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Use SPY as default dividend yield for Index/Future greeks
Description
- Index and FOPs will use SPY as the default dividend providers, adding regression algorithms for them
Related Issue
Closes https://github.com/QuantConnect/Lean/issues/8048
Motivation and Context
Improve Index and Futures options greeks
Requires Documentation Change
N/A
How Has This Been Tested?
Existing and new tests
Types of changes
- [x] Bug fix (non-breaking change which fixes an issue)
- [ ] Refactor (non-breaking change which improves implementation)
- [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
- [ ] New feature (non-breaking change which adds functionality)
- [ ] Breaking change (fix or feature that would cause existing functionality to change)
- [ ] Non-functional change (xml comments/documentation/etc)
Checklist:
- [x] My code follows the code style of this project.
- [x] I have read the CONTRIBUTING document.
- [x] I have added tests to cover my changes.
- [x] All new and existing tests passed.
- [x] My branch follows the naming convention
bug-<issue#>-<description>orfeature-<issue#>-<description>
What if we add a dividend provider to the underlying Security object and use it if a constant is not provided?