WebCab Options and Futures for COM v3.1

FuturesOnCommodities.ConsumptionCommodityWithCarry Method 

Calculates the price of a consumption commodity.

public double ConsumptionCommodityWithCarry(
   double commodityPrice,
   double convenienceYield,
   double costOfCarry,
   DateTime evaluationDate,
   DateTime expiryDate,
   string businessCalendarName
);

Parameters

commodityPrice
The price of the underlying commodity.
convenienceYield
The convenience yield of the commodity.
costOfCarry
The cost of carry of the underlying commodity.
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 price of the investment commodity.

See Also

FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace