| WebCab Options and Futures for COM v3.1 | |
FuturesOnCommodities.ConsumptionCommodityWithCarryWithExplicitTime Method
Calculates the price of a consumption commodity.
public
double ConsumptionCommodityWithCarryWithExplicitTime(
double commodityPrice,
double convenienceYield,
double costOfCarry,
double timeToExpiry);
Parameters
- commodityPrice
- The price of the underlying commodity.
- convenienceYield
- The convenience yield of the commodity.
- costOfCarry
- The cost of carry of the underlying commodity.
- timeToExpiry
- The time period (in years) until the futures contract expires.
Return Value
The price of the investment commodity.
See Also
FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace