ecop.read_csv_by_symbol

ecop.enrich_option_df

symbol

optionally specify user's own extdata folder

extdata_dir

dataframe, it is assumed to be in CBOE heading format

Read option data csv into dataframe. The dataframe is enriched with
<code>Date, expiration_date, days</code>.

data

Elliptic lambda distribution and lambda option pricing model
have been evolved into a framework of
stable-law inspired distributions,
such as the extended stable lambda distribution for asset return,
stable count distribution for volatility,
and Lihn-Laplace process as a leptokurtic extension of Wiener process.
This package contains functions for the computation of
density, probability, quantile, random variable, fitting procedures,
option prices, volatility smile. It also comes with sample financial data,
and plotting routines.

ecop.read_csv_by_symbol: Read option data csv

Description

Usage

Arguments

Value

Examples