Files
quantconnect--lean/Common/Data/ConstantDividendYieldModel.cs
2026-07-13 13:02:50 +08:00

57 lines
2.0 KiB
C#

/*
* 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 System;
namespace QuantConnect.Data
{
/// <summary>
/// Constant dividend yield model
/// </summary>
public class ConstantDividendYieldModel : IDividendYieldModel
{
private readonly decimal _dividendYield;
/// <summary>
/// Instantiates a <see cref="ConstantDividendYieldModel"/> with the specified dividend yield
/// </summary>
public ConstantDividendYieldModel(decimal dividendYield)
{
_dividendYield = dividendYield;
}
/// <summary>
/// Get dividend yield by a given date of a given symbol
/// </summary>
/// <param name="date">The date</param>
/// <returns>Dividend yield on the given date of the given symbol</returns>
public decimal GetDividendYield(DateTime date)
{
return _dividendYield;
}
/// <summary>
/// Get dividend yield at given date and security price
/// </summary>
/// <param name="date">The date</param>
/// <param name="securityPrice">The security price at the given date</param>
/// <returns>Dividend yield on the given date of the given symbol</returns>
public decimal GetDividendYield(DateTime date, decimal securityPrice)
{
return _dividendYield;
}
}
}