ecop.read_csv_by_symbol: Read option data csv
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecop.read_csv_by_symbol R Documentation
Read option data csv
Description
Read option data csv into dataframe. The dataframe is enriched with
Date, expiration_date, days.
Usage
ecop.read_csv_by_symbol(symbol, extdata_dir = NULL)
ecop.enrich_option_df(df)
Arguments
symbol
character, option data symbol
extdata_dir
optionally specify user's own extdata folder
df
dataframe, it is assumed to be in CBOE heading format
Value
dataframe
Author(s)
Stephen H-T. Lihn
Examples
df <- ecop.read_csv_by_symbol("spxoption2")
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecop.read_csv_by_symbol | R Documentation |
Read option data csv
Description
Read option data csv into dataframe. The dataframe is enriched with
Date, expiration_date, days.
Usage
ecop.read_csv_by_symbol(symbol, extdata_dir = NULL) ecop.enrich_option_df(df)
Arguments
symbol |
character, option data symbol |
extdata_dir |
optionally specify user's own extdata folder |
df |
dataframe, it is assumed to be in CBOE heading format |
Value
dataframe
Author(s)
Stephen H-T. Lihn
Examples
df <- ecop.read_csv_by_symbol("spxoption2")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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