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QuantConnect.Data.InterestRateProvider Class Reference

Fed US Primary Credit Rate at given date More...

Inheritance diagram for QuantConnect.Data.InterestRateProvider:
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Public Member Functions

decimal GetInterestRate (DateTime date)
 Get interest rate by a given date More...
 

Static Public Member Functions

static Dictionary< DateTime, decimal > FromCsvFile (string file, out decimal firstInterestRate)
 Reads Fed primary credit rate file and returns a dictionary of historical rate changes More...
 
static bool TryParse (string csvLine, out DateTime date, out decimal interestRate)
 Parse the string into the interest rate date and value More...
 

Static Public Attributes

static readonly decimal DefaultRiskFreeRate = 0.01m
 Default Risk Free Rate of 1% More...
 

Static Protected Member Functions

static Dictionary< DateTime, decimal > GetInterestRateProvider ()
 Generate the daily historical US primary credit rate More...
 

Detailed Description

Fed US Primary Credit Rate at given date

Definition at line 30 of file InterestRateProvider.cs.

Member Function Documentation

◆ GetInterestRate()

decimal QuantConnect.Data.InterestRateProvider.GetInterestRate ( DateTime  date)

Get interest rate by a given date

Parameters
dateThe date
Returns
Interest rate on the given date

Implements QuantConnect.Data.IRiskFreeInterestRateModel.

Definition at line 68 of file InterestRateProvider.cs.

◆ GetInterestRateProvider()

static Dictionary<DateTime, decimal> QuantConnect.Data.InterestRateProvider.GetInterestRateProvider ( )
staticprotected

Generate the daily historical US primary credit rate

Definition at line 83 of file InterestRateProvider.cs.

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◆ FromCsvFile()

static Dictionary<DateTime, decimal> QuantConnect.Data.InterestRateProvider.FromCsvFile ( string  file,
out decimal  firstInterestRate 
)
static

Reads Fed primary credit rate file and returns a dictionary of historical rate changes

Parameters
fileThe csv file to be read
firstInterestRateThe first interest rate on file
Returns
Dictionary of historical credit rate change events

Definition at line 112 of file InterestRateProvider.cs.

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◆ TryParse()

static bool QuantConnect.Data.InterestRateProvider.TryParse ( string  csvLine,
out DateTime  date,
out decimal  interestRate 
)
static

Parse the string into the interest rate date and value

Parameters
csvLineThe csv line to be parsed
dateParsed interest rate date
interestRateParsed interest rate value

Definition at line 150 of file InterestRateProvider.cs.

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Member Data Documentation

◆ DefaultRiskFreeRate

readonly decimal QuantConnect.Data.InterestRateProvider.DefaultRiskFreeRate = 0.01m
static

Default Risk Free Rate of 1%

Definition at line 40 of file InterestRateProvider.cs.


The documentation for this class was generated from the following file: