FedRateQLRiskFreeRateEstimator

QuantConnect.Securities.Option.FedRateQLRiskFreeRateEstimator

Bases: Object, IQLRiskFreeRateEstimator

Class implements Fed's US primary credit rate as risk free rate, implementing IQLRiskFreeRateEstimator.

estimate

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.