Build a VolQuotes object from an example data set

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