ConstantQLRiskFreeRateEstimator

QuantConnect.Securities.Option.ConstantQLRiskFreeRateEstimator

ConstantQLRiskFreeRateEstimator(
    risk_free_rate: float = 0.01,
)

Class implements default flat risk free curve, implementing IQLRiskFreeRateEstimator.

Constructor initializes class with risk free rate constant

Parameters:

Name	Type	Description	Default
`risk_free_rate`	`float`		`0.01`

estimate(
    security: Security,
    slice: Slice,
    contract: OptionContract,
) -> float

Returns current flat estimate of the risk free rate

Parameters:

Name	Type	Description	Default
`security`	`Security`	The option security object	required
`slice`	`Slice`	The current data slice. This can be used to access other information available to the algorithm	required
`contract`	`OptionContract`	The option contract to evaluate	required

Returns:

Type	Description
`float`	The estimate.