WebCab Options and Futures for COM v3.1

FuturesOnCommodities.InvestmentCommodity Method 

Evaluates the value for a futures contact on an investment commodity when the present value of the storage cost are known.

public double InvestmentCommodity(
   double commodityPrice,
   double storageCosts,
   double riskFree,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

commodityPrice
The price of the underlying commodity.
storageCosts
The present value of the storage cost 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.
maturityDate
The date when the contract matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The value of the futures contract.

See Also

FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace