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
8
*
9
* Unless required by applicable law or agreed to in writing, software
10
* distributed under the License is distributed on an "AS IS" BASIS,
11
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
* See the License for the specific language governing permissions and
13
* limitations under the License.
14
*/
15
16
using
QuantConnect
.
Data
;
17
using
QuantConnect
.
Data
.
Market
;
18
19
namespace
QuantConnect.Securities.Option
20
{
21
/// <summary>
22
/// Class implements default flat dividend yield curve estimator, implementing <see cref="IQLDividendYieldEstimator"/>.
23
/// </summary>
24
public
class
ConstantQLDividendYieldEstimator
:
IQLDividendYieldEstimator
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
}
Common
Securities
Option
ConstantQLDividendYieldEstimator.cs
Generated by
1.8.17