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ui.R
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# This is the user-interface definition of a Shiny web application.
# You can find out more about building applications with Shiny here:
#
# http://shiny.rstudio.com
#
library(shiny)
shinyUI(fluidPage(
titlePanel("Volatility smile history"),
p("The application shows RTS Index options' implied volatility curves. To calculate the curves, we used Moskow Stock Exchange
estimation algorithm (", a('http://fs.moex.com/files/2639/'), ") and historical values of the model parameteres (",
a('http://ftp.moex.ru/pub/FORTS/volat_coeff/'), ")."),
p("The options' base assets are futures, so the x-axis labels of ", code("Smile chart"), " are 100 times more, than the index value.
Current index level is the vertical line on ", code("Smile chart"), " .
In the same way the selected date is highlighted on ", code("RTS Index chart"), ". "),
p("Click ", code("RTS Index chart"), " to see the volatility structure in the selected date."),
fluidRow(
column(width = 4,
<<<<<<< HEAD
=======
#uiOutput('dateSlider'),
>>>>>>> origin/master
dateInput('dateSlider', 'Input date', value = dates.rng[2], min = dates.rng[1], max = dates.rng[2]),
numericInput('nearestNum', label = 'Nearest expirations', value = 3, min = 0, step = 1)
),
column(width = 4,
sliderInput('strikeRngSlider', 'Strikes range', 0.05, 0.5, 0.2),
fluidRow(
column(width = 4, checkboxInput('checkLimit', label = 'Limit Y', value = F)),
column(width = 4, numericInput('yminNum', label = 'Y min', value = 20, min = 0, step = 1)),
column(width = 4, numericInput('ymaxNum', label = 'Y max', value = 40, min = 0, step = 1))
)
)
),
fluidRow(
<<<<<<< HEAD
column(width = 4,
h3('Volatility smile'),
plotOutput('smileChart')
),
column(width = 7,
h3('RTS Index'),
plotOutput('rtsChart', click = 'rts_click')
#verbatimTextOutput('rtsPlotText')
=======
column(width = 8,
plotOutput('smileChart'),
# plotOutput('rtsChart')
plotOutput('rtsChart', click = 'rts_click'),
verbatimTextOutput('rtsPlotText')
>>>>>>> origin/master
)
)
))