vcube dataset

Vol Cube Example Data

RQuantLib package Read PDF manual

Maintainer: Dirk Eddelbuettel
License: GPL (>= 2)
Last published: 2024-07-31

About the dataset

Number of rows: 1343
Number of columns: 4
Class: data.table, data.frame

Column names and types

Expiry:factor
Tenor:factor
Spread:integer
LogNormalVol:numeric