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Problems with time dependent risk free rate #306

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vilnik opened this issue Sep 13, 2023 · 0 comments
Open

Problems with time dependent risk free rate #306

vilnik opened this issue Sep 13, 2023 · 0 comments

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@vilnik
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vilnik commented Sep 13, 2023

Hi!

Thanks for a nice package!

I think it should be possible to pass the risk free rate (rf) as a df everywhere. It seems like 'utils.to_excess_returns' supports rf as a df, but things will break if rf is a df in other places because there are checks like "if rf != 0" which will not work if rf is a df.

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