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

Forwards.ForwardOnCurrencies Method 

Returns the value of a forward foreign exchange contract.

public double ForwardOnCurrencies(
   double exchangeRate,
   double deliveryFX,
   double riskFreeForeign,
   double riskFreeBase,
   DateTime evaluationDate,
   DateTime maturity,
   string businessCalendarName
);

Parameters

exchangeRate
The exchange rate between the two currencies.
deliveryFX
The exchange rate at which the forward contract will be settled.
riskFreeForeign
The risk free interest rate per annum in the foreign currency given in decimal format (i.e. 1 percent = 0.01).
riskFreeBase
The risk free interest rate per annum in the domestic currency given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when the forward foreign exchange contracts value is evaluated.
maturity
The date when the forward foreign exchange contract matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The value of a forward foreign exchange contract.

See Also

Forwards Class | Futures Namespace