Nothing
extract.shimko.density <-
function(market.calls, call.strikes, r, y, te, s0, lower, upper)
{
implied.volatilities = compute.implied.volatility(r = r, te = te, s0 = s0, k = call.strikes,
y = y, call.price = market.calls, lower = lower , upper = upper)
implied.curve.obj = fit.implied.volatility.curve(x = implied.volatilities,k = call.strikes)
shimko.density = dshimko(r = r, te = te, s0 = s0, k = call.strikes, y = y,
a0 = implied.curve.obj$a0, a1 = implied.curve.obj$a1, a2 = implied.curve.obj$a2)
out = list(implied.curve.obj = implied.curve.obj, shimko.density = shimko.density, implied.volatilities = implied.volatilities)
out
}
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