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VolQuotes values - decimals
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imanuelcostigan committed Sep 7, 2019
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3 changes: 2 additions & 1 deletion R/vol-surface-class.R
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Expand Up @@ -105,7 +105,8 @@ print.VolSurface <- function(x, ...) {
#' of the volatility surface. The elements of the vector can either contain
#' the strikes, the moneyness or the delta. The input type is specified in
#' `type` parameter.
#' @param value numeric vector containing the values of the volatilities.
#' @param value numeric vector containing the values of the volatilities. Should
#' typically be represented as a decimal value (e.g. 30\% should be 0.3).
#' @param reference_date `Date` that captures the as of date. This is stored as
#' an attribute to the tibble and can be extracted by calling
#' `attr(x, "reference_date")`
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