Implement dividend yield model (#7758)

* dividend yield plug-in model interface

* dividend yield model python wrapper

* Implement symbol dividend yield models

* unit tests on dividend yield provider

* Update IV indicator

* IV indicator unit tests

* update Delta indicator

* Delta indicator unit tests

* update helper method

* Nit

* Address peer review

* Address 2nd peer review

* readability

* Regression tests

* dividend yield model

* Address review

* Fix unit tests

* Minor fix

* Fix tests

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

Algorithm.Python/OptionIndicatorsRegressionAlgorithm.py

@@ -0,0 +1,49 @@
+# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from AlgorithmImports import *
+
+class OptionIndicatorsRegressionAlgorithm(QCAlgorithm):
+
+    def Initialize(self):
+        self.SetStartDate(2014, 6, 5)
+        self.SetEndDate(2014, 6, 7)
+        self.SetCash(1000000)
+
+        self.aapl = self.AddEquity("AAPL", Resolution.Daily).Symbol
+        self.option = Symbol.CreateOption("AAPL", Market.USA, OptionStyle.American, OptionRight.Put, 505, datetime(2014, 6, 27))
+        self.AddOptionContract(self.option)
+
+        interestRateProvider = InterestRateProvider()
+        dividendYieldProvider = DividendYieldProvider(self.aapl)
+
+        self.impliedVolatility = ImpliedVolatility(self.option, interestRateProvider, dividendYieldProvider, 2, OptionPricingModelType.BlackScholes)
+        self.delta = Delta(self.option, interestRateProvider, dividendYieldProvider, OptionPricingModelType.BinomialCoxRossRubinstein, OptionPricingModelType.BlackScholes)
+
+    def OnData(self, slice):
+        if slice.Bars.ContainsKey(self.aapl) and slice.QuoteBars.ContainsKey(self.option):
+            underlyingDataPoint = IndicatorDataPoint(self.aapl, slice.Time, slice.Bars[self.aapl].Close)
+            optionDataPoint = IndicatorDataPoint(self.option, slice.Time, slice.QuoteBars[self.option].Close)
+
+            self.impliedVolatility.Update(underlyingDataPoint)
+            self.impliedVolatility.Update(optionDataPoint)
+
+            self.delta.Update(underlyingDataPoint)
+            self.delta.Update(optionDataPoint)
+
+    def OnEndOfAlgorithm(self):
+        if self.impliedVolatility.Current.Value == 0 or self.delta.Current.Value == 0:
+            raise Exception("Expected IV/greeks calculated")
+
+        self.Debug(f"""Implied Volatility: {self.impliedVolatility.Current.Value},
+Delta: {self.delta.Current.Value}""")