RiskFreeInterestRateModelExtensions
Bases: Object
Provide extension and static methods for IRiskFreeInterestRateModel
get_average_risk_free_rate(
model: IRiskFreeInterestRateModel, dates: List[datetime]
) -> float
Gets the average Risk Free Rate from the interest rate of the given dates
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
model
|
IRiskFreeInterestRateModel
|
The interest rate model |
required |
dates
|
List[datetime]
|
Collection of dates from which the interest rates will be computed and then the average of them |
required |
get_risk_free_rate(
model: IRiskFreeInterestRateModel,
start_date: Union[datetime, date],
end_date: Union[datetime, date],
) -> float
Gets the average risk free annual return rate
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
model
|
IRiskFreeInterestRateModel
|
The interest rate model |
required |
start_date
|
Union[datetime, date]
|
Start date to calculate the average |
required |
end_date
|
Union[datetime, date]
|
End date to calculate the average |
required |