ifrogs: Finance routines developed by the IGIDR Finance Research Group.

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Finance routines developed at IGIDR Finance Research Group.

Author
Finance Research Group <anand.chirag@gmail.com>
Date of publication
2015-01-14 09:59:25
Maintainer
Chirag Anand <anand.chirag@gmail.com>
License
GPL (>= 2)
Version
1.1
URLs

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Man pages

dtd
Computes distance to default
dtd_reliance
Daily data on market capitalization, debt and equity...
is_reliance
Example dataset on the spot and futures prices of RELIANCE
pdshare
Computes information share & component share weights
prep_maturity
Prepares a cross-section of data on options for a maturity to...
vix_ci
Computes confidence interval for model-based volatility...
vix_nifty
A cross section of Nifty options on 1st September, 2010.
vix_pt
Computes point estimates of model-based volatility indexes
vix_spx
A cross section of end-of-day SPX options on 17th September,...
vxo
Calculates the old CBOE VIX also known as VXO
vxo_nifty
A cross section of Nifty options on 1st September, 2010.
vxo_spx
A cross section of end-of-day SPX options on 17th September,...
weighted_iv
Computes weighted average implied volatility for a maturity

Files in this package

ifrogs/.dummy
ifrogs/DESCRIPTION
ifrogs/NAMESPACE
ifrogs/R
ifrogs/R/MVARselect.R
ifrogs/R/dtd.R
ifrogs/R/pdshare.R
ifrogs/R/vix.R
ifrogs/build
ifrogs/build/vignette.rds
ifrogs/data
ifrogs/data/dtd_reliance.RData
ifrogs/data/is_reliance.RData
ifrogs/data/vix_nifty.RData
ifrogs/data/vix_spx.RData
ifrogs/data/vxo_nifty.RData
ifrogs/data/vxo_spx.RData
ifrogs/inst
ifrogs/inst/doc
ifrogs/inst/doc/dtd.R
ifrogs/inst/doc/dtd.Rnw
ifrogs/inst/doc/dtd.pdf
ifrogs/inst/doc/pdshare.R
ifrogs/inst/doc/pdshare.Rnw
ifrogs/inst/doc/pdshare.pdf
ifrogs/inst/doc/vix.R
ifrogs/inst/doc/vix.Rnw
ifrogs/inst/doc/vix.pdf
ifrogs/inst/tests
ifrogs/inst/tests/data_prep_maturity.RData
ifrogs/inst/tests/data_vix_ci.RData
ifrogs/inst/tests/data_vix_pt.RData
ifrogs/inst/tests/data_vxo.RData
ifrogs/inst/tests/data_weighted_iv.RData
ifrogs/inst/tests/test_prep_maturity.R
ifrogs/inst/tests/test_vix_ci.R
ifrogs/inst/tests/test_vix_pt.R
ifrogs/inst/tests/test_vxo.R
ifrogs/inst/tests/test_weighted_iv.R
ifrogs/man
ifrogs/man/dtd.Rd
ifrogs/man/dtd_reliance.Rd
ifrogs/man/is_reliance.Rd
ifrogs/man/pdshare.Rd
ifrogs/man/prep_maturity.Rd
ifrogs/man/vix_ci.Rd
ifrogs/man/vix_nifty.Rd
ifrogs/man/vix_pt.Rd
ifrogs/man/vix_spx.Rd
ifrogs/man/vxo.Rd
ifrogs/man/vxo_nifty.Rd
ifrogs/man/vxo_spx.Rd
ifrogs/man/weighted_iv.Rd
ifrogs/tests
ifrogs/tests/test-all.R
ifrogs/vignettes
ifrogs/vignettes/dtd.Rnw
ifrogs/vignettes/dtd.bib
ifrogs/vignettes/jss.dtx
ifrogs/vignettes/jsslogo.jpg
ifrogs/vignettes/pdshare.Rnw
ifrogs/vignettes/pdshare.bib
ifrogs/vignettes/vix.Rnw
ifrogs/vignettes/vix.bib