opt_chain: Option chain for July 2017 options on NSE (India) NIFTY 50...
In prodipta/bsoption: Black-Scholes implementation for equity index options
Description
Usage
Format
Source
Description
A dataset containing the prices and other attributes of almost 8 options (
four calls and four puts) of NIFTY 50 Index for calibration of volatility.
Usage
1
Format
A data frame with 8 observations and 5 variables:
- strike
strike of the option, in index points
- price
price of the options, in INR
- forward
forward level of the index
- expiry
expiry date of the options
- type
type of options, either call or put
Source
prodipta/bsoption documentation built on May 29, 2019, 2:57 p.m.
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Description Usage Format Source
Description
A dataset containing the prices and other attributes of almost 8 options ( four calls and four puts) of NIFTY 50 Index for calibration of volatility.
Usage
1 |
Format
A data frame with 8 observations and 5 variables:
- strike
strike of the option, in index points
- price
price of the options, in INR
- forward
forward level of the index
- expiry
expiry date of the options
- type
type of options, either call or put
Source
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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