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IQLDividendYieldEstimator

QuantConnect.Securities.Option.IQLDividendYieldEstimator

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

estimate

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

Returns current estimate of the stock 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

Dividend yield.