Some help understanding "yield"

In my everlasting quest to suck less I'm trying to understand the "yield" statement, but I keep encountering the same error.

The body of [someMethod] cannot be an iterator block because 'System.Collections.Generic.List< AClass>' is not an iterator interface type.

This is the code where I got stuck:

foreach (XElement header in headersXml.Root.Elements()){
    yield return (ParseHeader(header));                
}

What am I doing wrong? Can't I use yield in an iterator? Then what's the point? In this example it said that List<ProductMixHeader> is not an iterator interface type. ProductMixHeader is a custom class, but I imagine List is an iterator interface type, no?

--Edit--
Thanks for all the quick answers.
I know this question isn't all that new and the same resources keep popping up.
It turned out I was thinking I could return List<AClass> as a return type, but since List<T> isn't lazy, it cannot. Changing my return type to IEnumerable<T> solved the problem :D

A somewhat related question (not worth opening a new thread): is it worth giving IEnumerable<T> as a return type if I'm sure that 99% of the cases I'm going to go .ToList() anyway? What will the performance implications be?

A method using yield return must be declared as returning one of the following two interfaces:

IEnumerable<SomethingAppropriate>
IEnumerator<SomethingApropriate>

(thanks Jon and Marc for pointing out IEnumerator)

Example:

public IEnumerable<AClass> YourMethod()
{
    foreach (XElement header in headersXml.Root.Elements())
    {
        yield return (ParseHeader(header));                
    }
}

yield is a lazy producer of data, only producing another item after the first has been retrieved, whereas returning a list will return everything in one go.

So there is a difference, and you need to declare the method correctly.

For more information, read Jon's answer here, which contains some very useful links.

It's a tricky topic. In a nutshell, it's an easy way of implementing IEnumerable and its friends. The compiler builds you a state machine, transforming parameters and local variables into instance variables in a new class. Complicated stuff.

I have a few resources on this:

• Chapter 6 of C# in Depth (free download from that page)
• Iterators, iterator blocks and data pipelines (article)
• Iterator block implementation details (article)

"yield" creates an iterator block - a compiler generated class that can implement either IEnumerable[<T>] or IEnumerator[<T>]. Jon Skeet has a very good (and free) discussion of this in chapter 6 of C# in Depth.

But basically - to use "yield" your method must return an IEnumerable[<T>] or IEnumerator[<T>]. In this case:

public IEnumerable<AClass> SomeMethod() {
    // ...
    foreach (XElement header in headersXml.Root.Elements()){
        yield return (ParseHeader(header));                
    }
}

List implements Ienumerable.

Here's an example that might shed some light on what you are trying to learn. I wrote this about 6 months

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace YieldReturnTest
{
    public class PrimeFinder
    {
        private Boolean isPrime(int integer)
        {
            if (0 == integer)
                return false;

            if (3 > integer)
                return true;

            for (int i = 2; i < integer; i++)
            {
                if (0 == integer % i)
                    return false;
            }
            return true;
        }

        public IEnumerable<int> FindPrimes()
        {
            int i;

            for (i = 1; i < 2147483647; i++)
            {
                if (isPrime(i))
                {
                    yield return i;
                }
            }
        }
    }

    class Program
    {
        static void Main(string[] args)
        {
            PrimeFinder primes = new PrimeFinder();

            foreach (int i in primes.FindPrimes())
            {
                Console.WriteLine(i);
                Console.ReadLine();
            }

            Console.ReadLine();
            Console.ReadLine();
        }
    }
}

I highly recommend using Reflector to have a look at what yield actually does for you. You'll be able to see the full code of the class that the compiler generates for you when using yield, and I've found that people understand the concept much more quickly when they can see the low-level result (well, mid-level I guess).