cotahist-options-superset {rb3}

Extracts equity option superset of data

Description

Equity options superset is a dataframe that brings together all data regarding equities, equity options and interest rates. This data forms a complete set (superset) up and ready to run options models, implied volatility calculations and volatility models.

Usage

cotahist_equity_options_superset(ch, yc)

cotahist_options_by_symbol_superset(symbol, ch, yc)

Arguments

ch

cotahist data structure

yc

yield curve

symbol

character with the name of the stock

Value

A dataframe with data of equities, equity options, and interest rates.

Examples

## Not run: 
refdate <- Sys.Date() - 1
ch <- cotahist_get(refdate, "daily")
yc <- yc_get(refdate)
ch_ss <- cotahist_equity_options_superset(ch, yc)
petr4_ch_ss <- cotahist_options_by_symbol_superset("PETR4", ch, yc)

## End(Not run)