QuantConnect.Data.ConstantRiskFreeRateInterestRateModel Class Reference

Constant risk free rate interest rate model More...

Inheritance diagram for QuantConnect.Data.ConstantRiskFreeRateInterestRateModel:

Public Member Functions
	ConstantRiskFreeRateInterestRateModel (decimal riskFreeRate)
	Instantiates a ConstantRiskFreeRateInterestRateModel with the specified risk free rate More...
decimal	GetInterestRate (DateTime date)
	Get interest rate by a given date More...

Detailed Description

Constant risk free rate interest rate model

Definition at line 23 of file ConstantRiskFreeRateInterestRateModel.cs.

Constructor & Destructor Documentation

ConstantRiskFreeRateInterestRateModel()

QuantConnect.Data.ConstantRiskFreeRateInterestRateModel.ConstantRiskFreeRateInterestRateModel

(

decimal

riskFreeRate

)

Instantiates a ConstantRiskFreeRateInterestRateModel with the specified risk free rate

Definition at line 30 of file ConstantRiskFreeRateInterestRateModel.cs.

Member Function Documentation

GetInterestRate()

decimal QuantConnect.Data.ConstantRiskFreeRateInterestRateModel.GetInterestRate

(

DateTime

date

)

Get interest rate by a given date

Parameters

date

The date

Returns

Interest rate on the given date

Implements QuantConnect.Data.IRiskFreeInterestRateModel.

Definition at line 40 of file ConstantRiskFreeRateInterestRateModel.cs.

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The documentation for this class was generated from the following file:

• Common/Data/ConstantRiskFreeRateInterestRateModel.cs