Finance routines developed by the IGIDR Finance Research Group.

dtd | Computes distance to default |

dtd_reliance | Daily data on market capitalization, debt and equity... |

is_reliance | Example dataset on the spot and futures prices of RELIANCE |

pdshare | Computes information share & component share weights |

prep_maturity | Prepares a cross-section of data on options for a maturity to... |

vix_ci | Computes confidence interval for model-based volatility... |

vix_nifty | A cross section of Nifty options on 1st September, 2010. |

vix_pt | Computes point estimates of model-based volatility indexes |

vix_spx | A cross section of end-of-day SPX options on 17th September,... |

vxo | Calculates the old CBOE VIX also known as VXO |

vxo_nifty | A cross section of Nifty options on 1st September, 2010. |

vxo_spx | A cross section of end-of-day SPX options on 17th September,... |

weighted_iv | Computes weighted average implied volatility for a maturity |

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