Brazilian Yield Curve

The latest version of GetTDData offers function get.yield.curve to download the current Brazilian yield curve directly from Anbima. The yield curve is a financial tool that shows how, based on current prices of fixed income instruments, the market perceives the future real, nominal and inflation returns. You can find more... [Read More]

Recreating the LOB

Update to GetHFData (Version 1.4)

GetHFData newest version (1.4) allows the recreation of the LOB (limit order book) based on order data. A limit order book is the standard format that trading occurs in most exchanges. Order are sent and executed whenever there is a match of order prices from sellers and buyers. Recreating the... [Read More]
Tags: R, GetHFData, LOB

Package GetLattesData

Downloading and reading bibliometric data from Lattes

Lattes is the largest and unique platform for academic curriculumns. There you can find information about the academic work of ALL Brazilian scholars. It includes institution of PhD, current employer, field of work, all publications metadata and many more. It is an unique and reliable source of information for bibliometric... [Read More]
Tags: R, GetLattesData, Lattes, bibliometric studies