QuantConnect.Data.InterestRateProvider Class Reference

Fed US Primary Credit Rate at given date More...

Inheritance diagram for QuantConnect.Data.InterestRateProvider:

Public Member Functions
decimal	GetInterestRate (DateTime date)
	Get interest rate by a given date More...

Static Public Member Functions
static Dictionary< DateTime, decimal >	FromCsvFile (string file, out decimal firstInterestRate)
	Reads Fed primary credit rate file and returns a dictionary of historical rate changes More...
static bool	TryParse (string csvLine, out DateTime date, out decimal interestRate)
	Parse the string into the interest rate date and value More...

Static Public Attributes
static readonly decimal	DefaultRiskFreeRate = 0.01m
	Default Risk Free Rate of 1% More...

Protected Member Functions
void	LoadInterestRateProvider ()
	Generate the daily historical US primary credit rate More...

Detailed Description

Fed US Primary Credit Rate at given date

Definition at line 31 of file InterestRateProvider.cs.

Member Function Documentation

GetInterestRate()

decimal QuantConnect.Data.InterestRateProvider.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 72 of file InterestRateProvider.cs.

LoadInterestRateProvider()

void QuantConnect.Data.InterestRateProvider.LoadInterestRateProvider ( )

protected

Generate the daily historical US primary credit rate

Definition at line 87 of file InterestRateProvider.cs.

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FromCsvFile()

static Dictionary<DateTime, decimal> QuantConnect.Data.InterestRateProvider.FromCsvFile ( string  file, out decimal  firstInterestRate  )

static

Reads Fed primary credit rate file and returns a dictionary of historical rate changes

Parameters

file	The csv file to be read
firstInterestRate	The first interest rate on file

Returns

Dictionary of historical credit rate change events

Definition at line 114 of file InterestRateProvider.cs.

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TryParse()

static bool QuantConnect.Data.InterestRateProvider.TryParse ( string  csvLine, out DateTime  date, out decimal  interestRate  )

static

Parse the string into the interest rate date and value

Parameters

csvLine	The csv line to be parsed
date	Parsed interest rate date
interestRate	Parsed interest rate value

Definition at line 152 of file InterestRateProvider.cs.

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Member Data Documentation

DefaultRiskFreeRate

readonly decimal QuantConnect.Data.InterestRateProvider.DefaultRiskFreeRate = 0.01m

static

Default Risk Free Rate of 1%

Definition at line 41 of file InterestRateProvider.cs.

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

• Common/Data/InterestRateProvider.cs