WebCab Options and Futures for COM v3.1

Futures.FuturesPriceWithIncome Method 

Evaluates the value of the futures contract on an asset which pays a known income during the life of the contract.

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

Parameters

price
The present price of an asset.
income
The present value of the income from the underlying asset during the life of the future contract.
riskFree
The continuously compounded risk free interest rate during the life of the future 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 value of the futures contract on the asset considered which pays a known income.

Remarks

This could be a futures contract on a bond or dividend paying stock.

See Also

Futures Class | WebCab.COM.Finance.Futures Namespace