I noticed that there is quite a high spread between Implied Volatiliy of Put and Call Options featuring same Strike and Expiry if the underlying stock pays dividends. Regarding this inaccuracy I have two questions:

1) Am I correct that LeanEngine assumes zero dividend by default for calculating Implied Volatility?

2) I noticed that there exists a Class for a constant dividend: "ConstantQLDividendYieldEstimator". Is there an already built-in way to pass a constant dividend to "OptionsPriceModels" to enhance Implied Volatility accurracy?

Thank you very much for your help!