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

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

Usage

qmoms_compute(
  mnes,
  vol,
  days,
  rate,
  params = rq_default_params(),
  output = c("list", "pandas")
)

Arguments

mnes

numeric K/S (sorted internally)

vol

numeric IV

days

integer days to maturity

rate

numeric risk-free (per year)

params

list from rq_default_params()

output

'list' (default) or 'pandas' (1-row tibble)