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

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tests/testthat.R

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

library(testthat)
library(R.MFIV)

test_check("R.MFIV")
m-g-h/R.MFIV documentation built on June 13, 2025, 10:39 a.m.

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