This creates an object of class VolQuotes from the example data set volsurface.csv.

build_vol_quotes()

Value

a VolQuotes object from package built-in data

See also

Other build vol object helpers: build_vol_surface

Examples

build_vol_quotes()
#> # A tibble: 867 x 3 #> maturity smile value #> <date> <dbl> <dbl> #> 1 2019-04-27 4.88 0.798 #> 2 2019-05-30 4.88 0.672 #> 3 2019-06-27 4.88 0.546 #> 4 2019-09-26 4.88 0.674 #> 5 2019-12-19 4.88 0.638 #> 6 2020-06-30 4.88 0.581 #> 7 2020-12-31 4.88 0.588 #> 8 2021-06-30 4.88 0.617 #> 9 2021-12-31 4.88 0.620 #> 10 2022-06-30 4.88 0.617 #> # … with 857 more rows