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autoplot
2013 Apr 13
0
help on smoothing volatility surface..
...;- with(puts, interp(x=maturity, y=delta*100, z=IV*100,
xo=sort(unique(maturity)), extrap=FALSE ))
with(xyz, persp3d(x,y,z, col=heat.colors(length(z))[rank(z)],
xlab='maturity',
ylab='delta', zlab='IV', main='IV Surface'))
putsplot <- ggplot(puts, aes(delta, IV, group = factor(maturity), color =
factor(maturity))) +
labs(x = "Delta", y = "Implied Volatilty", title="Volatility Smile",
color = "GooG \nExpiration") +
scale_colour_discrete( breaks=c(fractionofyear.levels),...