ShortMarginInterestRateModel
Bases: Object, IMarginInterestRateModel
Short margin interest rate model
When shorting charges the fee rate provided by the QuantConnect.Interfaces.IShortableProvider. When long adds the rebate fee provided by the QuantConnect.Interfaces.IShortableProvider.
amount: float
Accumulated shorting fee, negative means paid, positive earned.
Negative due to borrowing the asset to short, the fee rate. Positive due to lending the asset for shorting, the rebate rate.
apply_margin_interest_rate(
margin_interest_rate_parameters: MarginInterestRateParameters,
) -> None
Apply margin interest rates to the portfolio
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
margin_interest_rate_parameters
|
MarginInterestRateParameters
|
The parameters to use |
required |