visualR

Generates a 3D Visualization of Volatility Skew and Stock Option Parameters Plotted Over Time

Generates a 3D graph which plots the volatility skew of a stock or a selected stock option parameter over time. The default setting plots the net parameter position of a double vertical spread over time.

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Description file content

Package
visualR
Type
Package
Title
Generates a 3D Visualization of Volatility Skew and Stock Option Parameters Plotted Over Time
Version
2.0.1
Author
John T. Buynak
Maintainer
John T. Buynak
Description
Generates a 3D graph which plots the volatility skew of a stock or a selected stock option parameter over time. The default setting plots the net parameter position of a double vertical spread over time.
License
GPL-3
Encoding
UTF-8
LazyData
true
Depends
R (>= 3.5), optionstrat, quantmod
Imports
dplyr, jsonlite, plotly, zoo
Suggests
knitr, rmarkdown
VignetteBuilder
knitr
RoxygenNote
6.1.1
NeedsCompilation
no
Packaged
2019-05-05 18:36:27 UTC; John Buynak
Repository
CRAN
Date/Publication
2019-05-05 20:00:03 UTC

install.packages('visualR')

2.0.1

2 months ago

John T. Buynak

GPL-3

Depends on

R (>= 3.5), optionstrat, quantmod

Imports

dplyr, jsonlite, plotly, zoo

Suggests

knitr, rmarkdown

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