ConstantRiskFreeRateInterestRateModel
ConstantRiskFreeRateInterestRateModel(
risk_free_rate: float,
)
Bases: Object, IRiskFreeInterestRateModel
Constant risk free rate interest rate model
Instantiates a ConstantRiskFreeRateInterestRateModel with the specified risk free rate
get_interest_rate(date: Union[datetime, date]) -> float
Get interest rate by a given date
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
date
|
Union[datetime, date]
|
The date |
required |
Returns:
| Type | Description |
|---|---|
float
|
Interest rate on the given date. |