dvix: Daily VIX Close

Description Usage Format Author(s) Source Examples

Description

The daily closing value of the CBOE VIX index.

Usage

1

Format

An xts object with 6,802 observations and 1 columns. The data run from January, 1990 through December, 2016. 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 [email protected]

Source

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

Examples

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

## End(Not run)

shabbychef/aqfb_data documentation built on May 27, 2018, 12:25 a.m.