Lean  $LEAN_TAG$
IQLDividendYieldEstimator.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;
18 
20 {
21  /// <summary>
22  /// Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators,
23  /// including those forward and backward looking ones.
24  /// </summary>
25  public interface IQLDividendYieldEstimator
26  {
27  /// <summary>
28  /// Returns current estimate of the stock dividend yield
29  /// </summary>
30  /// <param name="security">The option security object</param>
31  /// <param name="slice">The current data slice. This can be used to access other information
32  /// available to the algorithm</param>
33  /// <param name="contract">The option contract to evaluate</param>
34  /// <returns>Dividend yield</returns>
35  double Estimate(Security security, Slice slice, OptionContract contract);
36  }
37 }