Quant::Framework::InterestRate - A module to save/load interest rates for currencies
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;
The date for which we wish data
UnderlyingConfig used to create/initialize Q::F modules
The document that this object is tied to.
Save the document in the Chronicle data storage
Get the interest rate for this underlying over a given time period (expressed in timeinyears.)
To install Quant::Framework, copy and paste the appropriate command in to your terminal.
cpanm
cpanm Quant::Framework
CPAN shell
perl -MCPAN -e shell install Quant::Framework
For more information on module installation, please visit the detailed CPAN module installation guide.