dvix: Daily VIX Close

In shabbychef/aqfb_data: Data for the AQFB Book and Package

Description

The daily closing value of the CBOE VIX index.

Usage

dvix

Format

An xts object with 7,304 observations and 1 columns. The data run from January, 1990 through December, 2018. The columns are defined as follows:

VIX

The closing value of the VIX index. From January 2004 onward, the data are from the modern definition of the VIX index. The data from before 2004 are sourced from the back-computed data archive on CBOE.

Author(s)

Steven E. Pav [e-mail]

Source

CBOE. See http://www.cboe.com/products/vix-index-volatility/vix-options-and-futures/vix-index/vix-historical-data.

Examples

## Not run: 
data(dvix)
str(dvix)

## End(Not run)

shabbychef/aqfb_data documentation built on June 16, 2019, 1:07 a.m.