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

DailyReporting.MarkToMarket Method

Calculates the over night mark-to-market P&L from a futures position.

public double MarkToMarket(
   double firstPrice,
   double secondPrice,
   double contractsHeld,
   double contractSize
);

Parameters

firstPrice: The closing price on the first days price.
secondPrice: The closing price on the second days price.
contractsHeld: Aggregate number of future contracts held.
contractSize: The amount of the underlying asset which must be delivered for one contract held.

Return Value

The cash flow resulting (within a futures brokerage account) from holding a number of futures contract over a single trading day.

See Also

DailyReporting Class | Futures Namespace