ecd (version 0.9.1)

ecop.plot_option: Plot option chain charts using conf from option sample data

Description

This utility produces standardized plots of 3. The first plot is the option state price and fits. The second plot is the log-slope of option state prices and fits. The thrid plot is the implied volatility and fits.

Usage

ecop.plot_option(object, otype, simulate = TRUE, do.polyfit = TRUE)

Arguments

object

an ecop object with conf

otype

option type

simulate

logical, if TRUE, simulate according to lambda transformation and lambda distribution.

do.polyfit

logical, if TRUE, use polyfit to enhance the resolution on the peak of the lop-slope curve. In some cases, there aren't enough data points for polyfit, use this parameter to turn the feature off.

Value

The ecop.opt object

Examples

# NOT RUN {
    op <- ecop.from_symbol_conf("spx2_1d")
    par(mfcol=c(3,2))
    ecop.plot_option(op, otype="c")
    ecop.plot_option(op, otype="p")
# }