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:

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

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

Dividend yield

Implemented in QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator.

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

• Common/Securities/Option/IQLDividendYieldEstimator.cs