WebCab Options and Futures for COM v3.1

Futures.FuturesPriceNoIncome Method 

Evaluates the futures price on an asset which does not pay an income.

public double FuturesPriceNoIncome(
   double price,
   double riskFree,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

price
The present price of an asset.
riskFree
The continuously compounded risk free interest rate during the life of the futures contract given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when the futures contract is evaluated.
maturityDate
The date when the futures contract matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The price of the futures contract on the asset without a yield.

See Also

Futures Class | WebCab.COM.Finance.Futures Namespace