Files in m-g-h/R.MFIV
Calculate Model Free Implied Volatility, i.e. the CBOE VIX from Option Quotes
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.gitignore
CRAN-SUBMISSION
DESCRIPTION
LICENSE
LICENSE.md
NAMESPACE
NEWS.md
R.MFIV.Rproj
R/BS_Options.R
R/CBOE_VIX.R
R/JandT_smoothing.R
R/datasets.R
R/general.R
R/risk-free-rate.R
R/utils-data-table.R
R/utils.R
R/visualisations.R
R/zzz.R
README.Rmd
README.md
codecov.yml
cran-comments.md
data-raw/cmt_dataset.R
data-raw/example_pricedata.csv
data-raw/example_pricedata_small.csv
data-raw/option_dataset.R
data/cmt_dataset.rda
data/option_dataset.rda
figures.pptx
inst/CITATION
man/CBOE_F_0.Rd
man/CBOE_K_0.Rd
man/CBOE_VIX_index.Rd
man/CBOE_VIX_vars.Rd
man/CBOE_delta_K.Rd
man/CBOE_interpolation_terms.Rd
man/CBOE_option_selection.Rd
man/CBOE_sigma_sq.Rd
man/JandT_2007_sigma_sq.Rd
man/JandT_2007_smoothing_method.Rd
man/R.MFIV.Rd
man/cmt_dataset.Rd
man/figures/README-pressure-1.png
man/figures/README-unnamed-chunk-15-1.png
man/figures/README-unnamed-chunk-16-1.png
man/figures/README-unnamed-chunk-17-1.png
man/figures/README-unnamed-chunk-18-1.png
man/figures/README-unnamed-chunk-22-1.png
man/figures/README-unnamed-chunk-23-1.png
man/figures/VIX_formulas.PNG
man/figures/equation.svg
man/figures/hex.png
man/figures/hex.svg
man/figures/hex_small.svg
man/interpolate_rfr.Rd
man/option_dataset.Rd
man/option_descriptives.Rd
man/plot_VIX.Rd
man/result_browser.Rd
man/scrape_cmt_data.Rd
man/third_fridays.Rd
tests/testthat.R
tests/testthat/cor_VIX_vars
tests/testthat/cor_desc
tests/testthat/cor_extra_data
tests/testthat/cor_fridays
tests/testthat/correct_cmt
tests/testthat/correct_rfr
tests/testthat/test-CBOE_VIX.R
tests/testthat/test-JandT_smoothing.R
tests/testthat/test-general.R
tests/testthat/test-risk-free-rate.R
written/.gitignore
written/main.tex
written/performance.Rmd
written/performance.html
