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
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.
