result_browser: Shiny applet to browse through figures of the VIX for...

In m-g-h/R.MFIV: Calculate Model Free Implied Volatility, i.e. the CBOE VIX from Option Quotes

Shiny applet to browse through figures of the VIX for different stock tickers and VIX variables.

Description

Shiny applet to browse through figures of the VIX for different stock tickers and VIX variables.

Usage

result_browser(data, index_var = "t", VIX_vars = c("VIX_wk", "VIX_mn"))

Arguments

data	A data.table with at least three columns: ticker (character, giving the name of the stock symbol) t (datetime or numeric, giving the time of observation for the x-axis. It is recommended to use a numeric index if multiple days should be displayed) \<values\> (numeric, a column with values to plot, e.g. the VIX) ... optional other \<value\> columns
index_var	Character scalar or vector corresponding to the name of the index columns in the input data. Defaults to t
VIX_vars	Character scalar or vector corresponding to the names of the value columns in the input data which should be plotted. Defaults to c("VIX_wk", "VIX_mn")

Value

Starts a shiny app that displays the VIX variables and allows to browse through the different tickers

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