QuantConnect.Data.FuncRiskFreeRateInterestRateModel Class Reference

Constant risk free rate interest rate model More...

Inheritance diagram for QuantConnect.Data.FuncRiskFreeRateInterestRateModel:

Public Member Functions
	FuncRiskFreeRateInterestRateModel (Func< DateTime, decimal > getInterestRateFunc)
	Create class instance of interest rate provider More...
	FuncRiskFreeRateInterestRateModel (PyObject getInterestRateFunc)
	Create class instance of interest rate provider with given PyObject 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 24 of file FuncRiskFreeRateInterestRateModel.cs.

Constructor & Destructor Documentation

FuncRiskFreeRateInterestRateModel() [1/2]

QuantConnect.Data.FuncRiskFreeRateInterestRateModel.FuncRiskFreeRateInterestRateModel

(

Func< DateTime, decimal >

getInterestRateFunc

)

Create class instance of interest rate provider

Definition at line 31 of file FuncRiskFreeRateInterestRateModel.cs.

FuncRiskFreeRateInterestRateModel() [2/2]

QuantConnect.Data.FuncRiskFreeRateInterestRateModel.FuncRiskFreeRateInterestRateModel

(

PyObject

getInterestRateFunc

)

Create class instance of interest rate provider with given PyObject

Definition at line 39 of file FuncRiskFreeRateInterestRateModel.cs.

Member Function Documentation

GetInterestRate()

decimal QuantConnect.Data.FuncRiskFreeRateInterestRateModel.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 52 of file FuncRiskFreeRateInterestRateModel.cs.

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

• Common/Data/FuncRiskFreeRateInterestRateModel.cs