WebCab Options and Futures for COM v3.1

FuturesOnCommodities.CostOfCarryWithExplicitTime Method

Calculates the cost of carry of an investment commodity.

public double CostOfCarryWithExplicitTime(
   double commodityPrice,
   double futuresPrice,
   double timeToExpiry
);

Parameters

commodityPrice: The price of the underlying commodity.
futuresPrice: Market price of a futures contract on the underlying commodity.
timeToExpiry: The time periods (in years) until expiry of the futures contract.

Return Value

The cost of carry of the investment commodity.

See Also

FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace