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{
"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
}
|
