Some help understanding “yield”

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.