VIX_term_structure

Plot the VIX index term structure for historical dates, relative to today, using Eikon data source.

RICS:      .VIX9D, .VIX, .VIX3M, .VIX1Y, .SPX

Dates:    T-1, T-2, T-5, T-21, T-63, T-252

Prerequisites

To use this module we need to have a few things in place:

• A running Eikon desktop application.
• A valid Eikon API key in the "eikon_cfg.cfg" file.

Example of results