NAME

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

DESCRIPTION

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

            

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

To read implied interest rates for a currency:

            

              
              
my $ir_data = Quant::Framework::ImpliedRate->new(symbol => 'USD-EUR');
my $rates = $ir_data->rates;
            
          

for_date

The date for which we wish data

document

The document that this object is tied to.

save

Save the document into Chronicle data-store