wehub-resource-sync
46 lines
1.6 KiB
C#
46 lines
1.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Constant risk free rate interest rate model
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/// </summary>
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public class ConstantRiskFreeRateInterestRateModel : IRiskFreeInterestRateModel
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{
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private readonly decimal _riskFreeRate;
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/// <summary>
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/// Instantiates a <see cref="ConstantRiskFreeRateInterestRateModel"/> with the specified risk free rate
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/// </summary>
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public ConstantRiskFreeRateInterestRateModel(decimal riskFreeRate)
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{
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_riskFreeRate = riskFreeRate;
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}
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/// <summary>
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/// Get interest rate by a given date
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/// </summary>
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/// <param name="date">The date</param>
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/// <returns>Interest rate on the given date</returns>
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public decimal GetInterestRate(DateTime date)
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{
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return _riskFreeRate;
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}
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}
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}
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