european_options: Test Data for European Options
In otrenav/implied-volatility-r-package: Compute and Graph Implied Volatilities of European Options
Description
A dataset with 20 observations of 5 variables. The variables
are type, value, underlying, strike, and maturity. They are
used to test the implied volatility functions in this package.
Usage
1
Format
A data frame with 20 observations and 5 variables:
- type
One of the two values: 'call' or 'put' (string)
- value
Value of the option (number)
- underlying
Current price of the underlying (number)
- strike
Strike price of the option (number)
- maturity
Time to maturity in fractional years (number)
otrenav/implied-volatility-r-package documentation built on Dec. 31, 2020, 1:10 a.m.
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Description
A dataset with 20 observations of 5 variables. The variables are type, value, underlying, strike, and maturity. They are used to test the implied volatility functions in this package.
Usage
1 |
Format
A data frame with 20 observations and 5 variables:
- type
One of the two values: 'call' or 'put' (string)
- value
Value of the option (number)
- underlying
Current price of the underlying (number)
- strike
Strike price of the option (number)
- maturity
Time to maturity in fractional years (number)
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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