cotahist-options-superset: Extracts equity option superset of data

In rb3: Download and Parse Public Data Released by B3 Exchange

Extracts equity option superset of data

Description

Equity options superset is a dataframe that brings together all data regarding equities, equity options and interest rates. This data forms a complete set (superset) up and ready to run options models, implied volatility calculations and volatility models.

Usage

cotahist_equity_options_superset(ch, yc)

cotahist_options_by_symbol_superset(symbol, ch, yc)

Arguments

ch	cotahist data structure
yc	yield curve
symbol	character with the name of the stock

Value

A dataframe with data of equities, equity options, and interest rates.

Examples

## Not run: 
refdate <- Sys.Date() - 1
ch <- cotahist_get(refdate, "daily")
yc <- yc_get(refdate)
ch_ss <- cotahist_equity_options_superset(ch, yc)
petr4_ch_ss <- cotahist_options_by_symbol_superset("PETR4", ch, yc)

## End(Not run)

rb3 documentation built on April 14, 2023, 5:10 p.m.