hbianco/plotivol: Plot Impied Volatility

The package computes and plots implied volatilities of a set of European options on future contracts. The input is a data.frame object. It returns the computed implied volatilities and plots the results.

Getting started

Package details

AuthorHerve Biancotto
MaintainerThe package maintainer <h.biancottof@hotmail.fr>
LicenseNA
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hbianco/plotivol")
hbianco/plotivol documentation built on May 18, 2019, 3:42 p.m.