FuncRiskFreeRateInterestRateModel
QuantConnect.Data.FuncRiskFreeRateInterestRateModel
FuncRiskFreeRateInterestRateModel(
get_interest_rate_func: Any,
)
FuncRiskFreeRateInterestRateModel(
get_interest_rate_func: Callable[[datetime], float],
)
Bases: Object, IRiskFreeInterestRateModel
Constant risk free rate interest rate model
Signature descriptions:
-
Create class instance of interest rate provider with given PyObject
-
Create class instance of interest rate provider
get_interest_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. |