Nothing
######################################################################
# Create the base Vol class
#
# This is used to represent the vol-based products and it will be contained to all the volatility-related classes
Vol = setRefClass("Vol",
fields = list(vol_strike = "numeric",
annualization_factor = "numeric",
vega_notional = "numeric",
Underlying_Instrument = "character"
),
methods = list(
ComputeVarianceUnits = function() {
return(vega_notional/(2*vol_strike))
}
))
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.