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ConstantQLDividendYieldEstimator

QuantConnect.Securities.Option.ConstantQLDividendYieldEstimator

ConstantQLDividendYieldEstimator(
    dividend_yield: float = 0.0,
)

Bases: Object, IQLDividendYieldEstimator

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

Constructor initializes class with constant dividend yield.

Parameters:

Name Type Description Default
dividend_yield float
0.0

estimate

estimate(
    security: Security,
    slice: Slice,
    contract: OptionContract,
) -> float

Returns current flat estimate of the dividend yield

Parameters:

Name Type Description Default
security Security

The option security object

required
slice Slice

The current data slice. This can be used to access other information available to the algorithm

required
contract OptionContract

The option contract to evaluate

required

Returns:

Type Description
float

The estimate.