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QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator Class Reference

Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.
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Inheritance diagram for QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator:
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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...
 

Detailed Description

Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator.

Definition at line 24 of file ConstantQLDividendYieldEstimator.cs.

Constructor & Destructor Documentation

◆ ConstantQLDividendYieldEstimator()

QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.ConstantQLDividendYieldEstimator ( double  dividendYield = 0.00)

Constructor initializes class with constant dividend yield.

Parameters
dividendYield

Definition at line 31 of file ConstantQLDividendYieldEstimator.cs.

Member Function Documentation

◆ Estimate()

double QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.Estimate ( Security  security,
Slice  slice,
OptionContract  contract 
)

Returns current flat estimate of the dividend yield

Parameters
securityThe option security object
sliceThe current data slice. This can be used to access other information available to the algorithm
contractThe option contract to evaluate
Returns
The estimate

Implements QuantConnect.Securities.Option.IQLDividendYieldEstimator.

Definition at line 44 of file ConstantQLDividendYieldEstimator.cs.


The documentation for this class was generated from the following file: