API for m-g-h/R.MFIV
Calculate Model Free Implied Volatility, i.e. the CBOE VIX from Option Quotes
| Global functions | |
|---|---|
| .fGBSVolatility | Source code |
| .onAttach | Source code |
| CBOE_F_0 | Man page Source code |
| CBOE_K_0 | Man page Source code |
| CBOE_VIX_index | Man page |
| CBOE_VIX_vars | Man page |
| CBOE_delta_K | Man page Source code |
| CBOE_interpolation_terms | Man page |
| CBOE_option_selection | Man page Source code |
| CBOE_sigma_sq | Man page Source code |
| CND | Source code |
| GBSOption | Source code |
| GBSVolatility | Source code |
| JandT_2007_sigma_sq | Man page |
| JandT_2007_smoothing_method | Man page Source code |
| NDF | Source code |
| R.MFIV | Man page |
| R.MFIV-package | Man page |
| cmt_dataset | Man page |
| interpolate_rfr | Man page |
| option_dataset | Man page |
| option_descriptives | Man page Source code |
| plot_VIX | Man page Source code |
| result_browser | Man page Source code |
| scrape_cmt_data | Man page Source code |
| third_fridays | Man page |
