TSLAMarket: Market information snapshot for TSLA options
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
Description
Usage
Format
Details
Description
A dataset containing option contract details and a
snapshot of market prices
for Tesla Motors (TSLA) equity options, interest rates and an equity price.
Usage
1
Format
An object of class list of length 3.
Details
The TSLAMarket list contains three elements:
S0: The stock price as of snapshot time
risk_free_rates: The spot risk-free rate curve as of snapshot time
options: A data frame with details of the options market
ragtop documentation built on March 26, 2020, 7:28 p.m.
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Description Usage Format Details
Description
A dataset containing option contract details and a snapshot of market prices for Tesla Motors (TSLA) equity options, interest rates and an equity price.
Usage
1 |
Format
An object of class list of length 3.
Details
The TSLAMarket list contains three elements:
S0: The stock price as of snapshot timerisk_free_rates: The spot risk-free rate curve as of snapshot timeoptions: A data frame with details of the options market
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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