Dividend Yield
Supported Models
Introduction
This page describes all of the pre-built dividend yield models in LEAN. If none of these models perform exactly how you want, create a custom dividend yield model.
Constant Model
The ConstantDividendYieldModel returns a constant yield across time. It's the default dividend yield model for securities that don't pay dividends.
_dividendYieldModel = new ConstantDividendYieldModel(0.02m);
self.dividend_yield_model = ConstantDividendYieldModel(0.02);
The following table describes the arguments the model accepts:
| Argument | Data Type | Description |
|---|---|---|
dividendYielddividend_yield | decimalfloat | The dividend yield |
To view the implementation of this model, see the LEAN GitHub repository.
Dividend Yield Provider Model
The DividendYieldProvider uses historical dividend payments to estimate the annualized continuous dividend yield for a given date.
var symbol = AddEquity("MSFT").Symbol;
_dividendYieldModel = new DividendYieldProvider(symbol); symbol = self.add_equity("MSFT").symbol
self.dividend_yield_model = DividendYieldProvider(symbol);
The following table describes the arguments the model accepts:
| Argument | Data Type | Description |
|---|---|---|
symbol | Symbol | The symbol of a dividend-paying security |
To view the implementation of this model, see the LEAN GitHub repository.
You can also see our Videos. You can also get in touch with us via Discord.
Did you find this page helpful?
