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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:

Reference manual: FinancialInstrument.html , FinancialInstrument.pdf

Downloads:

Package source: FinancialInstrument_1.4.1.tar.gz
Windows binaries: r-devel: not available, 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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=FinancialInstrument to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.