Finance routines developed at IGIDR Finance Research Group.
|Author||Finance Research Group <email@example.com>|
|Date of publication||2015-01-14 09:59:25|
|Maintainer||Chirag Anand <firstname.lastname@example.org>|
|License||GPL (>= 2)|
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