ifrogs: Finance routines developed by the IGIDR Finance Research Group.
Version 1.1

Finance routines developed at IGIDR Finance Research Group.

Browse man pages Browse package API and functions Browse package files

AuthorFinance Research Group <anand.chirag@gmail.com>
Date of publication2015-01-14 09:59:25
MaintainerChirag Anand <anand.chirag@gmail.com>
LicenseGPL (>= 2)
Version1.1
URL http://r-forge.r-project.org/projects/ifrogs/
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ifrogs", repos="http://R-Forge.R-project.org")

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

Functions

MVARselect Source code
avg_iv Source code
check_vxo_data_for_a_maturity Source code
compute_vega Source code
construct_ci Source code
dtd Man page Source code
dtd_reliance Man page
get_weights Source code
is_reliance Man page
iv_statistic Source code
pdshare Man page Source code
prep_maturity Man page Source code
remove_bs_call_violations Source code
remove_bs_put_violations Source code
try_iv Source code
vix_ci Man page Source code
vix_nifty Man page
vix_pt Man page Source code
vix_spx Man page
vix_statistic Source code
vxo Man page Source code
vxo_nifty Man page
vxo_spx Man page
weighted_iv Man page Source code

Files

.dummy
DESCRIPTION
NAMESPACE
R
R/MVARselect.R
R/dtd.R
R/pdshare.R
R/vix.R
build
build/vignette.rds
data
data/dtd_reliance.RData
data/is_reliance.RData
data/vix_nifty.RData
data/vix_spx.RData
data/vxo_nifty.RData
data/vxo_spx.RData
inst
inst/doc
inst/doc/dtd.R
inst/doc/dtd.Rnw
inst/doc/dtd.pdf
inst/doc/pdshare.R
inst/doc/pdshare.Rnw
inst/doc/pdshare.pdf
inst/doc/vix.R
inst/doc/vix.Rnw
inst/doc/vix.pdf
inst/tests
inst/tests/data_prep_maturity.RData
inst/tests/data_vix_ci.RData
inst/tests/data_vix_pt.RData
inst/tests/data_vxo.RData
inst/tests/data_weighted_iv.RData
inst/tests/test_prep_maturity.R
inst/tests/test_vix_ci.R
inst/tests/test_vix_pt.R
inst/tests/test_vxo.R
inst/tests/test_weighted_iv.R
man
man/dtd.Rd
man/dtd_reliance.Rd
man/is_reliance.Rd
man/pdshare.Rd
man/prep_maturity.Rd
man/vix_ci.Rd
man/vix_nifty.Rd
man/vix_pt.Rd
man/vix_spx.Rd
man/vxo.Rd
man/vxo_nifty.Rd
man/vxo_spx.Rd
man/weighted_iv.Rd
tests
tests/test-all.R
vignettes
vignettes/dtd.Rnw
vignettes/dtd.bib
vignettes/jss.dtx
vignettes/jsslogo.jpg
vignettes/pdshare.Rnw
vignettes/pdshare.bib
vignettes/vix.Rnw
vignettes/vix.bib
ifrogs documentation built on May 21, 2017, 12:45 a.m.