| WebCab Options and Futures for COM v3.1 | |
FuturesOnCommodities.InvestmentCommodityWithProportionateCostsWithExplicitTime Method
Calculates the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.
public
double InvestmentCommodityWithProportionateCostsWithExplicitTime(
double commodityPrice,
double storageCosts,
double riskFree,
double timeToExpiry);
Parameters
- commodityPrice
- The price of the underlying commodity.
- storageCosts
- The storage costs as a proportion of the commodity price during the life of the contract.
- riskFree
- Continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
- timeToExpiry
- The time period (in years) until the future contract expires.
Return Value
The value of the futures contract.
See Also
FuturesOnCommodities Class | WebCab.COM.Finance.Futures Namespace