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QuantConnect.Data.RiskFreeInterestRateModelExtensions Class Reference

Provide extension and static methods for IRiskFreeInterestRateModel More...

Static Public Member Functions

static decimal GetRiskFreeRate (this IRiskFreeInterestRateModel model, DateTime startDate, DateTime endDate)
 Gets the average risk free annual return rate More...
 
static decimal GetAverageRiskFreeRate (this IRiskFreeInterestRateModel model, IEnumerable< DateTime > dates)
 Gets the average Risk Free Rate from the interest rate of the given dates More...
 

Detailed Description

Provide extension and static methods for IRiskFreeInterestRateModel

Definition at line 38 of file IRiskFreeInterestRateModel.cs.

Member Function Documentation

◆ GetRiskFreeRate()

static decimal QuantConnect.Data.RiskFreeInterestRateModelExtensions.GetRiskFreeRate ( this IRiskFreeInterestRateModel  model,
DateTime  startDate,
DateTime  endDate 
)
static

Gets the average risk free annual return rate

Parameters
modelThe interest rate model
startDateStart date to calculate the average
endDateEnd date to calculate the average

Definition at line 46 of file IRiskFreeInterestRateModel.cs.

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◆ GetAverageRiskFreeRate()

static decimal QuantConnect.Data.RiskFreeInterestRateModelExtensions.GetAverageRiskFreeRate ( this IRiskFreeInterestRateModel  model,
IEnumerable< DateTime >  dates 
)
static

Gets the average Risk Free Rate from the interest rate of the given dates

Parameters
modelThe interest rate model
datesCollection of dates from which the interest rates will be computed and then the average of them

Definition at line 58 of file IRiskFreeInterestRateModel.cs.

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