{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import warnings\n",
    "warnings.simplefilter('ignore')\n",
    "\n",
    "import os\n",
    "import sys\n",
    "sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python', 'exploration'))\n",
    "sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python'))\n",
    "\n",
    "%matplotlib inline\n",
    "import seaborn\n",
    "seaborn.mpl.rcParams['figure.figsize'] = (10.0, 6.0)\n",
    "seaborn.mpl.rcParams['savefig.dpi'] = 90"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import option_trades as ot"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "HY28Vol = ot.realized_vol(\"HY\", 28,\"5yr\", years = 3)\n",
    "IG28Vol = ot.realized_vol(\"IG\", 28,\"5yr\", years = 3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "HY28Vol[0].plot()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "IG28Vol[0].plot()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.6.1"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 1
}