WebCab Options and Futures for COM v3.1

FuturesOnCommodities.ConsumptionCommodity Method 

Returns the upper bound of the value for a futures contact on an consumption commodity when the present value of the storage cost are known.

public double ConsumptionCommodity(
   double commodityPrice,
   double storageCosts,
   double riskFree,
   DateTime evaluationDate,
   DateTime expiryDate,
   string businessCalendarName
);

Parameters

commodityPrice
The price of the underlying commodity.
storageCosts
The present value of the storage costs of the commodity during the life of the futures contract.
riskFree
Continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when futures contract is evaluated.
expiryDate
The date when the contract expires.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The upper bounds on the value of the futures contract.

See Also

FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace