ecop.vix_plot_3x3: Produce 3x3 plot of VIX volatility smiles for a date
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecop.vix_plot_3x3 R Documentation
Produce 3x3 plot of VIX volatility smiles for a date
Description
This utlity produces 3x3 plot of volatility smiles for a date. It is used for the VIX option paper.
Usage
ecop.vix_plot_3x3(date_str, option_data, result, result_avg)
Arguments
date_str
character in the form of YYYY-MM-DD
option_data
dataframe, read from ecop.read_csv_by_symbol
result
dataframe, the VIX optimx result
result_avg
dataframe, the VIX optimx result using average lambda for all expirations
Value
The 3x3 plot
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecop.vix_plot_3x3 | R Documentation |
Produce 3x3 plot of VIX volatility smiles for a date
Description
This utlity produces 3x3 plot of volatility smiles for a date. It is used for the VIX option paper.
Usage
ecop.vix_plot_3x3(date_str, option_data, result, result_avg)
Arguments
date_str |
character in the form of YYYY-MM-DD |
option_data |
dataframe, read from |
result |
dataframe, the VIX optimx result |
result_avg |
dataframe, the VIX optimx result using average lambda for all expirations |
Value
The 3x3 plot
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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