diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 04c40b1d..3d828d0c 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -178,6 +178,21 @@ def alpha(algorithm_period_return, treasury_period_return,
 ###########################
 
 
+def get_treasury_rate(treasury_curves, treasury_duration, day):
+    rate = None
+
+    curve = treasury_curves[day]
+    # 1month note data begins in 8/2001,
+    # so we can use 3month instead.
+    idx = TREASURY_DURATIONS.index(treasury_duration)
+    for duration in TREASURY_DURATIONS[idx:]:
+        rate = curve[duration]
+        if rate is not None:
+            break
+
+    return rate
+
+
 def search_day_distance(end_date, dt):
     tdd = trading.environment.trading_day_distance(dt, end_date)
     if tdd is None:
@@ -435,7 +450,9 @@ class RiskMetricsBase(object):
         search_day = None
 
         if end_day in self.treasury_curves:
-            rate = self.get_treasury_rate(end_day)
+            rate = get_treasury_rate(self.treasury_curves,
+                                     self.treasury_duration,
+                                     end_day)
             if rate is not None:
                 search_day = end_day
 
@@ -447,7 +464,9 @@ class RiskMetricsBase(object):
             # Find rightmost value less than or equal to end_day
             i = bisect.bisect_right(search_days, end_day)
             for prev_day in search_days[i - 1::-1]:
-                rate = self.get_treasury_rate(prev_day)
+                rate = get_treasury_rate(self.treasury_curves,
+                                         self.treasury_duration,
+                                         prev_day)
                 if rate is not None:
                     search_day = prev_day
                     search_dist = search_day_distance(self.end_date, prev_day)
@@ -476,20 +495,6 @@ that date doesn't exceed treasury history range."
         )
         raise Exception(message)
 
-    def get_treasury_rate(self, day):
-        rate = None
-
-        curve = self.treasury_curves[day]
-        # 1month note data begins in 8/2001,
-        # so we can use 3month instead.
-        idx = TREASURY_DURATIONS.index(self.treasury_duration)
-        for duration in TREASURY_DURATIONS[idx:]:
-            rate = curve[duration]
-            if rate is not None:
-                break
-
-        return rate
-
 
 class RiskMetricsIterative(RiskMetricsBase):
     """Iterative version of RiskMetrics.