option_dataset: Example option quote dataset.
In m-g-h/R.MFIV: Calculate Model Free Implied Volatility, i.e. the CBOE VIX from Option Quotes
option_dataset R Documentation
Example option quote dataset.
Description
Example option quote dataset.
Usage
option_dataset
Format
A data.table with the following columns:
ticker (character) - the underlying stock ticker symbol
t (datetime) - the time of quotation
exp (date) - the expiration date
price (numeric) - the underlying stock price
option_quotes (data.table) - a "nest" of option quotes.
Each cell in this column contains a data.table with the following columns:
K (numeric) - the strike price
c (numeric) - the corresponding call price
p (numeric) - the corresponding put price
m-g-h/R.MFIV documentation built on July 4, 2022, 3:35 a.m.
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| option_dataset | R Documentation |
Example option quote dataset.
Description
Example option quote dataset.
Usage
option_dataset
Format
A data.table with the following columns:
ticker (
character) - the underlying stock ticker symbolt (
datetime) - the time of quotationexp (
date) - the expiration dateprice (
numeric) - the underlying stock priceoption_quotes (
data.table) - a "nest" of option quotes. Each cell in this column contains adata.tablewith the following columns:K (
numeric) - the strike pricec (
numeric) - the corresponding call pricep (
numeric) - the corresponding put price
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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