The daily closing value of the data series specified by the RiskFreeRateSym symbol, divided by 100 so that it is a decimal fraction rather than a raw percentage (for example, a close of 5, meaning 5%, gives 0.05)
Notes
This is mainly useful when calculating the Sharpe Ratio, as in the default formula from Results.rts:
If RiskFreeRateSym is not specified or if it refers to a symbol that is not available in the current data file, S.RiskFreeRate will be a series of zeros.