DESCRIPTION

Package: SwapPricer
Type: Package
Title: Pricing of Financial Interest Rate Swaps
Version: 1.0.2
Author: Davide Magno
Maintainer: Davide Magno <davide.magno@curiousfrm.com>
Description: This toolbox calculates the price and risk characteristics of 
    interest rate swaps, a widely used financial instrument. Please refer to the
    vignettes to understand how to setup the input data and run the main 
    routines. The current version of the toolbox can price standard and non 
    standard swaps denominated in Swiss Franc, Euro, UK Sterling, Japanese Yen 
    and US Dollars using a one curve approach. The functions in this package 
    implement the methodology present in the following paper:<arXiv:0905.2770>
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
Imports: 
    Quandl,
    dplyr,
    lubridate,
    purrr,
    stringr,
    tibble,
    magrittr,
    fmdates,
    rlang (>= 0.1.2),
    tidyr,
    fredr,
    data.table
Suggests: 
    knitr,
    rmarkdown,
    roxygen2,
    formattable,
    kableExtra
Depends:
    R (>= 2.10)
VignetteBuilder: knitr
URL: https://github.com/DavideMagno/SwapPricer, https://www.curiousfrm.com/
BugReports: https://github.com/DavideMagno/SwapPricer/issues
License: GPL-3