
thanks for your response, Michael

I didn't find any demo(lattice) but I did look at the demo(persp). however, being new to R, I was trying to get a better understanding of how to organize the data.

I can post to the general list, but I figured since the folks on the financial side would understand the implied vol reference, I could get some good guidance faster  and perhaps any additional suggestions, if similar stuff has been done by the others :-)

Best,
BA

> From: michael.weylandt@gmail.com
> Date: Wed, 26 Oct 2011 15:26:53 -0400
> Subject: Re: [R-SIG-Finance] 3d implied volatility surface
> To: fin_engr@hotmail.com
> CC: r-sig-finance@r-project.org
> 
> This isn't specifically financial so any follow up is perhaps better
> done on the general R-help list, but try demo(persp) to see some
> example code that's built in. If I remember correctly, demo(lattice)
> also has at least one 3d example.
> 
> Michael
> 
> On Wed, Oct 26, 2011 at 1:43 PM, financial engineer
> <fin_engr@hotmail.com> wrote:
> >
> > hi,
> >
> > I'd like to be able to plot a 3-d vol surface using option strike vs. expiration(as yrs to maturity) vs. implied volatility.
> >
> > I have the historical trade-date, expiration-date, strike, option price, option symbol, option type, implied vol. etc. data for each option,
> > so I ran the following query:
> > OpQuotes <- dbGetQuery(con,"SELECT strike,iv,ytm FROM greeks WHERE trade_date='2011-10-07' AND symbol like 'MCO%'and type='C';")
> >
> > I am trying to figure out if I need to convert the above into a list or have individual matrices, or set it up as a seq. Would appreciate some help/direction/suggestion/example code on that.
> >
> > I'd like to be able to use "persp" or "lattice" to plot this.
> >
> > thanks!
> >
> >        [[alternative HTML version deleted]]
> >
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> >
 		 	   		  
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