CRAN

visualR 2.0.1

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

Released May 5, 2019 by John T. Buynak

This package cannot yet be used with Renjin it depends on other packages which are not available: plotly 4.9.0 and dplyr 0.8.0.1

Dependencies

dplyr 0.8.0.1 plotly 4.9.0 quantmod 0.4-14 zoo 1.8-5 optionstrat 1.1.0 jsonlite 1.6

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.

Source

R

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