WebCab Options and Futures for COM v3.1

Futures.FuturesPriceOnIndexWithExplicitTime Method

Calculates the price of an futures contract on an index.

public double FuturesPriceOnIndexWithExplicitTime(
   double indexValue,
   double yield,
   double riskFree,
   double timeToMaturity
);

Parameters

indexValue: The value of the index.
yield: The average yield of the index during the life of the futures contract given in decimal format (i.e. 1 percent = 0.01).
riskFree: The continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
timeToMaturity: Time to maturity of the futures contract.

Return Value

The price of the futures contract on the index considered.

See Also

Futures Class | WebCab.COM.Finance.Futures Namespace