df1_sample: implied vol via Black76
In Mingyue-Hu/VolBlack76: Calculate the implied vol for European options and graph
Description
Usage
Arguments
Format
Details
Examples
Description
compute implied vol and plot
Usage
1
Arguments
df_raw,
is a dataframe with the same formats with the sample df1.
Format
An object of class data.frame with 2 rows and 5 columns.
Details
this function is used for calculating the implied vol for European options
using the balck76 model and plot the figure of implied vol under diverse strike
prices for call options vs put options.
Examples
1
2
plotImpliedVol(df1_sample)
plotImpliedVol()
Mingyue-Hu/VolBlack76 documentation built on Oct. 30, 2019, 9:29 p.m.
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Description Usage Arguments Format Details Examples
Description
compute implied vol and plot
Usage
1 |
Arguments
df_raw, |
is a dataframe with the same formats with the sample df1. |
Format
An object of class data.frame with 2 rows and 5 columns.
Details
this function is used for calculating the implied vol for European options using the balck76 model and plot the figure of implied vol under diverse strike prices for call options vs put options.
Examples
1 2 | plotImpliedVol(df1_sample)
plotImpliedVol()
|
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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