WebCab Options and Futures for COM v3.1

Forwards.LongForwardWithExplicitTime Method 

Evaluates the value of a long forward contract.

public double LongForwardWithExplicitTime(
   double price,
   double deliveryPrice,
   double yield,
   double riskFree,
   double timeToMaturity
);

Parameters

price
The price of the underlying asset.
deliveryPrice
The delivery price at which the underlying asset must be delivered.
yield
The yield of the underlying asset per annum given in decimal format (i.e. 1 percent = 0.01).
riskFree
The risk free interest rate per annum given in decimal format (i.e. 1 percent = 0.01).
timeToMaturity
The time in years until the futures contract expires.

Return Value

The value of a long forward contract.

See Also

Forwards Class | WebCab.COM.Finance.Futures Namespace