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 |
| Reference manual: | FinancialInstrument.html , FinancialInstrument.pdf |
| Package source: | FinancialInstrument_1.4.1.tar.gz |
| Windows binaries: | r-devel: FinancialInstrument_1.4.1.zip, r-release: FinancialInstrument_1.4.1.zip, r-oldrel: FinancialInstrument_1.4.1.zip |
| macOS binaries: | r-release (arm64): FinancialInstrument_1.4.1.tgz, r-oldrel (arm64): FinancialInstrument_1.4.1.tgz, r-release (x86_64): FinancialInstrument_1.4.1.tgz, r-oldrel (x86_64): FinancialInstrument_1.4.1.tgz |
| Old sources: | FinancialInstrument archive |
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