("aut", "cre")),
person("Pratik", "Biswas", email = "[email protected]", role = c("ctb")))
URL: https://github.com/grfiv/ustreasuries
BugReports: https://github.com/grfiv/ustreasuries/issues
License: GPL-3
LazyData: TRUE
Imports:
dplyr (>= 0.4.3),
jrvFinance (>= 1.3),
lubridate (>= 1.5.0),
pbivnorm (>= 0.6.0),
magrittr (>= 1.5),
RCurl (>= 1.95.4.7),
rvest (>= 0.3.1),
tidyr (>= 0.4.1),
XML (>= 3.98.1.3),
xml2 (>= 0.1.2),
xts (>= 0.9.7),
YieldCurve (>= 4.1)
Depends:
R (>= 3.2.3)
RoxygenNote: 5.0.1
Suggests:
knitr (>= 1.12.3),
rmarkdown (>= 0.9.2),
testthat (>= 0.11.0)
VignetteBuilder: knitr