WebCab Options and Futures for COM v3.1

Forwards.ShortPayOff Method

Calculates the pay-off from a short forward position at expiry.

public double ShortPayOff(
   double deliveryPrice,
   double price,
   double contractSize,
   double numberHeld
);

Parameters

deliveryPrice: The price at which the asset is delivered.
price: The price when the futures contract expires.
contractSize: The number of underlying assets which are brought by exercising a futures contract.
numberHeld: The number of futures held by the investor at expiry.

Return Value

The value of the pay-off from a short forward position at expiry.

See Also

Forwards Class | WebCab.COM.Finance.Futures Namespace | LongPayOff - Evaluates the pay-off from a long forward position.