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#' An S4 class to represent the option data and model calculation
#'
#' The \code{ecop.opt} class serves as an object-oriented container for
#' the type-specific (p or c) option data.
#'
#' @slot call the match.call slot
#' @slot otype character, option type
#' @slot range.from numeric, starting price range
#' @slot range.to numeric, ending price range
#' @slot momentum numeric, momentum for tranlation (T) operator
#' @slot epsilon numeric, asymptotic premium
#' @slot k_cusp numeric, the suggested cusp location for poly fit of prices
#' @slot ecldOrEcd the ecld/ecd class to calculate theoretical values in local regime
#' @slot S underyling price, this can be overriden by conf
#' @slot S_raw underyling price (before override)
#' @slot strike strike price
#' @slot k log-strike price
#' @slot V_last last option price
#' @slot V_bid bid option price
#' @slot V_ask ask option price
#' @slot V finalized option price (likely mid-point)
#' @slot IV implied volatility from the vendor
#'
#' @include ecd-ecldOrEcd-class.R
#' @keywords ecop
#'
#' @author Stephen H. Lihn
#'
#' @exportClass ecop.opt
setClass("ecop.opt",
representation(call = "call",
otype = "character",
range.from = "numeric",
range.to = "numeric",
momentum = "numeric",
epsilon = "numeric",
k_cusp = "numeric",
ecldOrEcd = "ecldOrEcd",
S = "numeric",
S_raw = "numeric",
strike = "numeric",
k = "numeric",
V_last = "numeric",
V_bid = "numeric",
V_ask = "numeric",
V = "numeric",
IV = "numeric"
),
prototype(call = call("ecop"),
otype = "",
range.from = NaN,
range.to = NaN,
momentum = NaN,
epsilon = NaN,
k_cusp = NaN,
ecldOrEcd = NULL,
S = NaN,
S_raw = NaN,
strike = NaN,
k = NaN,
V_last = NaN,
V_bid = NaN,
V_ask = NaN,
V = NaN,
IV = NaN)
)
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