VIX and CX

Implementation of (CBOE's) VIX and CX (Corridor implied Volatility) indexes from option data

Given options data across several strikes for two maturities, the code implements the VIX and CX indexes.

The implementation follows:
Andersen, Torben G., Oleg Bondarenko, and Maria T. Gonzalez-Perez. "Exploring return dynamics via corridor implied volatility." The Review of Financial Studies 28.10 (2015): 2902-2945.