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:

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

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

Returns

The estimate

Implements QuantConnect.Securities.Option.IQLDividendYieldEstimator.

Definition at line 44 of file ConstantQLDividendYieldEstimator.cs.

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

• Common/Securities/Option/ConstantQLDividendYieldEstimator.cs