Man pages for igidrfrg/ifrogs
Finance Routines Developed by the IGIDR Finance Research Group

create_snapshotPrepare data for computing impact cost.
dtdComputes distance to default
dtd_relianceDaily data on market capitalization, debt and equity...
execute_orderExecute market order and return execution details.
icFunction to compute impact cost.
ic_CINEMAXLimit order book data of Cinemax India Ltd. for 29th October,...
is_relianceExample dataset on the spot and futures prices of RELIANCE
lobA snapshot of the RELIANCE spot limit order book at 11AM on...
pdshareComputes information share & component share weights
prep_maturityPrepares a cross-section of data on options for a maturity to...
vix_ciComputes confidence interval for model-based volatility...
vix_niftyA cross section of Nifty options on 1st September, 2010.
vix_ptComputes point estimates of model-based volatility indexes
vix_spxA cross section of end-of-day SPX options on 17th September,...
vxoCalculates the old CBOE VIX also known as VXO
vxo_niftyA cross section of Nifty options on 1st September, 2010.
vxo_spxA cross section of end-of-day SPX options on 17th September,...
weighted_ivComputes weighted average implied volatility for a maturity
igidrfrg/ifrogs documentation built on Jan. 4, 2018, 12:51 a.m.