ecop.vix_plot_3x3

character in the form of YYYY-MM-DD

date_str

dataframe, read from <code>ecop.read_csv_by_symbol</code>

option_data

result

dataframe, the VIX optimx result using average lambda for all expirations

result_avg

This utlity produces 3x3 plot of volatility smiles for a date. It is used for the VIX option paper.

structure

term

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.vix_plot_3x3: Produce 3x3 plot of VIX volatility smiles for a date

Description

Usage

Arguments

Value