ConstantQLDividendYieldEstimator.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
using QuantConnect.Data;
using QuantConnect.Data.Market;
 
namespace QuantConnect.Securities.Option
{
    /// <summary>
    /// Class implements default flat dividend yield curve estimator, implementing <see cref="IQLDividendYieldEstimator"/>.  
    /// </summary>
    public class ConstantQLDividendYieldEstimator : IQLDividendYieldEstimator
    {
        private readonly double _dividendYield;
        /// <summary>
        /// Constructor initializes class with constant dividend yield. 
        /// </summary>
        /// <param name="dividendYield"></param>
        public ConstantQLDividendYieldEstimator(double dividendYield = 0.00)
        {
            _dividendYield = dividendYield;
        }
 
        /// <summary>
        /// Returns current flat estimate of the dividend yield
        /// </summary>
        /// <param name="security">The option security object</param>
        /// <param name="slice">The current data slice. This can be used to access other information
        /// available to the algorithm</param>
        /// <param name="contract">The option contract to evaluate</param>
        /// <returns>The estimate</returns>
        public double Estimate(Security security, Slice slice, OptionContract contract)
        {
            return _dividendYield;
        }
    }
}