WebCab Options and Futures Web Services for .NET v3.1

DailyReporting.Margin Method

Calculates the margin required on a (long or short) futures position.

public double Margin(
   double price,
   double contractsHeld,
   double contractSize,
   double maintenanceRate
);

Parameters

price: The present price of the underlying asset.
contractsHeld: The total aggregate number of futures contracts held.
contractSize: The amount of the underlying asset which must be delivered against one contract.
maintenanceRate: Percentage in decimal format (i.e. 1 percent = 0.01) of the value of the underlying assets which needs to be deposited with the future broker as margin for the outstanding futures contract.

Return Value

Margin required to hold the futures contract.

See Also

DailyReporting Class | Futures Namespace