chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * 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.
+*/
+
+using QuantConnect.Data;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Securities.Option
+{
+    /// <summary>
+    /// Defines QuantLib underlying volatility estimator for option pricing model. User may define his own estimators, 
+    /// including those forward and backward looking ones.
+    /// </summary>
+    public interface IQLUnderlyingVolatilityEstimator
+    {
+        /// <summary>
+        /// Returns current estimate of the underlying volatility
+        /// </summary>
+        /// <param name="security">The option security object</param>
+        /// <param name="slice">The current data slice. This can be used to access other information
+        /// available to the algorithm</param>
+        /// <param name="contract">The option contract to evaluate</param>
+        /// <returns>Volatility</returns>
+        double Estimate(Security security, Slice slice, OptionContract contract);
+
+        /// <summary>
+        /// Indicates whether volatility model is warmed up or no
+        /// </summary>
+        bool IsReady { get; }
+    }
+}