Jhonathan Abreu
9b332c2149
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* Fix dividend yield calculation * Get security price as input for dividend yield provider * Account for splits in dividend yield provider * Fix split adjustment for dividend yield calculation * Use right dividend yield in options indicators
41 lines
1.6 KiB
C#
41 lines
1.6 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Represents a model that provides dividend yield data
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/// </summary>
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public interface IDividendYieldModel
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{
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/// <summary>
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/// Get dividend yield by a given date of a given symbol
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/// </summary>
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/// <param name="date">The date</param>
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/// <returns>Dividend yield on the given date of the given symbol</returns>
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decimal GetDividendYield(DateTime date);
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/// <summary>
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/// Get dividend yield at given date and security price
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/// </summary>
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/// <param name="date">The date</param>
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/// <param name="securityPrice">The security price at the given date</param>
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/// <returns>Dividend yield on the given date of the given symbol</returns>
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public decimal GetDividendYield(DateTime date, decimal securityPrice);
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}
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}
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