WebCab Options and Futures for COM v3.1

Forwards.ForwardOnCurrenciesWithExplicitTime Method 

Returns the value of a forward foreign exchange contract.

public double ForwardOnCurrenciesWithExplicitTime(
   double exchangeRate,
   double deliveryFX,
   double riskFreeForeign,
   double riskFreeBase,
   double timeToMaturity
);

Parameters

exchangeRate
The exchange rate between the two currencies.
deliveryFX
The exchange rate at which the forward contract will be settled.
riskFreeForeign
The risk free interest rate per annum in the foreign currency given in decimal format (i.e. 1 percent = 0.01).
riskFreeBase
The risk free interest rate per annum in the domestic currency given in decimal format (i.e. 1 percent = 0.01).
timeToMaturity
The time to maturity in years of the futures contract.

Return Value

The value of a forward foreign exchange contract.

See Also

Forwards Class | WebCab.COM.Finance.Futures Namespace