Lean  $LEAN_TAG$
ConstantQLDividendYieldEstimator.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using QuantConnect.Data;
18 
20 {
21  /// <summary>
22  /// Class implements default flat dividend yield curve estimator, implementing <see cref="IQLDividendYieldEstimator"/>.
23  /// </summary>
25  {
26  private readonly double _dividendYield;
27  /// <summary>
28  /// Constructor initializes class with constant dividend yield.
29  /// </summary>
30  /// <param name="dividendYield"></param>
31  public ConstantQLDividendYieldEstimator(double dividendYield = 0.00)
32  {
33  _dividendYield = dividendYield;
34  }
35 
36  /// <summary>
37  /// Returns current flat estimate of the dividend yield
38  /// </summary>
39  /// <param name="security">The option security object</param>
40  /// <param name="slice">The current data slice. This can be used to access other information
41  /// available to the algorithm</param>
42  /// <param name="contract">The option contract to evaluate</param>
43  /// <returns>The estimate</returns>
44  public double Estimate(Security security, Slice slice, OptionContract contract)
45  {
46  return _dividendYield;
47  }
48  }
49 }