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#' An S4 class to represent the top-level option model
#'
#' The \code{ecop} class serves as an object-oriented container for
#' the option pricing model. It does have a specific purpose at the moment -
#' that is, to produce all the data for the charts of the paper, based on
#' CBOE data structure. Therefore, user may not find it general enough.
#' That probably will be the case for the time being until more popularity calls
#' for a more generic container.
#'
#' @slot call the match.call slot
#' @slot conf list, configuration
#' @slot key character
#' @slot symbol character
#' @slot datadate Date
#' @slot days numeric, days between datadate and expiry date
#' @slot ttm numeric, time to maturity in days/365
#' @slot int_rate numeric
#' @slot div_yield numeric
#' @slot put_data the put data of ecop.opt class
#' @slot call_data the call data of ecop.opt class
#' @slot put_conf list, the put configuration
#' @slot call_conf list, the call configuration
#'
#' @include ecop-opt-class.R
#' @keywords ecop
#'
#' @author Stephen H-T. Lihn
#'
#' @exportClass ecop
setClass("ecop",
representation(call = "call",
conf = "list",
key = "character",
symbol = "character",
datadate = "Date",
days = "numeric",
ttm = "numeric",
int_rate = "numeric",
div_yield = "numeric",
put_data = "ecop.opt",
call_data = "ecop.opt",
put_conf = "list",
call_conf = "list"
),
prototype(call = call("ecop"),
conf = list(),
key = "",
symbol = "",
datadate = as.Date("1970-01-01"),
days = NaN,
ttm = NaN,
int_rate = NaN,
div_yield = NaN,
put_data = NULL,
call_data = NULL,
put_conf = list(),
call_conf = list()
)
)
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