IRiskFreeRateStatisticParameter

StockSharp.Algo.Statistics

The interface, describing statistic parameter with risk-free rate.

Properties

public decimal RiskFreeRate { get; set; }

value = iRiskFreeRateStatisticParameter.RiskFreeRate
iRiskFreeRateStatisticParameter.RiskFreeRate = value

Annual risk-free rate (e.g., 0.03 = 3%).