Package index • rqmoms

All functions

filter_options(): Filter option rows by moneyness, delta windows and quality flags

get_rate_for_maturity(): Interpolate a zero rate for a given maturity (or merge rates into a surface)

qmoms_compute(): Compute moments for one (id,date,days) combo (pure R)

qmoms_compute_bygroup(): Compute qmoms for a single grouped surface (convenience wrapper)

qmoms_surface: Example implied-vol surface (from vilkovgr/qmoms)

qmoms_zerocd: Example zero curve (from vilkovgr/qmoms)

rq_default_params(): Default parameters (mirrors Python qmoms_params.default_params)