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pmorissette / ffn

ffn - a financial function library for Python
pmorissette.github.io/ffn
MIT License
1.97k stars 294 forks source link

Risk free rate price series #36

Closed JordanPlatts closed 6 years ago

JordanPlatts commented 6 years ago

Added the functionality to handle a risk free rate price series. Upda…ted metrics that relied on excess returns and the risk free rate to handle potentially non annualized risk free rates.

Added a test case to verify set_riskfree_rate is working