ecop.term_plot_3x3 | R Documentation |
This utlity produces 3x3 plot of volatility smiles for a date. It is used for the term structure paper.
ecop.term_plot_3x3( term_data, date_str, trim_points = 151, target_days = NULL, add.first.day = TRUE, show.put.bid = FALSE ) ecop.term_target_days_default ecop.term_realized_days(target_days, days) ecop.term_idx_range(realized_days, days)
term_data |
term structure data for one date, produced from |
date_str |
character in the form of YYYY-MM-DD |
trim_points |
integer, specifying number of data points to present in the plots |
target_days |
list of ceiling days for the plot |
add.first.day |
logic, whether to add the first expiration date to |
show.put.bid |
logic, show bid smile for put option. Default is |
days |
list of days to expiration from market data |
realized_days |
list of days realized for the plot |
An object of class numeric
of length 8.
The 3x3 plot
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