ecop.from_symbol_conf | R Documentation |
Read conf for option sample data and fitting parameters
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)
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 |
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 |
the ecop object
Stephen H-T. Lihn
## Not run: conf <- ecop.read_symbol_conf("spx2_1d") op <- ecop.from_symbol_conf("spx2_1d") ## End(Not run)
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