vxo_spx: A cross section of end-of-day SPX options on 17th September,...
In igidrfrg/ifrogs: Finance Routines Developed by the Finance Research Group
Description
The end-of-day data on eight at-the-money (ATM) S&P 500 (SPX) index options
at CBOE for 17th September, 2010. This includes the two nearest maturities,
one and three month riskfree rates, option type, strike price, price of the
underlying index, and the best buy and ask prices of the options.
Usage
1
Format
data.frame (8 x 7)
igidrfrg/ifrogs documentation built on July 20, 2020, 2:02 p.m.
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Description
The end-of-day data on eight at-the-money (ATM) S&P 500 (SPX) index options at CBOE for 17th September, 2010. This includes the two nearest maturities, one and three month riskfree rates, option type, strike price, price of the underlying index, and the best buy and ask prices of the options.
Usage
1 |
Format
data.frame (8 x 7)
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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