InterestRateProvider
Bases: Object, IRiskFreeInterestRateModel
Fed US Primary Credit Rate at given date
DEFAULT_RISK_FREE_RATE: float = 0.01
Default Risk Free Rate of 1%
from_csv_file(
file: str, first_interest_rate: Optional[float]
) -> Tuple[Dictionary[datetime, float], float]
Reads Fed primary credit rate file and returns a dictionary of historical rate changes
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
file
|
str
|
The csv file to be read |
required |
first_interest_rate
|
Optional[float]
|
The first interest rate on file |
required |
Returns:
| Type | Description |
|---|---|
Tuple[Dictionary[datetime, float], float]
|
Dictionary of historical credit rate change events. |
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. |
get_interest_rate_provider() -> Dictionary[datetime, float]
Generate the daily historical US primary credit rate
This codeEntityType is protected.
try_parse(
csv_line: str,
date: Optional[Union[datetime, date]],
interest_rate: Optional[float],
) -> Tuple[bool, Union[datetime, date], float]
Parse the string into the interest rate date and value
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
csv_line
|
str
|
The csv line to be parsed |
required |
date
|
Optional[Union[datetime, date]]
|
Parsed interest rate date |
required |
interest_rate
|
Optional[float]
|
Parsed interest rate value |
required |