IQLRiskFreeRateEstimator

QuantConnect.Securities.Option.IQLRiskFreeRateEstimator

Defines QuantLib risk free rate estimator for option pricing model.

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

Returns current 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`	Risk free rate.