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

Forwards.LongForward Method 

Evaluates the value of a long forward contract.

public double LongForward(
   double price,
   double deliveryPrice,
   double yield,
   double riskFree,
   DateTime evaluationDate,
   DateTime maturity,
   string businessCalendarName
);

Parameters

price
The price of the underlying asset.
deliveryPrice
The delivery price at which the underlying asset must be delivered.
yield
The yield of the underlying asset per annum given in decimal format (i.e. 1 percent = 0.01).
riskFree
The risk free interest rate per annum given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when the forward contracts value is evaluated.
maturity
The date when the forward contract matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The value of a long forward contract.

See Also

Forwards Class | Futures Namespace