vix_spx: A cross section of end-of-day SPX options on 17th September,...
In ifrogs: Finance routines developed by the IGIDR Finance Research Group.
Description
The end-of-day data on S&P 500 (SPX) index options at CBOE for 17th
September, 2010. This includes the two nearest maturities, one and three
month riskfree rates, option type, strike price, price of the underlying
index, and the best buy and ask prices of the options.
Usage
1
Format
list of 2 data.frames
ifrogs documentation built on May 31, 2017, 2:27 a.m.
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Description
The end-of-day data on S&P 500 (SPX) index options at CBOE for 17th September, 2010. This includes the two nearest maturities, one and three month riskfree rates, option type, strike price, price of the underlying index, and the best buy and ask prices of the options.
Usage
1 |
Format
list of 2 data.frames
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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