ldhmm.oxford_man_realized_data: Get the realized data from Oxford-Man

Description Usage Arguments Value Author(s) References Examples

View source: R/ldhmm-oxford_man_realized_data.R

Description

This utility fetches the realized data from Oxford-Man and stores the data frame in local memory. It can be retrieved as getOption("ldhmm.oxford.rv"). Since the data is updated on a daily basis. The user can optionally force the utility to fetch the new file in the same R-session. Note that the download is network intensive. The size of file is about 10-20 MB and growing daily. In addition, VIX daily data is downloaded as getOption("ldhmm.oxford.vix").

Usage

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Arguments

force

logical, force the utility to fetch the new file. Default is FALSE.

debug

logical, print debug information. Could be very verbose. Default is FALSE.

Value

data.frame containing the raw data from Oxford-Man.

Author(s)

Stephen H. Lihn

References

Oxford-Man Institute of Quantitative Finance. Realized Library: http://realized.oxford-man.ox.ac.uk

Examples

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## Not run: 
    ldhmm.oxford_man_realized_data()

## End(Not run)

ldhmm documentation built on March 18, 2018, 1:51 p.m.