WebCab Options and Futures for COM v3.1

Futures.FuturesPriceWithDividend Method 

Evaluates the value of the futures contract on an asset which has a continuous yield.

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

Parameters

price
The present price of the underlying asset.
yield
The continuously compounded yield from the underlying asset given in decimal format (i.e. 1 percent = 0.01).
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 an asset which has a continuous yield.

See Also

Futures Class | WebCab.COM.Finance.Futures Namespace