API for ifrogs
Finance routines developed by the IGIDR Finance Research Group.
| Global 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 |
