ecop.from_symbol_conf: Constructor of ecop class by read conf for option sample data

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Constructor of ecop class by read conf for option sample data

Description

Read conf for option sample data and fitting parameters

Usage

ecop.from_symbol_conf(
  key,
  conf_file = "conf/ecop-fit-conf.yml",
  conf_data = NULL,
  extdata_dir = NULL
)

ecop.read_symbol_conf(key, conf_file = "conf/ecop-fit-conf.yml")

ecop.build_opt(ecop, df, otype)

Arguments

key	character. The top-level key in conf
conf_file	file name fof symbol config, default to conf/ecld-fit-conf.yml
conf_data	optionally feed config through a list. If this is not null, this takes priority and conf_file will be ignored.
extdata_dir	optionally specify user's own extdata folder
ecop	an ecop object with conf
df	dataframe of a single closing date and time to maturity
otype	option type

Value

the ecop object

Author(s)

Stephen H-T. Lihn

Examples

## Not run: 
    conf <- ecop.read_symbol_conf("spx2_1d")
    op <- ecop.from_symbol_conf("spx2_1d")

## End(Not run)

ecd documentation built on May 10, 2022, 1:07 a.m.