expand_prices: Fill missing leg prices

Description Usage Arguments Value

View source: R/fill_strategy_prices.R

Description

Fill missing leg prices

Usage

1
expand_prices(leg_prices, union_datetime)

Arguments

leg_prices

Dataframe of option leg prices

union_datetime

Vector or datetimes to join on

Value

Prices dataframe with missing values filled with prior prices


zumthor86/OptionsAnalytics documentation built on Oct. 20, 2020, 1:15 p.m.