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QuantConnect.Securities.Option.IQLDividendYieldEstimator Interface Reference

Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones. More...

Inheritance diagram for QuantConnect.Securities.Option.IQLDividendYieldEstimator:
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Public Member Functions

double Estimate (Security security, Slice slice, OptionContract contract)
 Returns current estimate of the stock dividend yield More...
 

Detailed Description

Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators, including those forward and backward looking ones.

Definition at line 25 of file IQLDividendYieldEstimator.cs.

Member Function Documentation

◆ Estimate()

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

Returns current estimate of the stock 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
Dividend yield

Implemented in QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.


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