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Module risk_free_rate

Module risk_free_rate 

Source
Expand description

Risk-free-rate snapshot cache for option probability calculations.

C++ stores the raw backend value in INNData_Qot_RiskFreeRate and feeds raw / NNData_10_9 directly into ComboOptionBreakEven. Keep the same unit as an explicit cpp_units helper so public percent rendering cannot accidentally leak into the probability formula.

Structs§

RiskFreeRateCache
RiskFreeRateSnapshot

Enums§

RiskFreeRateMarket

Functions§

rate_raw_to_cpp_units
rate_raw_to_percent