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
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
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
m-g-h/R.MFIV documentation built on July 4, 2022, 3:35 a.m.