WebCab Options and Futures for COM v3.1

Futures.FuturesPriceWithDividendWithExplicitTime Method 

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

public double FuturesPriceWithDividendWithExplicitTime(
   double price,
   double yield,
   double riskFree,
   double timeToMaturity
);

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).
timeToMaturity
The time until the futures contract expires.

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