Fed US Primary Credit Rate at given date
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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...
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static bool | TryParse (string csvLine, out DateTime date, out decimal interestRate) |
| Parse the string into the interest rate date and value More...
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Fed US Primary Credit Rate at given date
Definition at line 30 of file InterestRateProvider.cs.
◆ GetInterestRate()
decimal QuantConnect.Data.InterestRateProvider.GetInterestRate |
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DateTime |
date | ) |
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◆ GetInterestRateProvider()
static Dictionary<DateTime, decimal> QuantConnect.Data.InterestRateProvider.GetInterestRateProvider |
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staticprotected |
◆ FromCsvFile()
static Dictionary<DateTime, decimal> QuantConnect.Data.InterestRateProvider.FromCsvFile |
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string |
file, |
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out decimal |
firstInterestRate |
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) |
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static |
Reads Fed primary credit rate file and returns a dictionary of historical rate changes
- Parameters
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file | The csv file to be read |
firstInterestRate | The first interest rate on file |
- Returns
- Dictionary of historical credit rate change events
Definition at line 112 of file InterestRateProvider.cs.
◆ TryParse()
static bool QuantConnect.Data.InterestRateProvider.TryParse |
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string |
csvLine, |
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out DateTime |
date, |
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out decimal |
interestRate |
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) |
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static |
Parse the string into the interest rate date and value
- Parameters
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csvLine | The csv line to be parsed |
date | Parsed interest rate date |
interestRate | Parsed interest rate value |
Definition at line 150 of file InterestRateProvider.cs.
◆ DefaultRiskFreeRate
readonly decimal QuantConnect.Data.InterestRateProvider.DefaultRiskFreeRate = 0.01m |
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static |
The documentation for this class was generated from the following file: