Lean
$LEAN_TAG$
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Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.
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Public Member Functions | |
ConstantQLDividendYieldEstimator (double dividendYield=0.00) | |
Constructor initializes class with constant dividend yield. More... | |
double | Estimate (Security security, Slice slice, OptionContract contract) |
Returns current flat estimate of the dividend yield More... | |
Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.
Definition at line 24 of file ConstantQLDividendYieldEstimator.cs.
QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.ConstantQLDividendYieldEstimator | ( | double | dividendYield = 0.00 | ) |
Constructor initializes class with constant dividend yield.
dividendYield |
Definition at line 31 of file ConstantQLDividendYieldEstimator.cs.
double QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.Estimate | ( | Security | security, |
Slice | slice, | ||
OptionContract | contract | ||
) |
Returns current flat estimate of the dividend yield
security | The option security object |
slice | The current data slice. This can be used to access other information available to the algorithm |
contract | The option contract to evaluate |
Implements QuantConnect.Securities.Option.IQLDividendYieldEstimator.
Definition at line 44 of file ConstantQLDividendYieldEstimator.cs.