/ 
Quant-Framework-0.36
River stage zero No dependents
/ Quant::Framework::InterestRate

NAME

Quant::Framework::InterestRate - A module to save/load interest rates for currencies

DESCRIPTION

This module saves/loads interest rate data to/from Chronicle.

my $ir_data = Quant::Framework::InterestRate->new(symbol => 'USD',
       rates => { 7 => 0.5, 30 => 1.2, 90 => 2.4 });
$ir_data->save;

To read interest rates for a currency:

my $ir_data = Quant::MarketData::InterestRate->new(symbol => 'USD');

my $rates = $ir_data->rates;

for_date

The date for which we wish data

underlying_config

UnderlyingConfig used to create/initialize Q::F modules

document

The document that this object is tied to.

save

Save the document in the Chronicle data storage

interest_rate_for

Get the interest rate for this underlying over a given time period (expressed in timeinyears.)