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

Futures.FuturesPriceNoIncomeWithExplicitTime Method 

Evaluates the futures price on an asset which does not pay an income.

public double FuturesPriceNoIncomeWithExplicitTime(
   double price,
   double riskFree,
   double timeToMaturity
);

Parameters

price
The present price of an asset.
riskFree
The continuously compounded risk free interest rate during the life of the futures contract given in decimal format (i.e. 1 percent = 0.01).
timeToMaturity
The time period (in years) until the futures contract expires.

Return Value

The price of the futures contract on the asset without a yield.

See Also

Futures Class | Futures Namespace